中国天然气安全形势的动态特征及传导机制

柴建, 张雪君, 史惠婷, 张晓空, 王雅博

系统工程理论与实践 ›› 2022, Vol. 42 ›› Issue (3) : 701-712.

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系统工程理论与实践 ›› 2022, Vol. 42 ›› Issue (3) : 701-712. DOI: 10.12011/SETP2020-3065
论文

中国天然气安全形势的动态特征及传导机制

    柴建1, 张雪君1, 史惠婷2, 张晓空1, 王雅博1
作者信息 +

Dynamic characteristics and transmission mechanism of China's natural gas security situation

    CHAI Jian1, ZHANG Xuejun1, SHI Huiting2, ZHANG Xiaokong1, WANG Yabo1
Author information +
文章历史 +

摘要

中国天然气安全综合指标体系的搭建以及指数测算对于实时监测天然气安全形势、警惕天然气潜在风险、保障能源安全具有重要的现实价值.文章创新性地引入DMA-TVP-FAVAR模型以动态视角构建了中国天然气安全综合指数(NGSI),并结合EEMD和BP多重断点检验方法系统梳理了NGSI的动态特征和传导机制.研究表明:2001年以来,NGSI呈现波动下降的趋势.具体来看,短期不均衡因素主要引起NGSI短期波动,重大事件冲击是驱动NGSI中期波动的主要力量,天然气供需基本面是NGSI的长期内在趋势.此外,不同的货币政策工具对NGSI的调控效果不同,价格型货币政策比数量型货币政策更为有效.

Abstract

Building the index system of China's natural gas security and measuring the index have important meanings for on-line monitoring of natural gas safety,vigilance against potential risks of natural gas and guarantee of energy security.This paper innovatively applies the DMA-TVP-FAVAR model to build China's natural gas security comprehensive index (NGSI) from a dynamic perspective and systematically reviews its dynamic characteristics and transmission mechanism combined with the EEMD method and BP structure breaks test.The main conclusions are as follows:Since 2001,NGSI has shown a wavelike decrease.Specifically,short-term unbalanced factors mainly cause short-term fluctuation of NGSI,the effects of significant events are the main driving force for medium-term fluctuation of NGSI,and natural gas supply and demand fundamentals are the long-term inherent trend of NGSI.Besides,different monetary policy tools have different efficiency on NGSI,and price-based monetary policy instruments are more effective than quantitative monetary policy instruments.

关键词

天然气安全 / 指标体系 / DMA-TVP-FAVAR / EEMD / 新冠肺炎(COVID-19) / 货币政策

Key words

natural gas security / index system / DMA-TVP-FAVAR / EEMD / COVID-19 / monetary policy

引用本文

导出引用
柴建 , 张雪君 , 史惠婷 , 张晓空 , 王雅博. 中国天然气安全形势的动态特征及传导机制. 系统工程理论与实践, 2022, 42(3): 701-712 https://doi.org/10.12011/SETP2020-3065
CHAI Jian , ZHANG Xuejun , SHI Huiting , ZHANG Xiaokong , WANG Yabo. Dynamic characteristics and transmission mechanism of China's natural gas security situation. Systems Engineering - Theory & Practice, 2022, 42(3): 701-712 https://doi.org/10.12011/SETP2020-3065
中图分类号: F205    F206   

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基金

国家自然科学基金(71874133);陕西省"高层次人才特殊支持计划"青年拔尖人才;陕西高校青年创新团队;西安电子科技大学研究生创新基金
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