- 期刊
International Petroleum Price Risk Early-warning Based on Grey Theory
並列摘要
With high concentration of energy consumption industry, high oil dependence and lack of corresponding bargaining and pricing strategy, China has a high probability to be hijacked by oil price with huge fluctuations, thus oil price early-warning and risk management system is needed to reduce potential loss caused by oil price fluctuations. The primary task of early-warning is forecasting, but previous projections are all based on annual or monthly data and there is lag in forecasting and early warning results. So, in order to perceive price risk within a short time and take immediate measures, this article temporarily puts aside long-term oil price factors and analyzes oil prices in a new short-term perspective and distinct proportions, then constructs a model between oil price and factors, and forecasts volatility range of oil price through combination of Co-integration and Grey theory, and proposes oil price risk management measures in high price areas for the state and oil companies.
延伸閱讀
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