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页岩气冲击:天然气与原油市场-论文范文

【中文摘要】:本文利用Joha

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nson共整合检定及Granger因果关係分析,美国原油、汽油和英美天然气市场间的因果关係和长期效果。藉由共整合模型求出英美两国的原油与天然气均被某一共同因子所牵引且具有长期的共整合关係。在符合长期共整合之下,由误差修正项模型,判断四个变数之长期效果,及彼此之间的因果关係,可发现美国油气市场依旧保持双向之因果关係,美国天然气单向影响英国原油市场,因此再加上Chow Test进一步探讨,美国天然气及英国原油之关係,是否发生结构性改变,研究显示发生结构性改变,由于取用的资料取至2014年,而页岩气的技术创新所引发的产量大增,约从2008年开始大幅上扬,因此可以说明美国天然气已逐渐保有其本身独特性。这将对未来的能源输出国─美国,在天然气能源输出的计价方式有极大改变。
【英文摘要】:In this study, Johanson co-integration test and Granger causality analysis causality and long-term effects of U.S. crude oil, gasoline and natural gas between markets. With the integration models of the British and American obtained are crude oil and natural gas as a common factor in traction and has a long-term co-integration relationships. Under the integration of long-term, by the error correction term model to determine long-term effects of the four variables, and the impact of the effect of each other, can be found in the U.S. oil market remains a two-way causal relationship between the United States affect the way the British oil and gas market.Therefore plus Chow Test to further explore the relationship between the U.S. natural gas and crude oil in the United Kingdom, whether structural changes occur, studies have shown that structural changes occur, due to the access to data taken in 2014, while the shale gas production technique caused greatly increased sharply from about 2008 onwards, so that the United States can maintain its own natural gas has gradually uniqueness. This wil

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l be future energy exporter ─ the United States, the price of natural gas in the energy output of great change.
【参考文献】:

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  • 中文部分
  • 1. 伊原贤(2013),页岩气,脸谱出版
  • 2. 杨亦农(2005),时间序列分析-经济与财务上之应用,初版,台北市,双叶书廊。
  • 3. 锺惠民、周宾凤、孙而音(2009),财务计量E-views的应用,出版,台北市,新陆书局。
  • 4. 张纣微 (2012)。全球页岩气发展现况与趋势。油气探勘开发及技术研发计画管理办公室。
  • 5. 沈俊卿等 (2011)。页岩气开採潜能评估-北美地区。台湾中油股份有限公司探採研究所,100年度研究报告(F100-2005-2)。
  • 6. 吴美慧,(2013),“成本降二成!中钢紧盯页岩气”,商业週刊,1329期,页108,2013,5月。
  • 英文部分
  • 1. u.s. Energey Information Administration (EIA) . “World Shale Gas Resource:An Initial Assessment of 14 Regions Outside the United States”,April 2011
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  • 来源:作者:林鼎翔

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