石油儲(chǔ)備與期貨市場(chǎng)聯(lián)動(dòng)研究.pdf

1、中國(guó)石油大學(xué)（華東）碩士學(xué)位論文石油儲(chǔ)備與期貨市場(chǎng)聯(lián)動(dòng)研究姓名：石磊申請(qǐng)學(xué)位級(jí)別：碩士專業(yè)：企業(yè)管理指導(dǎo)教師：高新偉20080401StudyontheLinkagebetweenPetroleumReserveandFuturesMarketShiLei(EnterpriseManagement)DirectedbyAssociateProfGaoXinweiAbstractPetroleum，whichprovides40％ofth

2、eworldenergyconsumptionand90％ofthetransactionenergytakestheleadingpositionintheworldenergyconsumptionIt’SanimportantmaterialwhichisrelevanttonationaleconomicsecurityRecentlywiththecontinuedandquickdevelopmentofChina’Seco

3、nomythevolumeofimportedpetroleumisincreasingannuallyWhile，theworldoilpriceusuallylUllSupandfluctuatesfrequentlybywhichChina’SeconomyisinfluencedandfacesgreatrisksBothofpetroleumreserveandpetroleumfuturesmarketcomeintobei

4、ngfromtheoilcrisiswhichhappenedin1970sUsingpetroleumfuturesmarketandbuildingpetroleumreserveareavailableforoilconsumingcountriestoavoidoilpricesfluctuatingrisksandtheinterruptionofoilsupplyThisarticlewillstudyonthelinkag

5、erelationshipbetweenthemThisarticle，atfir甌introducesthesituationofthepetroleumreserveandpetroleumfuturesmarket，aswellastheftfunctionandclassification；Thenqualitativelyanalyzestherelationshipbetweenreserveandfutures，strat

6、egicpetroleumreserveandoilfuturesmarket，commercialpetroleumstocksandoilfuturesmarket，allofthemhavecloselyrelationship；AndthentakeAmericanasanexample，quantitativelyanalyzestherelationshipbetweenoilreserve’svolumeandoilfut

7、urespriceswiththemethodsofCO—integrationandregression；Atlast，presentsthe“ReserveMarket—Futures”triunemodel，usingthefunctionoftheirlinkagerelationshiptoavoidinternationaloilpricesfluctuatingrisksandcontrolthecostofimporte