我国能源消费需求的时变弹性分析

为了科学分析相关经济因素变化对我国能源需求的影响效应,本文在提取能源消费需求主要影响因素的基础上,建立了基于Bayesian理论的时变系数回归模型,利用MCMC方法获得了各时变回归系数的估计.同时,利用HP滤波方法,得到了能源消费需求相对于各相关因素弹性系数的趋势及波动情况,并就能源需求对各相关经济因素弹性系数的趋势变动原因进行了分析,结果表明:①在不同的时间段内,能源价格、产业结构、经济增长、全国总人口以及能源消耗结构对能源消费需求的影响强度具有时变效应;②电力价格变动对降低能源消费的作用最为显著,但边际效应在逐年下降;煤炭价格的提高对能源消费的增加具有很大推进作用,但"煤电联动"、能源价格市场化的建设可能进一步抑制能源需求;③城镇化建设进程可进一步优化人口结构、产业结构以及能源消费结构,这将在很大程度上限制能源需求的加速增长.

Time Varying Elasticity of Energy Consumption Demand

In order to analyze the impact of the related economic factors on China's energy demand scientifically, this article first established the time varying regression model based on the Bayesian theory and the interrelationship among the major factors that affect the energy demand,and estimated the time varying coefficient through using the MCMC method. At the same time, by using the HP filter method, the article got the volatility and the trend of the elastic coefficient between energy demand and the related economic factors, and then analyzed reasons of the tendency of the elastic coefficient. The result showed that:①In different periods, the impact intensity of energy price, industrial structure,economic gain, population and energy structure on the energy demand have the time varying effect. ②The changes of the electricity price plays the most significant role to reducing energy consumption, but the marginal effect declines year by year. The increase of coal price causes increasing energy consumption, but the mechanism of coal-electricity price linkage and marketization of the energy price can restrain the energy demand. ③Urbanization carl further optimize the population structure, industrial structure and the energy structure, and limit the accelerated growth of the energy demand.