原油价格波动对``一带一路''主要产油国经济与环境影响的非对称效应分析

周友洪,尹航,余乐安

系统科学与数学 ›› 2019, Vol. 39 ›› Issue (10) : 1710-1728.

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系统科学与数学 ›› 2019, Vol. 39 ›› Issue (10) : 1710-1728. DOI: 10.12341/jssms13712
论文

原油价格波动对``一带一路''主要产油国经济与环境影响的非对称效应分析

    周友洪1,尹航1,余乐安2
作者信息 +

Asymmetric Effect Analysis of Oil Price Volatility on Economic and Environmental Impacts of Major Oil Producing Countries in the ``the Belt and Road''

    ZHOU Youhong1 ,YIN Hang1 ,YU Lean2
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摘要

以``一带一路''战略沿线的15个国家作为研究对象, 基于沿线国家2001--2016年宏观经济、通货膨胀、煤炭消费、石油消费、天然气消费和水电消费量的年度数据, 以通货膨胀为中介变量, 原油价格为门槛变量, 建立经济与环境影响效应的面板门槛回归模型, 分析原油价格波动对经济与环境的影响. 研究表明, 原油价格波动对沿线国家经济与环境的影响具有非对称效应, 即高油价状态比低油价状态对提升经济带来的影响更为显著, 在环境影响方面, 原油价格上涨会促使二氧化碳排放量增加, 但有助于降低单位GDP能耗.

Abstract

In order to analyze the impact of crude oil prices on the economy and the environment, we select 15 countries along the ``the Belt and Road'' strategy as the research object, we apply with the annual data of macroeconomics, inflation, coal consumption, oil consumption, natural gas consumption and water and electricity consumption in 2001--2016. Then, we employ the panel threshold regression model, using inflation as a mediator variable, and crude oil price is the threshold variable in the model. Research shows that crude oil price fluctuations have an asymmetric effect on the economic and environmental impacts of countries along the route. The first, the high oil price status has a more significant impact on the economic growth than the low oil price status. The second, in terms of environmental impact, the rise in crude oil prices will promote carbon dioxide emissions. But it helps to reduce energy consumption per unit of GDP.

关键词

一带一路 / 原油价格 / 面板门槛回归模型 / 非对称效应.

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周友洪 , 尹航 , 余乐安. 原油价格波动对``一带一路''主要产油国经济与环境影响的非对称效应分析. 系统科学与数学, 2019, 39(10): 1710-1728. https://doi.org/10.12341/jssms13712
ZHOU Youhong , YIN Hang , YU Lean. Asymmetric Effect Analysis of Oil Price Volatility on Economic and Environmental Impacts of Major Oil Producing Countries in the ``the Belt and Road''. Journal of Systems Science and Mathematical Sciences, 2019, 39(10): 1710-1728 https://doi.org/10.12341/jssms13712
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