Guangzhou College of Commerce

火力发电量与煤炭价格之间存在长期均衡关系,二者具有显著的联动变化特征。基于状态空间模型理论,建立火力发电和煤炭价格的状态空间模型,分析中国2004—2017年间二者的函数关系。结果表明,二者互为因果关系,煤炭价格波动引发了火力发电的不稳定性,但火力发电量也存在着对煤炭价格的抑制作用,可以相互基于对方变化情况进行预测。建议政府进一步推动煤电一体化改革,完善煤电价格形成机制,加强煤炭市场体系建设,推进以火力发电计划量为基准的煤炭价格预测预警体系的建立。

There is a long-term equilibrium relationship between thermal power generation and coal price, which has a significant linkagechange feature. Based on the theory of state space model, the state space model of thermal power generation and coal price is established,and the functional relationship between them is analyzed from 2004 to 2017 in China. The results show that the two are cause and effectrelationship, and the fluctuation of coal price causes the instability of thermal power generation, but the thermal power generation also has arestraining effect on the coal price, which can be predicted based on each other’ s changes. It is suggested that the government shouldfurther promote the reform of coal electricity integration, improve the coal electricity price formation mechanism, strengthen the constructionof the coal market system, and promote the establishment of the coal price prediction and early warning system based on the plannedthermal power generation.

0 引言
1 火力发电量与煤炭价格之间的理论关系
2 火力发电量与煤炭价格状态空间模型的构建
2.1 状态空间模型特征及应用
2.2 状态空间模型是分析火力发电与煤炭价格关系较好方式
2.3 状态空间模型的类型及选择标准
2.4 火力发电量与煤炭价格的状态空间模型类型的确定
2.5 火力发电量与煤炭价格状态空间模型的构建
3 火力发电量与煤炭价格状态空间模型实证分析
3.1 数据分析
3.2 数据处理
3.3 火力发电与煤炭价格状态空间模型的数理关系
4 火力发电与煤炭价格模型的模拟性及预测分析
4.1 火力发电与煤炭价格模型模拟性分析
4.2 火力发电与煤炭价格模型预测及应用
5 结论和启示
5.1 结论
5.2 启示