能源消费量和能源供应量与其影响因素之间协整关系的实证-ChinaXiv.PDFVIP

能源消费量和能源供应量与其影响因素之间 协整关系的实证研究 李明佳，严俊杰，陶文铨* (西安交通大学 能源与动力工程学院，热流科学与工程教育部重点实验室，陕西 西安710049) 摘 要 本文采用计量经济学中的协整理论，定量研究能源消费量和能源供应量与能源价格、经济发展、产业结构、 人口和城镇化等因素之间的波动影响程度。首先采用Augment Dickey-Fuller 模型检验指标变量的时间序列数据的平 稳性，其次采用Lagrange 乘数模型定量计算全国范围内的能源消费量及能源供应量与相关影响因素之间的协整关系。 结果表明能耗指标与人口和城镇化指标均对能源供应量有显著影响；能源消费量主要受产业结构和经济指标影响， 而受能源价格波动影响较小。 关键词 能源供需；协整分析；ADF 模型；LM 模型 1 A Cointegration Analysis among Influential Indicators, Energy v 3 Consumption and Energy supply in China 6 0 Li Ming-Jia, Yan Jun-Jie, Tao Wen-Quan* 0 (Key Laboratory of Thermo-Fluid Science and Engineering of Ministry of Education, School of Energy and Power Engineering, 0 Xi’an Jiaotong University, Xi’an, Shaanxi, 710049, China) . 0 Abstract The paper adopted the cointegration theory to quantitatively analyse the volatility relationship 1 7 among energy consumption, energy supply and their influencing variables including energy price, 1 economic development, industrial structure etc. First, the Augment Dickey-Fuller model was used to 0 2 examine the stability of times series data. Second, the Lagrange Multiplier model was employed to : quantitatively calculate the cointegration relatio ship between energy consumption and its variables, and v i the quantitative relationship between energy supply and influencing factors as well. The results indicated X a that energy supply is significantly affected by energy consumption, population and urbanisation. Energy n