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中国煤炭市场现状剖析与国际煤价走势研究

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近年来我国己成为世界第一煤炭生产国、消费国和进口国.2013年实施电煤价格并轨后,我国国内煤价与国际煤价的波动趋势也将日趋一致.在国内煤炭供给过剩的情况下,我国煤炭进口却仍在大幅增加,对我国煤炭市场造成了较大影响.因此,准确预测国际煤炭价格既有利于择机进口煤炭,也有助于进一步完善国家煤炭应急储备机制.通过整体经验模态分解(EEMD),非平稳煤价序列被分解重组为正常市场波动、重大事件影响、长期趋势等具有不同经济含义的时间序列.这三项时间序列被用于支持向量机(SVM)组合建模对国际煤价进行了一年内短期预测.研究发现:2013年国际煤炭价格将呈整体下跌趋势,趋向长期趋势线,并处于低位小幅波动.
Research on the Coal Market China and the Trend of International Coal Price
In recent years,China has become the largest coal producing,consuming and importing country in the world.After the mergence of domestic coal prices in 2013,the domestic coal price trend gradually matches with the international one.In spite of the excess supply of the domestic coal,the coal imports are still in a substantial increase,which has a big impact on the domestic coal market.Therefore,to accurately predict the international coal price is not only conducive to choose good opportunities to import coal,but also helpful to prevent further improve the national emergency coal reserve mechanism.The non-smooth series of international coal prices is decomposed and restructured to three items with different economic implications by the Ensemble Empirical Mode Decomposition (EEMD) technology,such as the normal market fluctuations,major events and long-term trend.Then the three items are used to model the combined Support Vector Machine (SVM) to forecast coal price in one year.The study found that the intemational coal price will fall towards the long-term trend line and be in low fluctuations in year 2013.

coal marketEnsemble Empirical Mode Decomposition (EEMD)Support Vector Machine (SVM)price forecasting

徐进亮、常亮

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对外经济贸易大学国际经济贸易学院,北京10029

对外经济贸易大学信息学院,北京100029

煤炭市场 整体经验模态分解 支持向量机 价格预测

2013年国家社会科学基金2013年北京市自然科学基金

13BGL0169132016

2013

中国人口·资源与环境
中国可持续发展研究会 山东省可持续发展中心 中国21世纪议程管理中心 山东师范大学

中国人口·资源与环境

CSTPCDCSSCI北大核心
影响因子:3.126
ISSN:1002-2104
年,卷(期):2013.23(10)
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