WTI对我国LPG市场价格的影响分析基于大量历史数据的实证分析.pdfVIP

Value Engineering ·9 · WTI对我国LPG市场价格的影响分析 要要要基于大量历史数据的实证分析 ImpactAnalysis ontheMarketPrice ofLPGbyWTI: Based ontheEmpiricalAnalysis ofaLargeAmountofHistoricalData 吕云辉LVYun-hui （中海油能源发展股份有限公司销售服务分公司，天津300457） （SalesandServiceBranchofCNOOCEnergyTechnology ServicesCo.，Ltd.，Tianjin 300457，China） 摘要院近年来，我国LPG供需缺口逐年拉大，对外依存度上升明显，大量的国际贸易机会既可以填补国内需求缺口，同样也带来 较多经营和市场风险，因此，合理地开展LPG进口贸易对于我国LPG市场以及经营者而言都有重要的现实意义。国际油价在LPG 国 际贸易成交价格形成过程中扮演着举足轻重的角色，论文基于大量历史数据，进行计量经济建模及实证分析，挖掘了WTI与国内 ，为 。 LPG市场价格间的复杂数量关系 LPG进口贸易的开展，为相关经营者提供参考 Abstract: Inrecentyears, the supplyanddemand gap of LPG in China isbigger and bigger, the external dependency has significantly risen. A large number of international trade opportunities can fill the gap of the domestic demand, but it also brings more business and marketrisk. So, ithas importantpractical significanceto properly developthe importtrade of LPGfor LPG market and marketing managers in China. World oil prices play an important role in the formation process of LPG international trade transaction price. Based on a large number of historical data, this paper carries out the econometric modeling and empirical analysis, excavates the complex quantitative relationship between WTI and domestic LPG market prices to provide references for the development of the import trade of LPG and the related marketingmanagers. 关键词院WTI；LPG；计量经济；实证分析 Keywords:WTI；LPG；econometrics；empiricalanalysis 中图分类号院F416.22 文献标识码院A 文章编号院1006-4311（2015）12-0009-03 0 引言 以及国内LPG价格指数数据 （为国内每日LPG价格的综 ，我 近年来，随着国民经济的快速发展 国能源消耗量 合反映，通过主要炼厂出厂价数据加权得出）。数据来源于 ，