Emprical Analyze The Volatility Of China's Energy Consumption Based On ARCH Model

机译：基于ARCH模型的中国能源消费波动性实证分析。

获取原文

获取原文并翻译 | 示例

页面导航

摘要
著录项
相似文献
相关主题

摘要

The article made an empirical econometric analysis on the fluctuation of China's total Energy Consumption and then estimated GARCH model, TARCH model and EGARCH model by the way of maximum-likehood estimation.This departure from the development of ARCH models, the article introducted the main form of ARCH models family briefly, and then ARCH model is applied to china's energy consumption market. Regarding china's energy consumption growth rate as the research subject, the authors summarized the features of volatility from empirical results and put forward some suggestions for further development and improvement.

机译：本文对中国总能源消费的波动进行了实证计量分析，然后通过最大似然估计的方法估算了GARCH模型，TARCH模型和EGARCH模型。本文从ARCH模型的发展出发，介绍了其主要形式。 ARCH模型家族的简要介绍，然后将ARCH模型应用于中国的能源消费市场。以中国的能源消费增长率为研究对象，从实证结果总结了波动性的特征，并提出了进一步发展和改善的建议。

著录项

来源
《The proceedings of 2010 international conference on probability and statistics of the International Institute for General Systems Studies.;vol. 2.;Applications on probability and statistics》|2010年|p.448-451|共4页
会议地点 Nanjing(CN);Nanjing(CN)
作者
Beibei Hu; Xiangdong Song; Zhe Ming; Shuli Wang; Jierong Yang;
展开▼
作者单位

College of Science, Yanshan University, Qinhuangdao 066004, China;

College of Science, Yanshan University, Qinhuangdao 066004, China;

College of Science, Yanshan University, Qinhuangdao 066004, China;

College of Science, Yanshan University, Qinhuangdao 066004, China;

College of Science, Yanshan University, Qinhuangdao 066004, China;

展开▼
会议组织
原文格式 PDF
正文语种 eng
中图分类概率论与数理统计;概率论与数理统计;
关键词
Energy consumption; ARCH models family; growth rate; Volatility; Asymmetric;

机译：能耗; ARCH模型族;增长率;波动率;不对称;

相似文献

外文文献
中文文献
专利

1. Using Kaya and LMDI models to analyze carbon emissions from the energy consumption in China [J] . Yang Pingguo, Liang Xiao, Drohan Patrick J. Environmental Science and Pollution Research . 2020,第21期

机译：使用Kaya和LMDI模型分析中国能源消耗的碳排放量
2. Modeling and Analyzing Method for CPS Software Architecture Energy Consumption [J] . Guangquan Zhang, Kan Zhang, Xueyang Zhu, Journal of software . 2013,第11期

机译：CPS软件架构能耗建模与分析方法
3. Modeling and Analyzing Method for CPS Software Architecture Energy Consumption [J] . Guangquan Zhang1, 2, Kan Zhang1, Journal of software . 2013,第11期

机译：CPS软件架构能耗建模与分析方法
4. Emprical Analyze The Volatility Of China's Energy Consumption Based On ARCH Model [C] . Beibei Hu, Xiangdong Song, Zhe Ming, International conference on probability and statistics of the International Institute for General Systems Studies . 2010

机译：基于Arch模型的中国能源消耗波动分析
5. Establishing Baseline Electrical Energy Consumption in Wood Processing Sawmills: A model based on energy analysis and diagnostics [D] . Mardikar, Yogesh. 2007

机译：建立木材加工锯木厂的基准电能消耗：基于能量分析和诊断的模型
6. Predicting and analyzing the COVID-19 epidemic in China: Based on SEIRD LSTM and GWR models [O] . Fenglin Liu, Jie Wang, Jiawen Liu, 2020

机译：预测和分析中国Covid-19流行病：基于SCIRDLSTM和GWR模型
7. We analyze, in this paper, a DSGE New Keynesian model with indi- visible labor where firms may belong to two different final goods producing sectors one where wages and employment are determined in competitive labor markets and the orther where wages and employment are the result of a contractual process between unions and firms. Bargaining between firms and monopoly unions implies real wage rigidity in the model and, in turn, an endogenous trade-off between output stabilization and infla- tion stabilization. We show that the negative effect of a productivity shock on inflation and the positive effect of a cost-push shock is crucially determined by the proportion of firms that belong to the competitive sec- tor. The larger is this number, the smaller are these effects. We derive a welfare based objective function as a second order Taylor approxima- tion of the expected utility of the economy's representative agent and we analyze optimal monetary policy. We show that the larger is the num- ber of firms that belong to the competitive sector, the smaller should be the response of the nominal interest rate to exogenous productivity and cost-push shocks. If we consider, however, an instrument rule where the interest rate must react to inflationary expectations, the rule is not af- fected by the structure of the labor market. The results of the model are consistent with a well known empirical regularity in macroeconomics, i.e. that employment volatility is larger than real wage volatility. [O] . Lorenza Rossi, Fabrizio Mattesini 100

机译：在本文中，我们分析了DsGE新凯恩斯主义模型，该模型具有明显的劳动力，其中企业可能属于两个不同的最终产品生产部门，其中工资和就业是在竞争性劳动力市场中确定的，而工资和就业是由工资和就业导致的。工会和公司之间的合同过程。企业和垄断联盟之间的讨价还价意味着模型中的实际工资刚性，反过来，产出稳定和通货膨胀稳定之间的内生权衡。我们表明，生产率冲击对通货膨胀的负面影响以及成本推动冲击的积极影响，主要取决于属于竞争部门的企业比例。这个数字越大，这些效果越小。我们得出一个基于福利的目标函数作为经济代理人的预期效用的二阶泰勒近似，我们分析最优货币政策。我们表明，属于竞争性行业的企业数量越大，名义利率对外生生产率和成本推动冲击的反应就越小。但是，如果我们考虑利率必须对通胀预期作出反应的工具规则，则该规则不受劳动力市场结构的影响。该模型的结果与宏观经济学中众所周知的经验规律一致，即就业波动率大于实际工资波动率。

Emprical Analyze The Volatility Of China's Energy Consumption Based On ARCH Model

摘要

著录项

相似文献

相关主题

期刊订阅