论文总字数：25071字

摘 要

天然气具有低污染、高效、灵活等特点，有望在未来发挥更大的作用。但目前中国天然气体系仍存在基础设施薄弱、市场不成熟、政策法规不健全、定价机制不灵活等制约天然气工业发展的问题。特别是由于我国的双轨定价机制在很大程度上受到政府的控制，天然气定价机制在这方面不是市场化的，还存在许多问题。与燃煤相比，其高昂的价格阻碍了其在中国的发展。因此，市场改革对于促进天然气消耗量的提高至关重要。

本文研究的目的是分析中国天然气定价机制的现状和存在的问题以及天然气市场模式对天然气价格的影响。此外，还研究了英美两国政府在天然气定价方面的历史。通过VAR模型去分析了杭州和南京两个试点城市的区域管网运营模式的改革效果，管输费的降低能够降低天然气成本，分析原煤消耗量，原油消耗量，天然气消耗量等之间的相关性。还通过Copula-GARCH模型研究了1980年至2012年的美国天然气月度价格的波动，以期中国能够在未来效仿美国天然气定价机制，解除井口价格的限制，让市场去决定天然气价格。

本文还就我国政府在天然气定价机制中的作用提出了一些切实可行的建议，以解决目前存在的问题。研究结果表明：（1）天然气区域官网运营模式的改革可以大幅降低天然气价格，从而促进能源结构转型；（2）天然气定价机制市场化改革可以降低天然气价格，让市场去决定天然气价格，更好的反应市场的供需情况。这些研究对天然气产业链优化与可持续发展的研究具有十分重要的价值。

关键词：VAR Copula-GARCH 天然气发电 市场化改革 定价机制 能源结构

Research on China's natural gas market reform based on VAR and Copula-GARCH model

Abstract

Natural gas has the characteristics of low pollution, high efficiency and flexibility, and is expected to play a greater role in the future.However, China's natural gas system still has some problems, such as weak infrastructure, immature market, imperfect policies and regulations, and inflexible pricing mechanism, which restrict the development of natural gas industry.Especially since the dual-track pricing mechanism in China is largely controlled by the government, the natural gas pricing mechanism is not market-oriented in this respect, and there are still many problems.Compared with coal, its high price has hindered its development in China.Market reforms are therefore essential to boost gas consumption.

The purpose of this paper is to analyze the impact of natural gas market reform on promoting national natural gas market.This paper analyzes the present situation and existing problems of natural gas pricing mechanism in China, and studies the experience of British and American governments in natural gas pricing.Through the VAR model to analyze the two pilot cities of Hangzhou and Nanjing area network operation mode reform effect, transmission price reduction can decrease the cost of natural gas, coal consumption, the consumption of crude oil, natural gas consumption, coke consumption is studied through copulas connect - GARCH model from 1990 to 2012, the U.S. natural gas monthly price fluctuations, in the hope of China will be able to follow the natural gas pricing mechanism in the future, lift the wellhead price limit, let the market to determine gas prices.

This paper also puts forward some practical Suggestions on the role of Chinese government in natural gas pricing mechanism to solve the existing problems.The research results show that :(1) the reform of the official website operation mode of natural gas region can significantly reduce the price of natural gas, thus promoting the transformation of energy structure;(2) the market-oriented reform of natural gas pricing mechanism can reduce the price of natural gas, let the market determine the price of natural gas, and better reflect the supply and demand situation of the market.These researches are of great value to the optimization and sustainable development of natural gas industry chain.

Key words: VAR ;Copula-GARCH ;natural gas power generation; marketization reform pricing mechanism ;energy structure

目录

第一章 绪论 1

1.1研究背景 1

1.1.1国内研究方向 1

1.1.2国外研究方向 2

1.2研究意义 2

1.3研究方法 3

1.3.1从产业链高度看待天然气市场 3

1.3.2实证分析 4

第二章 天然气市场发展及问题 5

2.1天然气市场发展 5

2.1.1中国天然气工业史 5

2.1.2中国天然气产业链主要参与者 6

2.1.3中国天然气价格体制的探索 7

2.2天然气市场现状问题 8

2.2.1能源结构转型迫切 8

2.2.2定价机制存在问题 8

第三章 国外天然气市场改革经历 10

3.1美国 10

3.2英国 10

第四章 基于英美经验提出的改革建议 12

4.1定价 12

4.2开放型区域管网运营模式 12

第五章 实证分析 16

5.1管网运营模式的试点效果 16

5.1.1典型地区终端用气价格 16

5.1.2能源结构转型的趋势变化 16

5.2美国天然气定价改革的实证效果 20

结束语 26

致 谢 27

参考文献： 28

第一章 绪论

1.1研究背景

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