摘要
文章基于改革开放以来的煤炭、石油、天然气、一次电力及其他能源消费增长率年度数据,运用HP滤波和MS-AR模型,透析能源消费周期多阶段的区制属性,刻画我国能源消费增速的时间路径变化特征。结果表明:(1)除一次电力及其他能源消费增长率外,各能源消费增长率均处于窄幅震荡状态,21世纪初呈现明显的下行态势;煤炭、石油增长率波动程度明显强于天然气、一次电力及其他能源消费增长率波动程度。(2)各能源消费增长率存在低速增长区制、中速增长区制、高速增长区制的三区制特征;以煤炭、石油为代表的传统能源消费增长率在低速和高速增长区制间动态跃迁,仅在相关政策、重大改革方针出台后跃入高速增长区制,在中速增长区制具有持续性;天然气消费增长率在低速增长区制具有惰性;21世纪以来,一次电力及其他能源消费增长率维持在高增长区制。(3)区制特征与波动风险具有联动效应,高(低)增长区制具有高(低)波动风险。
Based on the annual data of growth rates of coal,oil,natural gas,primary power and other energy consumption since the reform and opening up,this paper uses HP filter and MS-AR model to analyze the multi-stage regional properties of energy consumption cycle,and describes the time path characteristics of China’s energy consumption growth rate.The results are shown as follows:(1)Except for the growth rate of primary electricity and other energy consumption,the growth rate of all energy consumption fluctuates slightly,and shows an obvious downward trend in the early 21 st century;the fluctuation degree of the growth rate of coal and oil is obviously stronger than that of natural gas,primary electricity and other energy consumption.(2)Each energy consumption growth rate has the characteristics of low speed growth zone system,medium speed growth zone system and high speed growth zone system;the growth rate of traditional energy consumption,represented by coal and oil,has a dynamic transition between low speed and high speed growth zone system;after relevant policies and major reform guidelines were issued,it jumped into high speed growth zone system,and is sustainable in medium speed growth zone system;the growth rate of natural gas consumption is inert in the low-speed growth zone system;since the 21 st century,the growth rate of primary electricity and other energy consumption has been maintained in the high speed growth zone system.(3)The zone system has a linkage effect with volatility risk,and the high(low)growth zone system has high(low)volatility risk.
作者
修丕师
Xiu Pishi(School of Management,Wenzhbu Business College,Wenzhou Zhejiang 325000,China)
出处
《统计与决策》
CSSCI
北大核心
2022年第2期47-52,共6页
Statistics & Decision
基金
浙江省哲学社会科学规划课题(22NDQN288YB)。
