【作者】 梁勇；

【导师】 张斌；

【作者基本信息】 西南石油大学 ， 油气田开发工程， 2010， 博士

【摘要】 近年来,随着我国经济的持续快速发展,我国的石油消费量逐年增加,国内石油供求矛盾日渐增大,对外石油依存度不断提高。同时,石油市场也呈现出变幻莫测的趋势,国际油价频繁波动。不断增大的供需缺口和频繁波动的油价使得国家石油进口风险系数逐渐增大,石油安全己经威胁到国家的经济安全和国家安全。如何遵循市场经济规律,借鉴国际经验,建立石油进口价格风险预警体系,为决策部门提供买进、卖出石油最佳时机的信息,避免“追涨杀跌”的尴尬局面；以及当风险发生时应该采取怎样的措施转移或是转化风险,是一项急待研究的课题。本文研究的目的是在全新的风险和价格风险理论基础上,针对中国石油进口价格面临的主要国际、国内态势,对中国石油进口价格风险预警进行应用性研究,进而建立和完善我国的石油进口价格风险预警体系,为保障国家石油安全、保障国民经济安全运行提供理论依据和决策借鉴。本论文主要从以下几方面进行研究。首先,阐述和分析了风险与石油价格风险有关理论,构建了本文研究所需的理论基础和框架。其次,系统地分析了我国石油进口价格现状及存在的问题,通过分析看出我国石油安全面临的形势及问题。第三,从国际(世界油气资源、国际油气供求与需求、我国对世界石油市场的影响力)和国内(石油定价机制等)两方面系统、深入地分析了我国石油进口价格面临的风险及成因。第四,从GDP、投资、通货膨胀、消费、国际收支、产业等方面深刻剖析石油进口价格风险的经济影响。第五,结合理论分析和中国的实际情况,提出石油价格进口风险预警体系的构建原则和可操作的中国石油进口价格风险预警指标体系。最后,用主成分分析法和灰色预测理论与自回归移动平均ARMA(p,q)模型对中国石油进口价格风险预警机制进行了探索性的应用研究。本论文的创新之处主要在于：首先,丰富了石油价格风险理论,并借用CGE模型对石油进口价格风险的经济影响进行了深刻剖析。从定性与定量、长期与短期的角度全面深入地分析了影响中国石油进口价格的主要国际、国内因素；其次,提出了我国石油进口价格风险预警指标体系的构建原则,在影响我国石油进口价格的基础之上构建了我国石油进口价格风险预警指标体系,并利用主成分分析法与因子分析法来确定影响我国石油进口价格的主要评价指标；最后,在石油进口价格风险预警指标体系的基础之上,对中国石油进口价格风险进行综合评价预警研究,同时本文还针对石油进口价格受短期影响因素显著的特性提出了价格修正方法。更多还原

【Abstract】 In recent years,with the sustained and rapid development of our country’s economic, China’s oil consumption increased year by year,the gap between domestic oil supply and demand has become increasingly, the dependence on foreign oil continues to increase. At the same time,the oil market is also showing a fast-changing trends,international oil price fluctuations frequently. The growing gap between supply and demand and frequent fluctuations in oil prices led the import risk factor of national oil is increasing,and oil security has been a threat to the country’s economic security and national security. How do we follow the rules of market economy and draw on international experience to establish the risk early-warning mechanism of oil import price for providing the information that when is the best time to buy and sell oil for information decision-making departments,to avoid the embarrassing situation -continued to buy at high-priced, stop buying at low,and how to transfer or transformation the risk when the risk occurs are the urgent subjects.The purpose of this study is based on a new theory of risk and price risk,in response to the main international and domestic situation which China’s oil import prices faced,made the early applied research for risk warning of China’s oil import price,and thus establish and improve China’s oil import price risk early-warning mechanisms,and provide a theoretical basis and the decision-making reference for the protection of national oil security and safe operation of national economy.This paper mainly researches the following areas:First of all,it describes and analyzes the related theory of risk and oil price risk,constructes the theoretical foundation and framework required. Secondly,this paper analyzes the status and problems of China’s oil import prices systematically,knows the situation and problems of China’s oil security faced by analyzing. Thirdly,this paper mades a comprehensive analysis on the China’s oil import price risk and the causes from the International factors(the world’s oil and gas resources,the demand and supply of international oil and gas,China’s efforts to control the oil-producing and consuming countries)and the domestic factors(China’s oil pricing mechanism and so on).Fourthly, this paper analyzes the economic impact of oil imports price risk through GDP,investment, inflationm,consumption,International balance of payments, related industries and so on Fifthly,combined theoretical analysis and actual situation of China,this article put forward a construction principle of price risk warning mechanism and the workable risk warning indicator system of China’s oil import price Finally,this paper explores the early applied research for risk warning of China’s oil import price by using the principal component analysis method,gray prediction theory and autoregressive moving average ARMA (p,q) model.The main innovations of this paper are the following:firstly, enricheing the theory of oil price risk and analyzing the economic impacts of China’s oil import price risk deep by using CGE models,analyzeing the major international and domestic factors which influence of China’s oil import prices comprehensive in-depth from the qualitative and quantitative,long- term and short-term perspective,Secondly,puting forward a research ideas and construction principle of price risk’s early-warning mechanism,builting the early-warning indicator system of China’s oil import price risk based on analysising the factors which influence China’s oil import price,and using principal component analysis and factor analysis to determine the the main evaluation index that impact China’s oil import prices;Finally,conducting a comprehensive research of the China’s oil import prices risk on the basis of early-warning indicator system of China’s oil import prices, while this article also proposed a price-correction method for the feature that oil import prices will be influenced by short-term factors.更多还原