| 研究生: |
劉進興 Liu, Chin-Hsing |
|---|---|
| 論文名稱: |
天然氣需求影響因素之研究—以台灣、日本和南韓為例 The Influential Factors of Natural Gas Demand—An Empirical Study of Taiwan,Japan and South Korea |
| 指導教授: |
康信鴻
Kang, Hsin-Hong |
| 學位類別: |
碩士 Master |
| 系所名稱: |
管理學院 - 高階管理碩士在職專班(EMBA) Executive Master of Business Administration (EMBA) |
| 論文出版年: | 2010 |
| 畢業學年度: | 98 |
| 語文別: | 中文 |
| 論文頁數: | 91 |
| 中文關鍵詞: | 對數-線性動態需求模型 、價格不對稱性需求模型 、價格拆解法 、複迴歸 |
| 外文關鍵詞: | dynamic log-linear demand model, asymmetric price demand model, price decomposition, multiple regression |
| 相關次數: | 點閱:104 下載:9 |
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本研究分別採用台灣、日本和南韓,1985~2008年、1980~2008年與1987~2008年相關的年統計資料,以天然氣終端總消費量代表天然氣需求量,以複迴歸分析來探討影響天然氣需求的因素。實證研究共建立二個模型,模型一是對數-線性動態需求模型,探討此三國天然氣需求的短長期價格彈性、所得彈性與交叉彈性。模型二是利用價格拆解法建立的價格不對稱性需求模型,探討天然氣需求,是否如同應用於石油需求分析一般,可以得到比較合理的分析結果?
模型一實證結果顯示:電價、平均國民所得與前一期天然氣需求量,對台灣天然氣需求具有顯著影響;電價、平均國民所得、熱度日指數與前一期天然氣需求量,對日本天然氣需求具有顯著影響;天然氣價格、電價與前一期天然氣需求量,對南韓天然氣需求具有顯著影響。替代能源燃料油價格並未對此三國的天然氣需求造成顯著影響,交叉彈性甚低,三個國家長期所得彈性均高於短期所得彈性。1998年京都議定書通過後的3~6年才對此三國的天然氣需求產生正向顯著影響。模型二實證結果顯示,將不對稱性需求模型應用於天然氣需求分析,並無法如同應用於石油需求分析,得到比較好的分析結果,無法因此完整預測台灣、日本或南韓天然氣消費的預期心理。
Using the related annual statistical data in Taiwan, Japan and South Korea in 1985~2008, 1980~2008 and 1987~2008 respectively, this research will investigate the influential factors toward natural gas demand represented by whole consumption of the natural gas by multiple regression method. This empirical study establishes two models. Model one, the dynamic log-linear demand model , investigates the short-term and long-term price elasticities as well as income elasticities, and the crossed elasticity of alternative energy. Model two, asymmetric price demand model established by price decomposition method, analyzes the natural gas demand, to probe whether the application is similar to that in the oil demand analysis, may obtain the quite reasonable analysis result?
The empirical result in model one shows that the electricity price, the average national income and the lagged natural gas demand have the significant influence to the Taiwanese natural gas demand; Electricity price, average national income, the Heating Degree Days Index and the lagged natural gas demand show the significant influence to the Japanese natural gas demand; Furthermore, the natural gas price, electricity price and the lagged natural gas demand have the significant influence to the South Korean natural gas demand. The alternative energy price, the fuel oil price, have no significant influence to Taiwanese, Japanese or South Korean natural gas demand. The crossed elasticity is really low. The long-term income elasticity in these three countries is higher than the short-term income elasticity. When the Kyoto Protocol signed in 1998, it doesn’t have the positively significant influence to Taiwanese, Japanese or South Korean natural gas demand immediately until 3 to 6 years later. The empirical result in model two shows that applying the asymmetric price demand model in the natural gas demand analysis is unable to obtain the quite good analysis result, which like applying the same model in the oil demand analysis. Therefore, the empirical result of the asymmetric price demand model can’t forecast the natural gas expends anticipated psychology of these three countries completely.
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