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標題: 國際原油價格衝擊對臺灣石油消費量的不對稱效果
作者: 黃琝琇
關鍵字: Oil price;油價;Oil consumption;Asymmetric cointegration;Asymmetric error correction model;石油消費;不對稱共整合;不對稱誤差修正模型
出版社: 臺中巿:國立中興大學農業經濟研究所
Project: 應用經濟論叢, Issue 90, Page(s) 55-92.
本文探討原油價格衝擊對於台灣石油消費量的不對稱效果,石油消費變數包含國內石油消費總量與各部門的石油消費量。研究方法分為三個部份,包括Schorderet (2004)、Granger and Lee (1989)及Enders and Siklos (2001)提出的不對稱效果分析模型。實證結果發現:第一,原油價格漲跌與石油消費量之間的確存在著長期不對稱關係;第二,國際原油價格較國內油品價格對石油消費量更具解釋力。第三,石油消費量對於油價上漲的敏感度高於對油價下跌。第四,就部門別觀察,不同部門別的石油消費

This paper analyzes the asymmetric effects of oil prices shocks on the oil consumption in Taiwan. In order to investigate the fact that the oil consumption responds asymmetrically to oil prices shocks, we employ three kinds of empirical methods which are
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