中美石油消费与国际原油价格的协整分析

石油消费与石油市场与国民经济和国家安全息息相关,是学术界研究的的热点领域之一.本文采用协整性和因果关系检验的计量经济学方法,考察了我国石油消费和国际原油价格之间的相互影响,发现两者存在长期协整关系,但只具有单向因果关系.与美国的比较研究表明,我国石油市场化改革取得了显著成效,随着改革的深入,还应该建立充足的商业石油储备,并基于市场调整当前石油定价体制与进口机制,进一步放开油价,采用主动的进口策略,才能根本解决消费与价格存在的脱节问题,实现与国际石油市场更好的接轨,适应日益完善的市场经济需要.

The Cointegration Analysis between the Petroleum Consumption of China and US and World Crude Oil Price

Oil which greatly contributes to national economy and safety is what government most focuses on.Econometric methods including cointegration and causality tests are employed to investigate the interaction between Chinese petroleum consumption and world crude oil price,where there exists long-term cointegration but only unidirectional causal relations.By illustration of comparative analysis with the United States,the market reform in China has made evident progress,with which advancing, we should establish sufficient commercial petroleum stock,improve present oil pricing system and import mechanism based on the market,free oil price more and more and adopt active import policy,in order to eliminate the disjointing of consumption and price and realize better coordination with international oil market,which will meet the standards of the developing market economy in China.