摘要
煤炭价格不仅反映煤炭市场供需关系,更是相关利益主体的决策依据。受去产能的影响,我国煤炭价格自2012年开始持续性下跌后于2016年出现强劲反弹。本文首先分析了去产能背景下我国煤炭价格走势,然后选取2010-2016年的环渤海5500K动力煤周价格为样本数据,在分析样本数据变化特征的基础上,建立ARIMA模型对煤炭价格进行短期预测分析。结果表明该模型具有良好的拟合效果,且预测煤炭价格将在2017年上半年持续下跌而在下半年缓慢增长,该研究结论对于决策者预测煤炭价格未来走势和制定决策具有较大运用价值。
Coal prices not only reflect the coal market supply and demand, but also the basis of decision-making for relevant stakeholders. Affected by capacity reduction in 2016, China＇s coal prices start to rebound strongly after a continued decline since the beginning of 2012. This paper first analyzes the trend of coal prices under capacity reduction, and then selects the price of 5500K coal for the Bohai Sea from 2010 to 2016 as the sample data. Based on the analysis of the characteristics of the change of the sample data, ARIMA model is established to couduct the short - term forecast analysis to the coal prices. The results show that the model has a good fitting effect and predict coal prices coal prices will continue to fall in the first half of 2017 but grow slowly in the second half of the year. Therefore, the conclusion of this study is of great value to the decision makers to forecast the future trend of coal prices and make decision.
出处
《价格理论与实践》
CSSCI
北大核心
2017年第5期73-76,共4页
Price:Theory & Practice
