文献类型：期刊文献

中文题名：基于持久-短暂模型对国际原油定价权的考察

英文题名：Research on International Oil Pricing Power Based on Persistent-transitory Model

作者：刘孝成[1] 周海川[2]

第一作者：刘孝成

机构：[1]中国石油北京石油管理干部学院;[2]中国林业科学研究院林业科技信息研究所

年份：2016

卷号：37

期号：5

起止页码：66-73

中文期刊名：经济与管理研究

外文期刊名：Research on Economics and Management

收录：CSTPCD;;国家哲学社会科学学术期刊数据库;北大核心:【北大核心2014】；CSSCI:【CSSCI2014_2016】；

基金：国家社会科学基金重大项目"开放经济条件下完善我国农产品价格形成机制和调控机制研究--基于产业链联动优化的视角"(09&ZD044);国家社会科学基金青年项目"我国粮食价格波动与政府调控政策研究"(14CJY051)

语种：中文

中文关键词：原油;定价权;持久-短暂模型;基准油;期货

外文关键词：oil ; pricing power; persistent-transitory model ; benchmark oil ; futures

分类号：F407.22

摘要：本文在梳理石油定价权历史变迁的基础上,通过持久-短暂模型考察第四个时期国际原油定价权的争夺。在三大基准原油价格组成的系统中,短期布伦特(Brent)原油价格的冲击影响巨大,长期美国西德克萨斯轻质原油(WTI)和迪拜原油价格在原油定价中占主导,且迪拜在布伦特原油价格定价中占主导。在中东,阿曼原油价格比迪拜原油价格主动权大。在亚洲,辛塔(Cinta)掌握原油定价权,米纳斯(Minas)原油定价权受到阿曼的影响大,杜里(Duri)原油价格在长短期均具有主动定价权。中国原油价格短期可以主导迪拜、布伦特和WTI原油价格波动,在长期只对米纳斯原油价格影响大,对其他价格难以产生大的影响,且在长期会受到布伦特和迪拜原油价格的影响。中国原油价格可以改变国际原油价格,要区分长短期看待,并强化对国际原油价格的长期影响,争夺定价权也需要采取不同策略。
Based on historical change of oil pricing power, the paper investigates the contention of international oil pricing power in the fourth period with persistent-transitory model. Among the three benchmark crude oil prices, the price of Brent crude oil has great influence on the international oil price in a short term;but in the long run, both Dubai and Brent crude oil price dominate the international oil price. In the Middle East, Oman crude oil price seizes the initiative more than Dubai crude oil price. In Asia, Cinta masters crude oil pricing. Minas crude oil price is influenced by Oman＇s hugely. Duri crude oil prices have initiative pricing in both short and long term. China＇s crude oil prices in the short term can dominate the fluctuation of Dubai crude oil price, Brent crude oil price in Europe and WTI crude oil price in North America,but in long term it can only influence Minas crude oil prices strongly. To the oil prices of other regions, China＇s crude oil price has little influence. China＇s crude oil price is affected by Brent and Dubai crude oil prices. China＇s crude oil price has influence on the international crude oil price, and the influence is different in long and short term. China needs to strengthen long-term impact on the international crude oil price, and that requires different strategies.