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題名：國際原油價格衝擊對臺灣石油消費量的不對稱效果
書刊名：應用經濟論叢
作者：黃琝琇 引用關係／林建甫 引用關係
作者(外文)：Huang, Wen-hsiu／Lin, Jeff Chien Fu
出版日期：2011
卷期：90
頁次：頁55-92
主題關鍵詞：油價；石油消費；不對稱共整合；不對稱誤差修正模型；Oil price；Oil consumption；Asymmetric cointegration；Asymmetric error correction model
原始連結：連回原系統網址new window
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  • 被引用次數被引用次數:期刊(1) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:1
  • 共同引用共同引用:26
  • 點閱點閱:54
本文探討原油價格衝擊對於台灣石油消費量的不對稱效果，石油消費變數包含國內石油消費總量與各部門的石油消費量。研究方法分為三個部份，包括Schorderet (2004)、Granger and Lee (1989)及Enders and Siklos (2001)提出的不對稱效果分析模型。實證結果發現：第一，原油價格漲跌與石油消費量之間的確存在著長期不對稱關係；第二，國際原油價格較國內油品價格對石油消費量更具解釋力。第三，石油消費量對於油價上漲的敏感度高於對油價下跌。第四，就部門別觀察，不同部門別的石油消費量對油價反應不同。其中，運輸與工業部門的石油消費量對國際油價反應，不但具顯著性且長期調整存在不對稱性。政策意涵方面，意謂政府除了應減少對油價干預之外，亦應重新檢視相關優惠或補貼措施是否仍有必要，以讓國內油品價格能真實反映國際油價。其次，對油價上漲較為敏感的運輸與工業部門，應優先輔導產業轉型，提高能源使用效率，降低對石油依賴程度，或鼓勵替代能源使用。
This paper analyzes the asymmetric effects of oil prices shocks on the oil consumption in Taiwan. In order to investigate the fact that the oil consumption responds asymmetrically to oil prices shocks, we employ three kinds of empirical methods which are proposed by Schorderet (2004), Granger and Lee (1989), and Enders and Siklos (2001), respectively. The empirical results can be listed as following: First, there is evidence for the asymmetric cointegration relationships between crude oil prices and the oil consumption. Second, the crude oil prices have more power than the prices of domestic oil product to explain the behavior of oil consumption in Taiwan. Third, the asymmetric error correction models indicate that the long-run asymmetric effects of oil prices on the oil consumption exist. When the error correction terms leave above the long-run equilibrium, the adjustment speeds are faster than that below the long-run equilibrium. This means that the oil consumption responds faster when oil prices rise than fall. Forth, the oil consumption of transportation and industry department respond to crude oil prices significantly and asymmetrically in the long run.
期刊論文
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12.萬哲鈺、高崇瑋(20081000)。不對稱歐肯法則之臺灣實證。臺灣經濟預測與政策，39(1)，1-31。new window  延伸查詢new window
13.李建強、張佩鈴、陳珮芬(20061200)。臺灣毛豬市場批發價格的非線性模型分析。農業經濟半年刊，80，59-95。new window  延伸查詢new window
14.Chan, K. S.(1993)。Consistency and Limiting Distribution of the Least Squares Estimator of a Threshold Autoregressive Model。The Annals of Statistics，21(1)，520-533。  new window
15.Chen, Li-Hsueh、Finney, Miles、Lai, Kon(2005)。A Threshold Cointegration Analysis of Asymmetric Price Transmission from Crude Oil to Gasoline Prices。Economics Letters，89，233-239。  new window
16.Borenstein, S.、Cameron, A. C.、Gilbert, R.(1997)。Do Gasoline Prices Respond Asymmetrically to Crude Oil Price Changes?。The Quarterly Journal of Economics，112(1)，305-339。  new window
17.Enders, Walter、Siklos, Pierre L.(2001)。Cointegration and Threshold Adjustment。Journal of Business & Economic Statistics，19(2)，166-176。  new window
18.Sadorsky, Perry(1999)。Oil Price Shocks and Stock Market Activity。Energy Economics，21(5)。  new window
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27.徐世勳、李篤華、周磊(2005)。國際原油與國內油品價格同時提高對台灣總體經濟之影響評估。石油策略研究中心時事月報。  延伸查詢new window
28.梁晉嘉、林正寶(2008)。交易成本與套利的非線性動態探討：台灣肉雞市場的實證。農業經濟半年刊。  延伸查詢new window
29.黃宗煌、陳谷汎、林師模(2006)。「國際油價上漲的經濟影響評估」。台灣經濟論衡。  延伸查詢new window
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35.Honarvar, A.(2009)。Asymmetry in Retail Gasoline and Crude Oil Price Movements in the United States: An Application of Hidden Cointegration Technique。Energy Economics，31，395-402。  new window
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會議論文
1.何金巡、周麗芳、林建甫(2005)。油價、景氣與政府財政的總體經濟計量分析。台北。  延伸查詢new window
研究報告
1.周濟、彭素玲、郭迺鋒、賴金瑞(2004)。國際油價變動對台灣經濟影響之投入產出分析。行政院經濟建設委員會：中華經濟研究院。  延伸查詢new window
2.龔明鑫(2007)。國際油價上漲對台灣經濟之影響與因應對策。  延伸查詢new window
3.Arouri, M. E. H.、Fouquau, J.(2009)。How Do Oil Price Affect Stock Returns in GCC Markets? An Asymmetric Cointegration Approach。  new window
4.Granger, C. W. J.、Yoon, G.(2002)。Hidden Cointegration。San Diego：University of California。  new window
5.Schorderet, Y.(2004)。Asymmetric Cointegration。  new window
圖書
1.Lewis, M.(2004)。Asymmetric Price Adjustment and Consumer Search: An Examination of the Retail Gasoline Industry。Department of Economics, Ohio State University。  new window
 
 
 
 
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