我国煤炭价格与煤矿安全事故实证分析——基于向量自回归预警模型(VAR)
投稿时间:2018-05-09  修订日期:2018-12-21  点此下载全文
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作者单位E-mail
王军 华北科技学院 北京东 燕郊 350892505@qq.com 
何蕾 华北科技学院 北京东 燕郊  
徐倩 华北科技学院 北京东 燕郊  
基金项目:河北省省级科技计划(编号:174576443)中央高校基本科研业务费(编号3142015033)
中文摘要:为了研究煤炭价格与煤矿安全事故之间内在关系,本文选取煤炭开采和洗选业出厂价格指数作为煤炭价格指标,选取煤矿百万吨死亡人数作为煤矿安全事故指标,通过向量自回归模型、脉冲响应函数及方差分解方法,对煤炭价格及煤矿安全事2005-2016年数据相关联性进行分析。结果显示:(1)煤炭价格与煤矿安全事故存在协整关系,煤炭价格对煤矿安全事故的影响是长期且稳定的;(2)从脉冲响应函数结果可知煤炭价格波动对于煤矿安全事故的正向冲击作用较为明显,煤炭价格的增长有利于煤矿安全事故的减少;(3)从方差分解角度分析,煤炭价格在一定程度上对煤矿安全事故有一定贡献,但不是主要贡献,而煤矿安全事故受自身影响因素贡献率较高。
中文关键词:煤炭价格  煤矿安全事故  VAR  脉冲响应  方差分解
 
Empirical Research on the Relation between Coal price and Coal Accidents in China—Based on Vector Auto Regressive Model
Abstract:In order to study the internal relationship between coal prices and coal mine safety accidents, this paper selects coal price index as index of coal price and coal washing industry, selects the number of millions of tons of coal mine deaths as the index of coal mine safety accidents.Vector Auto regressive Model (VAR model), impulse response function and variance decomposition method are applied to analyze the correlation between coal price and coal mine safety for 2005-2016 years.This study has found that (1)it exist the co-integration relationship between the coal price and coal accidents, and the effect of coal price on coal accidents is long-term and stably.(2)According to the result of impulse function,positive impact of coal price fluctuation in coal mine safety accidents is more obvious, the coal price increase can reduce the coal accidents; reduce security incidents;(3)from the variance decomposition analysis, coal prices have a certain contribution to mine safety accidents, but not a major contribution, and the coal accidents have a higher contribution rate to their own influence factors.
keywords:coal price  coal accident  VAR  impulse response  variance decomposition
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