| 国际原油价格影响因素实证研究---基于协整分析和格兰杰因果关系检验 |
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| 引用本文： | 缪建营,李治国.国际原油价格影响因素实证研究---基于协整分析和格兰杰因果关系检验[J].重庆工商大学学报(自然科学版),2011,28(5):484-488. |
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| 作者姓名： | 缪建营 李治国 |
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| 作者单位： | 1. 中国石油大学人文社科学院,山东东营,266555
2. 中国石油大学经济管理学院,山东东营,266555 |
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| 基金项目： | 中央高校基本科研业务费专项资金资助 |
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| 摘 要： | 通过ADF检验、协整检验和格兰杰因果关系检验,以1990～2009年的年度数据为样本,对国际原油价格、探明储量、产量、消费量和贸易量5个变量进行实证分析,从计量的角度分析原油价格的影响因素;结果表明：原油价格与原油产量之间存在协整关系,即长期均衡关系;并且得出原油产量是原油价格的格兰杰原因,但原油价格并非原油产量的格兰杰原因。
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| 关 键 词： | 原油价格 原油产量 协整检验 格兰杰因果检验 |
Empirical Study on Factors Influencing International Crude Oil Price ---Based on Cointegration Test and Granger Causality Test |
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| MIU Jian-ying,LI Zhi-guo.Empirical Study on Factors Influencing International Crude Oil Price ---Based on Cointegration Test and Granger Causality Test[J].Journal of Chongqing Technology and Business University:Natural Science Edition,2011,28(5):484-488. |
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| Authors: | MIU Jian-ying LI Zhi-guo |
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| Abstract: | This paper uses ADF test,cointegration test and Granger causality test to make empirical study on five factors such as international crude oil price,international crude oil reserve,international crude oil output,international crude oil consumption quantity and international crude oil trade quantity based on data of 1990~2009.The results show that crude oil price has cointegration relationship with crude oil production,i.e.long-run equilibrium relationship,and that the crude oil production is the Granger causality of crude oil price,but crude oil price is not the Granger causality of crude oil production. |
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| Keywords: | crude oil price crude oil production cointegration test Granger causality test |
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