导　　师： 庞素琳

学科专业： 1201

授予学位： 硕士

作　　者： ;

机构地区： 暨南大学

摘　　要： 2008年国际石油市场经历了前所未有的大起大落,受多种因素影响,国际市场油价在上半年节节攀升,并在7月11日创下每桶145.66美元的历史最高纪录;在下半年又迅速跌落,并在12月5日跌至每桶37.94美元,创4年来最低水平。在短短五个月内下跌了100美元以上,其走势“变幻莫测”。国际油价从加速膨胀到泡沫破裂,对大到世界经济、政治格局,小到企业、个人的决策都产生了深远的影响。本文正是基于石油的重要性,选择石油价格展开研究,作出一个计量经济学方面的探讨。本文首先介绍了ARIMA模型的理论与方法,并以布伦特原油的现货报价为依据,建立ARIMA预测模型,最后分析了2009年国际以及石油行业的新的局势和动态,将定量分析和定性分析相结合,对石油价格的未来走势进行分析和判断。这对于国家制定石油贸易策略、参与石油期货交易、企业科学决策都有着一定的意义和作用。 In 2008,the international petroleum marketplace has experienced big up and down,because of many factors,the international petroleum price climbed very quickly in the first half of the 2008,and created maximal notes of history by 145.66 U.S.dollar per barrel on July 11.But dropped also quickly and fall to 37.94 U.S.dollar per barrel on December 5,creating lowest level in 4 years.In just five months dropped by more than 100 U.S.dollars,the trend was unpredictable.Accelerate the expansion of international oil prices from the bubble burst.Large to the world economy,political structure,small to enterprises and individuals in decision-making have had a far-reaching impact on.This article is based on the importance of oil,choose to study in oil prices,make a measurement of economics.The article first analyzes the impact of various factors in oil prices,and bases on the spot pricing of Brent crude oil,establishes forecasting model 'ARIMA'.Finally analyze the international oil industry,as well as a new and dynamic situation,integrate the quantitative analysis and qualitative analysis,on the future direction of oil prices to analyze and judge.There is a big significance for the national strategy for the development of oil trade,to participate in oil futures,a scientific decision-making for enterprise.

关 键 词： 石油价格 模型 预测 时间序列模型

领　　域： [经济管理] [经济管理]