国际石油价格形成机制分析与中国石油定价模式研究
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摘要
石油自1859年在美国被发现并大规模地商业开发以来,一直是世界各国国民经济发展不可或缺的重要资源。二十世纪两次石油危机的爆发,二十一世纪初至今石油价格的剧烈波动,都是石油价格形成机制中各变量要素相互作用的结果。这些要素有属于基本面的,如石油特有的不可再生稀缺属性、市场供需关系变化等,又有非基本面的如市场结构、OPEC政策博弈、美元汇率、金融市场投机、地缘政治因素等。这些定价要素造成了石油价格的长周期波动和短期不确定冲击。作为新兴市场国家,中国对石油进口的依存度在逐年上升,油价波动对中国经济的可持续增长无疑产生巨大影响。因此,深入研究国际石油定价机制,从而探讨中国如何制定有效的定价模式和调控机制以应对石油价格的不确定波动,对中国经济的发展具有重要的理论和现实意义。
论文对国际石油价格形成的理论机制和实现途径进行了综述和分析,剖析了影响石油价格形成机制的相关要素。论文采用了理论与实证分析相结合的方法,对石油的供需关系、市场结构、OPEC政策博弈、美元汇率、金融市场投机、地缘政治等因素进行定性与定量分析,指出基本面的要素作用仍是石油价格长周期波动的主要因素。非基本面要素作用是石油价格短期突变的直接成因。论文同时对世界各国石油价格体系的优劣进行了阐述和比较,由此对比中国成品油定价模式,最后提出中国相应的调控机制和对策,以应对石油价格的不确定波动,如积极参与国际定价话语权、建立石油期货市场、有条件地开放商业石油储备、加强石油市场竞争主体多元化、完善石油税收体系、加快新能源的开发利用等。
Oil has always been the indispensible natural resources for the economic development of all nations over the world ever since it's been discovered and commercially utilized in 1859. Studies have found that the drastic fluctuations of the oil prices during the 1970s oil crisis and the beginning of the 21st century are attributed to the interactions of all pricing factors such as the Hotelling rule of resource exhaustion, short supply and increasing demand, OPEC strategy, depreciation of US dollar, financial market speculations and geopolitical issues. China, as the emerging industrial country, with the increasing demand of oil, is heavily dependent on the oil import. Thus, this research on the major factors of world oil pricing and fluctuations and the domestic oil pricing mechanism is of high importance and significance, which will provide constructive proposals to the policy makers.
The paper starts with an overview of the world oil pricing mechanism and tries to apply a qualitative and quantitative analysis on the major factors affecting the price fluctuations. The paper concludes that the long-term and short-term price fluctuations are affected by those factors mentioned respectively based upon different economic situations. The price fluctuations has become constant and China should build up its own systematic pricing mechanism such as seek global political dialogues, set up oil commodity future market, increase commercial oil tank storage and speed up the development of new energies to stabilize the economic boom.
论文对国际石油价格形成的理论机制和实现途径进行了综述和分析,剖析了影响石油价格形成机制的相关要素。论文采用了理论与实证分析相结合的方法,对石油的供需关系、市场结构、OPEC政策博弈、美元汇率、金融市场投机、地缘政治等因素进行定性与定量分析,指出基本面的要素作用仍是石油价格长周期波动的主要因素。非基本面要素作用是石油价格短期突变的直接成因。论文同时对世界各国石油价格体系的优劣进行了阐述和比较,由此对比中国成品油定价模式,最后提出中国相应的调控机制和对策,以应对石油价格的不确定波动,如积极参与国际定价话语权、建立石油期货市场、有条件地开放商业石油储备、加强石油市场竞争主体多元化、完善石油税收体系、加快新能源的开发利用等。
Oil has always been the indispensible natural resources for the economic development of all nations over the world ever since it's been discovered and commercially utilized in 1859. Studies have found that the drastic fluctuations of the oil prices during the 1970s oil crisis and the beginning of the 21st century are attributed to the interactions of all pricing factors such as the Hotelling rule of resource exhaustion, short supply and increasing demand, OPEC strategy, depreciation of US dollar, financial market speculations and geopolitical issues. China, as the emerging industrial country, with the increasing demand of oil, is heavily dependent on the oil import. Thus, this research on the major factors of world oil pricing and fluctuations and the domestic oil pricing mechanism is of high importance and significance, which will provide constructive proposals to the policy makers.
The paper starts with an overview of the world oil pricing mechanism and tries to apply a qualitative and quantitative analysis on the major factors affecting the price fluctuations. The paper concludes that the long-term and short-term price fluctuations are affected by those factors mentioned respectively based upon different economic situations. The price fluctuations has become constant and China should build up its own systematic pricing mechanism such as seek global political dialogues, set up oil commodity future market, increase commercial oil tank storage and speed up the development of new energies to stabilize the economic boom.
引文
1国际油价指在国际上影响力较大的基准原油价格：美国纽约期货交易所(NYMEX)的WTI、伦敦洲际交易所(ICE)的北海布伦特(Brent)。其余都是地区性基准原油,因影响力较小,且多数时间跟随WTI和Brent原油走势,故较少作为参考,如：迪拜的Oman、亚洲Tapis、非洲Bonny原油等。以上均指名义价格。WTI—— West Texas Intermediate(Crude Oil),美国西德克萨斯轻质原油。WTI原油是全球原油定价的基准。为统一国内原油定价体系,美国以NYMEX(纽约商业交易所)上市的WTI原油合约为定价基准。美国政府通过多种方式控制WTI原油期货合约价格,包括美国能源部(DOE)能源信息署(EIA)每周三的定期能源数据,以及CFTC(商品期货交易委员会)的每周持仓报告等。而从08年开始,WTI价格与现货市场出现了多次明显背离。引起了国际原油现货商的不满,并威胁要抛弃WTI定价。沙特阿拉伯在09年年底提出要放弃WTI定价,改为OPEC一揽子油价。然而,就短期来看,WTI同美元一样,虽然饱受争议,支配地位却依旧不可撼动。*Brent——在ICE(洲际交易所)上市,多数时间跟随WTI原油走势,少数时间出现背离或影响WTI油价。
2国际能源机构International Energy Agency (IEA)发布《Key World Energy Statistics 2010》。
3同上。
4中国于2009年5月推出《石油价格管理办法》,当国际市场原油连续22个工作日移动平均价格变化超过4%时,可相应调整国内成品油价格。其中国际市场原油移动平均价格变化参考布伦特、迪拜、辛塔三地原油加权均价变化率。当国际市场原油价格低于每桶80美元时,按正常加工利润率计算成品油价格。高于每桶80美元时,开始扣减加工利润率,直至按加工零利润计算成品油价格。高于每桶130美元时,按照兼顾生产者、消费者利益,保持国民经济平稳运行的原则,采取适当财税政策保证成品油生产和供应,汽、柴油价格原则上不提或少提。*迪拜原油——迪拜原油是阿联酋出产的一种原油,是含硫原油的主要定价基准,尤其是用于为中东出口至亚洲的原油定价。*辛塔原油——辛塔原油出产于印尼并经印度尼西亚爪哇岛和苏门达腊岛之间的其他海峡北口油港即“辛塔港”转运的原油品种。
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9伊拉克(1972年),科威特和卡特尔(1975年),委内瑞拉和沙特阿拉伯(1976年),伊朗(1951年),利比亚在1971年对英国石油公司BP在其合资企业股份实施了国有化。
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11 Stuarton Staniford, "Saudi Arabian oil declines 8%i n 2006", March 2,2007, http://www.theoildrum.com
http://www.Detrostrategies.org/Learning Center/international situation.htm
John Vidal, "WikiLeaks cables:Saudi Arabia cannot pump enough oil to keep a lid on prices", Feb.8, 2011. http://www.guardian.co.uk/business/2011/feb/08/saudi-oil-reserves-overstated-wikileaks
The US Joint Operating Environment (JOE)-2010 (published by the United States Joint Forces Command,18 February 2010), pp.24-29. http://www.peakoil.net/files/JOE2010.pdf
15日本外务省：《外交蓝皮书》http://www.mofa.go.jp/mofaj/gaiko/bluebook
16数据来源：日本经济产业省资源能源厅http://encho.meti.go.jp/info/statistics
17不同的计价公式,从而造成亚洲地区的石油进口国要比欧美国家支付较高的原油价格。这种不平等的价格就是所谓的中东原油“亚洲溢价(Asian Premium)
18数据来源：新华网,“国家石油储备基地一期工程”,2010-01-15.http://www.xinbuanet.com/
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20同上。
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2国际能源机构International Energy Agency (IEA)发布《Key World Energy Statistics 2010》。
3同上。
4中国于2009年5月推出《石油价格管理办法》,当国际市场原油连续22个工作日移动平均价格变化超过4%时,可相应调整国内成品油价格。其中国际市场原油移动平均价格变化参考布伦特、迪拜、辛塔三地原油加权均价变化率。当国际市场原油价格低于每桶80美元时,按正常加工利润率计算成品油价格。高于每桶80美元时,开始扣减加工利润率,直至按加工零利润计算成品油价格。高于每桶130美元时,按照兼顾生产者、消费者利益,保持国民经济平稳运行的原则,采取适当财税政策保证成品油生产和供应,汽、柴油价格原则上不提或少提。*迪拜原油——迪拜原油是阿联酋出产的一种原油,是含硫原油的主要定价基准,尤其是用于为中东出口至亚洲的原油定价。*辛塔原油——辛塔原油出产于印尼并经印度尼西亚爪哇岛和苏门达腊岛之间的其他海峡北口油港即“辛塔港”转运的原油品种。
5 V.I. Sozansky, etal, "On the Spontaneous Renewal of Oil and Gas Fields", http://www.gasresources.net/
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Jaidah, Ali, M. Downstream operations and the development of OPEC member countries. in R. El Mallakh, ed.OPEC:Twenty Years and Beyond, Boulder:Westview Press,1982.
8 Schneider, Steven, A.The Oil Price Revolution, Baltimore:Johns Hopkins University Press.1983.
9伊拉克(1972年),科威特和卡特尔(1975年),委内瑞拉和沙特阿拉伯(1976年),伊朗(1951年),利比亚在1971年对英国石油公司BP在其合资企业股份实施了国有化。
Abraham, K. If OPEC members are cheating, why have oil prices been rising? [Z]. World oil,2000, 22(4):13-23.
11 Stuarton Staniford, "Saudi Arabian oil declines 8%i n 2006", March 2,2007, http://www.theoildrum.com
http://www.Detrostrategies.org/Learning Center/international situation.htm
John Vidal, "WikiLeaks cables:Saudi Arabia cannot pump enough oil to keep a lid on prices", Feb.8, 2011. http://www.guardian.co.uk/business/2011/feb/08/saudi-oil-reserves-overstated-wikileaks
The US Joint Operating Environment (JOE)-2010 (published by the United States Joint Forces Command,18 February 2010), pp.24-29. http://www.peakoil.net/files/JOE2010.pdf
15日本外务省：《外交蓝皮书》http://www.mofa.go.jp/mofaj/gaiko/bluebook
16数据来源：日本经济产业省资源能源厅http://encho.meti.go.jp/info/statistics
17不同的计价公式,从而造成亚洲地区的石油进口国要比欧美国家支付较高的原油价格。这种不平等的价格就是所谓的中东原油“亚洲溢价(Asian Premium)
18数据来源：新华网,“国家石油储备基地一期工程”,2010-01-15.http://www.xinbuanet.com/
19王炜瀚,沈科.美国石油税价政策对中国油价改革的启示[J].国际贸易,2009(12)：19-24.
20同上。
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