| 突发事件对国际油价的影响分析 |
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| 引用本文： | 王书平,陈钰,金玉静.突发事件对国际油价的影响分析[J].数学的实践与认识,2009,39(9). |
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| 作者姓名： | 王书平 陈钰 金玉静 |
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| 作者单位： | 北方工业大学,经济管理学院,北京,100144 |
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| 基金项目： | 教育部人文社会科学研究青年基金，北京市优秀人才培养资助项目，北京市学科与研究生教育专项基金，北方工业大学青年重点研究基金 |
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| 摘 要： | 突发事件是引起国际油价剧烈波动的非市场因素之一.构建一种ARIMA-GARCH传递函数模型,探讨不同类型突发事件对油价的影响程度,并对历史上三个突发事件进行实证分析,考察它们对油价的持续影响、即期影响和弱化趋势影响,在此基础上总结出不同类型突发事件对油价的影响规律.
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| 关 键 词： | 突发事件 国际油价 ARIMA-GARCH传递模型 |
Analysis About the Impact of Emergencies on International Oil Price |
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| WANG Shu-ping,CHEN Yu,JIN Yu-jing.Analysis About the Impact of Emergencies on International Oil Price[J].Mathematics in Practice and Theory,2009,39(9). |
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| Authors: | WANG Shu-ping CHEN Yu JIN Yu-jing |
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| Abstract: | The emergency is one of non-market factors that cause oil price violent fluctuating.This paper establishes an ARIMA-GARCH transfer function model,in order to discuss the effect of different types of emergencies on oil price,and an empirical analysis on the three incidents in the history is given.At the same time,we will study the continued impact,immediate impact,weakening trend impact of these emergencies on oil prices,and summarize some main principles of different types of emergencies influencing oil prices. |
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| Keywords: | emergencies international oil prices ARIMA-GARCH transfer model |
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