| 国际油价冲击对汇率体系稳定性影响的研究综述与展望 |
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| 引用本文： | 黄晓薇 郭红玉 郭甦 冯建芬. 国际油价冲击对汇率体系稳定性影响的研究综述与展望[J]. 系统工程理论与实践, 2014, 34(Z1): 100-105. DOI: 10.12011/1000-6788(2014)s1-100 |
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| 作者姓名： | 黄晓薇 郭红玉 郭甦 冯建芬 |
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| 作者单位： | 1. 对外经济贸易大学 金融学院, 北京 100029;2. 中共中央办公厅, 北京 100017 |
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| 基金项目： | 国家社会科学基金(12CGJ027,13BGJ042);北京市社科基金(13JGB024) |
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| 摘 要： | 油价冲击对汇率体系稳定性的影响是国际金融领域研究的重要课题，本文系统梳理和评价了国际汇率制度中间化倾向发展对油价冲击传导的非对称性和传导强度差异化影响的文献，市场风险的信息传导和汇率波动非线性化现象研究的最新成果. 在文献研究基础上，本文指出油价冲击对汇率体系稳定性影响的未来研究的突破口是：不同汇率制度安排缓冲油价冲击的内在规律、 油价冲击影响汇率的传导模式和强度、油价冲击和汇率的非线性研究范式.
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| 关 键 词： | 油价冲击 汇率 信息传导 非线性 |
| 收稿时间： | 2013-12-22 |
New developments of research on stability of exchange rate under the impact of international oil prices |
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| HUANG Xiao-wei,GUO Hong-yu,GUO Su,FENG Jian-fen. New developments of research on stability of exchange rate under the impact of international oil prices[J]. Systems Engineering —Theory & Practice, 2014, 34(Z1): 100-105. DOI: 10.12011/1000-6788(2014)s1-100 |
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| Authors: | HUANG Xiao-wei GUO Hong-yu GUO Su FENG Jian-fen |
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| Affiliation: | 1. School of Banking and Finance, University of International Business and Economics, Beijing 100029, China;2. General Office of the CPC Central Committee, Beijing 100017, China |
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| Abstract: | The research on stability of exchange rate under the impact of international oil prices is an important academic topic. This paper systematically reviews the literatures about the influence of the tendency of intermediate exchange rate regime on the asymmetric impact and the differentiation of conductive intensity under the impact of international oil price, and the newest research on the information transmission of market risk and the nonlinear fluctuation of exchange rate. By reviewing the latest developments of related research fields, we point out the future research path will lead to: the mechanism of buffering effect of different rate policies on oil price; the mode and power of the transmission channel of the impact of oil price on exchange rate; nonlinear research paradigm of oil shock and exchange rate. |
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| Keywords: | oil shock exchange rate information transmission nonlinearity |
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