國際原油價格衝擊對臺灣石油消費量的不對稱效果

Abstract

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 ar

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