國內油價對國際原油價格波動的不對稱反應

陳惠玲

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國內油價對國際原油價格波動的不對稱反應

Asymmetric reaction of domestic oil price return for international oil price return

陳惠玲 , Masters　　Advisor：方世詮　　

繁體中文

漲跌不對稱；油價調價；國際原油；最小平方法(OLS)迴歸模型； Change asymmetry ； Oil price adjustment ； International crude oil ； Ordinary Least Square Estimation

Abstract │ Reference (17) │ Altmetrics

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Taiwan is highly dependent on import in amounts of energy, especially the crude oil. When the international crude oil prices, I followed the domestic oil price hike. However, the Chinese Petroleum Corp. (CPC) and Formosa Petrochemical Corp. (FPCC) two oil industry are declared, its oil price adjustment behavior mainly based on international crude oil price change trend, domestic oil prices are synchronized with the international crude oil prices, a very close relationship with the consumers' interests.
The research applies Ordinary Least Square Estimation (OLS), research on domestic oil prices are synchronized with the for international oil price return , if there is a problem Change asymmetrical, using date for 1 June 2002 to 31 May 2013.
The results show that OPEC crude oil and domestic wholesale prices showed symmetrical phenomenon; Brent crude oil prices and domestic wholesale magnitude greater than the decline in the degree of adjustment hike the asymmetry reaction. Chinese Petroleum Crop.(CPC) ninety-five and Formosa Petrochemical Corp.(FPCC) ninety-five retail show asymmetries, Chinese Petroleum Crop.(CPC)  and Formosa Petrochemical Corp.(FPCC)  retail show " with up no follow fell" price rigidity phenomenon.

Reference ( 17 ) 〈TOP〉

林灼榮、劉浩然 (2009)，國際原油對國內車用汽油價格之不對稱衝擊效果評估，農業與資源經濟、台灣農業與經濟學會，6:2，頁71-101。
連結：
馬泰成、簡美瑟 (2011)，汽油價格果真「易漲難跌」嗎？，社會科學論叢，第五卷第二期，頁60。
連結：
黃琝琇、林建甫 (2011)，國際原油價格衝擊對台灣石油消費量的不對稱效果，應用經濟論叢，第九十期，頁55。
連結：
Bacon, R W.,(1991), Rockets and Feathers: the Asymmetric Speed of Adjustment of UK Retail Gasoline Prices to Cost Changes, Energy Economics, 13(3): 211-218.
連結：
Borenstein, S., A. C. Cameron, and R. Gilbert, (1997), Do Gasoline Prices Respond Asymmetrically to Crude Oil Price Changes?, The Quarterly Journal of Economics, 112(1): 305-339.
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