我國煤炭價(jià)格變動(dòng)趨勢及其影響因素的實(shí)證研究.pdf

1、西安科技大學(xué)碩士學(xué)位論文我國煤炭價(jià)格變動(dòng)趨勢及其影響因素的實(shí)證研究姓名：曹沉浮申請學(xué)位級(jí)別：碩士專業(yè)：管理科學(xué)與工程指導(dǎo)教師：張金鎖@Subject ： ： ： ：Empirical Study on Changing Tendency and Influencing Factors of Coal Price in China Specialty ： ： ： ：Management Science and Engineering N

2、ame ： ： ： ：Cao Chen-fu （ （ （ （Signature） ） ） ） Instructor： ： ： ：Zhang Jin-suo （ （ （ （Signature） ） ） ） ABSTRACT Coal is the safest, most economically and rel

3、iable energy resource in China. To make sure of the development of economy in China in future 50 years, the coal would take the most important part in the market for a long time. Coal price is an important factor in the

4、coal market, the fluctuation of which not only affects the supply and demand balance in coal market, adjustment amplitude of industrial structure and the fluctuation of other energy resources market. Forecasting and mast

5、ering coal price fluctuation trend and its influential factors scientifically, especially recent changing tendency can make the coal enterprise after damage and avoid damage and also gain the initiative of market to win

6、benefit for coal enterprise. In additional, it supplies scientific scrutiny for national macro-control policy to national energy market. On the basis of current research status at home and broad, this paper uses the meth

7、od of econometric, takes the historic coal price as a sample series to analyze the changing tendency of coal price by establishing time series model and the relationship of the coal price and the influential factors by q

8、uantitative method. The main conclusion of this paper are as follows: 1. Taking the historical coal price in Qinhuangdao as an example, we establish a short-term variation model which turns out that the model can better

9、fit the changing process of coal price and the forecast coincides with the actual price short-term tendency. 2. Analyzing the major factors which influence coal price. By using error correction model and Granger causalit

10、y tests to analyzing the relationship between coal price and its correlative factors, the result turns out that coal price would influents according to the quantity of demand and they have causal relationship with each o