天然气价格波动——结构性冲击及其影响因素

IF 0.3 4区工程技术 Q4 ENGINEERING, MULTIDISCIPLINARY Revista Internacional de Metodos Numericos para Calculo y Diseno en Ingenieria Pub Date : 2021-01-01 DOI:10.23967/j.rimni.2021.12.002

L. Stajić, B. Đorđević, S. Ilic, D. Brkić

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引用次数: 2

摘要

本文考察了2007年1月至2020年7月全球天然气价格波动的主要驱动因素和影响因素。除了原油和天然气价格之间的狭义依赖关系外，还研究了可再生能源生产和煤炭生产对天然气价格的影响。为此，采用了多元线性回归的方法。结果表明，天然气价格的波动显著依赖于天然气市场冲击的类型，可再生能源总产量、煤炭和天然气产量以及原油价格对天然气价格有显著影响。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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The volatility of natural gas prices - Structural shocks and influencing factors

The paper examines the primary drivers and factors influencing the volatility of natural gas prices in the world from January 2007 to July 2020. In addition to the narrow dependence between crude oil and natural gas prices, the influence of renewable energy production and coal production on the price of natural gas has been studied. For that purpose, the method of multiple linear regression was used. The results show that the volatility of natural gas prices significantly depends on the type of the shock in the natural gas market, and that the total production of energy from renewable sources, production of coal and natural gas and the price of crude oil have a significant impact on the price of gas.

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来源期刊

Revista Internacional de Metodos Numericos para Calculo y Diseno en Ingenieria 工程技术-工程：综合

CiteScore

0.70

自引率

0.00%

发文量

审稿时长

6 months

期刊介绍： International Journal of Numerical Methods for Calculation and Design in Engineering (RIMNI) contributes to the spread of theoretical advances and practical applications of numerical methods in engineering and other applied sciences. RIMNI publishes articles written in Spanish, Portuguese and English. The scope of the journal includes mathematical and numerical models of engineering problems, development and application of numerical methods, advances in software, computer design innovations, educational aspects of numerical methods, etc. RIMNI is an essential source of information for scientifics and engineers in numerical methods theory and applications. RIMNI contributes to the interdisciplinar exchange and thus shortens the distance between theoretical developments and practical applications.