摘要
新能源汽车作为汽车产业的主要发展方向,深入研究新能源汽车主要矿产原料价格间的相互联动,以便矿产资源系统风险的防控。通过极大重叠离散小波变换和时变参数向量自回归DY溢出指数模型,以锂、钴、铝、锰、镍、铅、铜、锡和锌9种对新能源汽车生产至关重要的矿产为研究对象,研究了短、中、长期时间尺度下矿产价格溢出效应特征。结果表明:矿产间的溢出效应和风险传导速度随着时间尺度的增大而增大;锌和锡的价格作为桥梁能直接影响的矿产较多而且可以迅速影响其他矿产价格;由铜、锌、锡、铅组成的社团在价格传导中的凝聚力较强。
As the main development direction of China′s automobile industry,new energy vehicles are deeply studied.The interaction and influence between the prices of main mineral raw materials of new energy vehicles are studied in order to prevent and control the risk of mineral resources system.In this paper,we use the maximum overlap discrete wavelet transform and the time-varying parameter vector autoregressive DY spillover index model to study the characteristics of mineral price spillover effects on short,medium and long-term time scales by taking nine minerals,such as lithium,cobalt,aluminum,manganese,nickel,lead,copper,tin and zinc,which are crucial to the production of new energy vehicles,as the research objects.The results show that the spillover effect and risk conduction velocity between minerals increase with the increase of time scale.The price of zinc and tin as a bridge can directly affect the mineral more and can quickly affect the price of other minerals;the community composed of copper,zinc,tin and lead has strong cohesion in price transmission.
作者
杨汉茹
董志良
YANG Hanru;DONG Zhiliang(Hebei GEO University,Shijiazhuang 052161,China;Natural Resource Asset Capital Research Center,Hebei GEO University,Shijiazhuang 052161,China)
出处
《河北地质大学学报》
2025年第5期96-106,共11页
Journal of Hebei Geo University
基金
河北省教育厅科学研究项目(JCZX2024002)
河北省教育厅在读研究生创新能力培养资助项目(CXZZSS2025108)。
关键词
新能源汽车
矿产价格
溢出效应
极大重叠离散小波变换
复杂网络
new energy vehicles
mineral prices
spillover effects
maximal overlap discrete wavelet transform
complex network
