经济与管理研究2016,Vol.37Issue(5):66-73,8.DOI:10.13502/j.cnki.issn1000-7636.2016.05.009
基于持久-短暂模型对国际原油定价权的考察
Research on International Oil Pricing Power Based on Persistent-transitory Model
摘要
Abstract
Based on historical change of oil pricing power,the paper investigates the contention of international oil pricing power in the fourth period with persistent-transitory model.Among the three benchmark crude oil prices,the price of Brent crude oil has great influence on the international oil price in a short term;but in the long run,both Dubai and Brent crude oil price dominate the international oil price.In the Middle East,Oman crude oil price seizes the initiative more than Dubai crude oil price.In Asia,Cinta masters crude oil pricing.Minas crude oil price is influenced by Oman’s hugely.Duri crude oil prices have initiative pricing in both short and long term.China’s crude oil prices in the short term can dominate the fluctuation of Dubai crude oil price,Brent crude oil price in Europe and WTI crude oil price in North America,but in long term it can only influence Minas crude oil prices strongly.To the oil prices of other regions,China’s crude oil price has little influence.China’s crude oil price is affected by Brent and Dubai crude oil prices.China’s crude oil price has influence on the international crude oil price,and the influence is different in long and short term.China needs to strengthen long-term impact on the international crude oil price,and that requires different strategies.关键词
原油/定价权/持久-短暂模型/基准油/期货Key words
oil/pricing power/persistent-transitory model/benchmark oil/futures分类
管理科学引用本文复制引用
刘孝成,周海川..基于持久-短暂模型对国际原油定价权的考察[J].经济与管理研究,2016,37(5):66-73,8.基金项目
国家社会科学基金重大项目“开放经济条件下完善我国农产品价格形成机制和调控机制研究---基于产业链联动优化的视角”(09&ZD044);国家社会科学基金青年项目“我国粮食价格波动与政府调控政策研究” ()