【作者】 梁经纬；

【导师】 刘金兰；

【作者基本信息】 天津大学 ， 管理科学与工程， 2013， 博士

【摘要】 人类进入工业化社会后，能源成为社会发展的重要物质基础。能源为人类的工业化过程提供了源源不断的动力支持。能源产量与消费量的多少，直接决定了一个国家工业化进程的速度。20世纪70年代，全球范围内出现了两次石油危机。这两次石油危机的出现直接促使人们意识到了能源对经济增长的重要作用，同时也使得人们意识到了资源约束可能对经济增长产生重要影响。因此，弄清能源消费与经济增长之间的内在依存关系问题是关于如何解能源消费、环境污染与经济发展内在矛盾首要的、必须面对的问题，该问题的厘清对合理的制定我国可持续发展的能源政策具有重要意义。本文主要基于非线性视角研究了我国的总能源消费及各分类型能源消费与我国经济增长之间的动态作用关系与格兰杰因果关系。本文通过非参数BDS检验与参数神经网络检验法对我国的能源经济系统中的非线性依存关系进行了检验。具体地，利用线性VAR系统，对我国总能源消费、煤炭消费、电力消费、石油消费与经济增长的线性相依成分进行过滤，并对其残差进行非线性特征检验。检验结果显示我国总能源消费、煤炭消费、电力消费、石油消费与经济增长的系统中均存在着非线性依存关系，两种检验方法得出的检验结果一致。该结论也与现实经济中的经济周期、油价波动、技术进步等因素与经济系统之间的复杂的交互作用一致。由此可以认为，单纯的从线性视角来考察能源消费与经济增长之间的相互关系，会掩盖由于各变量之间的非线性作用产生的结论。因此，对我国的能源经济系统的研究视角，应该从线性建模方式向非线性建模方式转变。通过马尔科夫向量自回归模型的研究表明：总能源消费与经济增长之间的长期作用关系显著，总能源消费对我国的经济增长有着重要的影响作用，经济增长对我国的总能源消费也有着显著的影响作用，二者的关系符合反馈理论；煤炭消费与经济增长之间的关系式相互影响的，煤炭消费对我国的经济增长有着重要的影响作用，经济增长对我国的煤炭消费也有着显著的影响作用，二者的关系符合反馈理论；石油消费与经济增长之间的关系式相互影响的，石油消费对我国的经济增长有着重要的影响作用，经济增长对我国的石油消费也有着显著的影响作用，二者的关系符合反馈理论；电力消费与经济增长之间的关系呈现出了新的特征，即在不同区制内电力消费与经济增长的作用关系呈现出非对称型特征。在经济适速增长期，电力消费与经济增长符合中性理论，而在经济快速增长区，电力消费与经济增长之间的关系符合增长理论。非线性非参数格兰杰因果关系表明，短期视角看来，总能源消费与GDP增长之间存在着双向非线性格兰杰因果关系，煤炭消费与GDP增长之间存在着由煤炭消费到GDP增长的单向非线性格兰杰因果关系，石油消费与GDP增长之间不存在非线性格兰杰因果关系，电力消费与GDP增长之间存在着由电力消费到GDP增长的单向非线性格兰杰因果关系。由上述研究可以看出，我国的能源消费对经济增长具有重要的影响和支撑作用。因此，能源保守政策的实施会对我国的经济增长产生一定的冲击。如何在实现低碳经济的前提下，保持经济的稳定增长，是政府面临的一个重要的课题。更多还原

【Abstract】 Energy has become the critical material basis of social development ever sincethe beginning of industrial era. Energy provided continuous power support for humanbeings to progress towards industrialization, which makes energy production andconsumption the direct decisive factors of a country’s industrialization process. In the1970s, two rounds of global oil crisis alerted the whole world to realize the crucialimportance of energy on economic growth, and in the meantime, people began toaware that resource constraint may have an important effect on economic growth.Therefore, to fully understand the interdependences between energy consumption andeconomic growth is the primary and inescapable issue to confront with if we want tosolve the inherent contradictions between energy consumption, environmentalpollution and economic development. Moreover, the clarification of this issue is alsoof great significance for our country to formulate sustainable development energypolicies. The purpose of this study is to examine the dynamic interaction relationshipsand Granger causalities between total energy consumption, energy consumptions indifferent sectors and economic growth in China.The Nonparametric BDS test and Parametric Neural Network test approacheswere employed to test the nonlinear dependency relationships in our country’s energyeconomic system. To be specific, linear VAR system was utilized to filter out thelinear dependency relationships existing between total energy consumption, coalconsumption, electricity consumption, oil consumption and economic growth, andtest the nonlinear features of corresponding residuals. The test results indicatednonlinear dependency relationships between total energy consumption, coalconsumption, electricity consumption, oil consumption and economic growth, and thetwo test approaches yielded consistent results. In addition, the findings in this researchwere also consistent with the complicated interactions between typical factors of realeconomy, such as economic cycle, oil price fluctuation, and technical progress, andeconomic system. Based on the reasons above, simply considering the linearinteractions between energy consumption and economic growth may mask the trueresults due to the nonlinear interactions between variables. As a consequence,research on energy economy system in our country should begin to transfer fromlinear modeling approach to nonlinear modeling approach.The Markov vector autoregressive model results indicated that a significant longterm interaction existed between total energy consumption and economic growth with total energy consumption had an important impact on economic growth and vice versa,and the relationship between the two was consistent with the feedback theory.Moreover, the relationship between coal consumption and economic growth wasmutual interactive with coal consumption had an important influence on economicgrowth and economic growth positively affected coal consumption, and therelationship between the two was consistent with the feedback theory. Similarly, therelationship between oil consumption and economic growth was also mutualinteractive with oil consumption had an important influence on economic growth andeconomic growth positively affected oil consumption, and the relationship betweenthe two was consistent with the feedback theory. However, the relationship betweenelectricity consumption and economic growth displayed new features, that was theinteraction between electricity consumption and economic growth presentedasymmetry characteristics in different regions. In regions with optimum growth speed,the relationship between electricity consumption and economic growth accorded withthe Neutral Theory; whereas in regions with rapid growth speed, the relationshipbetween electricity consumption and economic growth corresponded to GrowthTheory.Nonlinear nonparametric Granger causalities showed that looking from the shortrun, bi-directional nonlinear Granger causalities presented between total energyconsumption and GDP growth; one-way nonlinear Granger causality presented fromcoal consumption to GDP growth; no significant nonlinear Granger causality wasdetected between oil consumption and GDP growth; and one-way nonlinear Grangercausality presented from electricity consumption to GDP growthBased on the research above, we can come to the conclusion that energyconsumption does significantly impact and support the growth of the economy in ourcountry. Therefore, the implementation of conservative energy policies will to someextent shock the development of our economy. How to stabilize the development ofthe economy under the premises of achieving low-carbon economy will be a toughissue for the government to handle in the near future.更多还原