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系統識別號 U0026-1608201321040200
論文名稱(中文) 我國油價決策對油品市場之影響
論文名稱(英文) Decision-Making Oil Price Impact on Petroleum Products Market in Taiwan
校院名稱 成功大學
系所名稱(中) 資源工程學系碩博士班
系所名稱(英) Department of Resources Engineering
學年度 101
學期 2
出版年 102
研究生(中文) 蕭焜鴻
研究生(英文) Kun-Hong Siao
學號 n46001282
學位類別 碩士
語文別 中文
論文頁數 96頁
口試委員 指導教授-陳家榮
口試委員-顏榮祥
口試委員-馮炳勳
口試委員-陳翰紳
中文關鍵字 油品市場  福利分析  政府管制  結構性時間序列 
英文關鍵字 petroleum products market  welfare analysis  government regulations  structural time series model 
學科別分類
中文摘要   本研究的目的是藉由量化的福利分析,探討油品市場自由化後,政府一連串的管制政策,包含浮動油價機制、油價凍漲及油價緩漲等政策,對油品市場的消費者、生產者及整體社會福利之衝擊。首先本研究利用結構性時間序列模型建立油品需求函數模型,估計油品的價格需求彈性,接著以油品市場的時間序列資料建立油品價格迴歸式,假若政府未實施政策下的油品價格預測,並與實際的油品價格比較,計算油品價差。最後,根據本研究所估計的油品價格需求彈性與計算而得的油品價差,分別針對政府所實施的四項管制政策進行福利變動的分析。
  本研究的結果顯示使用結構性時間序列方法來建立各油品需求模型相當適切,從實證模型可得我國汽油長期的價格需求彈性為-0.244,而柴油長期的價格需求彈性則為-0.299,亦即我國汽、柴油價格的波動對於其油品消費量的變動影響不大,亦缺乏彈性。
  政策影響分析方面,實證結果發現政府採取浮動油價機制,無法產生合理油價,反而使得國內油品的稅前批發價格顯著的上升,汽油市場之淨福利值損失3.28億元,柴油市場之淨福利值減少4.61億元。相較於浮動油價機制,執行油價凍漲機制導致汽、柴油市場之生產者福利減少40.47及17.99億元,在2008年5月汽、柴油市場就個別產生920萬及512萬元的無謂損失;一次漲價多元吸收方案雖使油品稅前批發價格顯著下降,但汽油市場之淨福利值損失3.26億元,柴油市場之淨福利值損失1.55億元;油價緩漲機制的執行即使顯著地壓抑油價,但汽油市場的淨福利值仍損失3.59億元;柴油市場之淨福利值減少0.47億元。因此,本研究認為政府應該避免政策性地干預油價變動,使油價回歸市場機制自行調整,才能使得油品市場效率與整體社會福利提升。
英文摘要 The main purpose of this research is to quantify the impacts of a series of regulatory policies for Taiwan’s petroleum products market including consumer surplus, producer surplus, total social welfare. First, we build gasoline and diesel demand function models by using structural time series model (STSM), and estimate the gasoline and diesel price elasticities of demand. Then, we establish gasoline and diesel price regression models to predict the gasoline and diesel prices if the government did not implement policies, and compare with actual prices to calculate the price gap. Finally, according to the estimated price elasticities and the calculated price gap, we separately aims at four regulatory policies conduct the welfare analysis.
The research findings indicated that the STSM is appropriate for building gasoline and diesel demand function models. The empirical models showed that the long-run price elasticity of gasoline demand is -0.244, and the long-run price elasticity of diesel demand is -0.299. That is to say, the role that oil-price shock plays in explaining the volatility of oil-demand is limited, and it is shown that for gasoline and diesel the price elasticities of demand are inelastic.
In terms of the impacts of government policies, the theoretical results indicate that the implementation of floating pricing mechanism did not generate lower prices, and even led net social welfare change for gasoline and diesel market to reduce 62.7 and 56.8 million NT dollars, respectively. In contrast with floating pricing mechanism, the effectuation of the zero pass-through regime caused producer surplus for gasoline and diesel market to reduce 519.1 and 199.9 million NT dollars, respectively, and in May 2008 led net social welfare change for gasoline and diesel market to decrease 28.74 and 7.09 million NT dollars. On the other hand, the complete pass-through with an ad valorem subsidy on oil price and the half pass-through regime did produce lower prices; the former led net social welfare change for gasoline and diesel market to reduce 674.8 and 68.0 million NT dollars, and the latter led net social welfare change for gasoline and diesel market to reduce 298.5 million NT dollars and 70.0 thousand NT dollars, respectively. Thus, this study suggested that the Taiwan government should do not perform economic regulations to make oil prices return to the market mechanism, which is a reliable tactic to improve market efficiency and social welfare on petroleum products market in Taiwan.
論文目次 摘要 i
Abstract ii
誌謝 iv
目錄 v
表目錄 vii
圖目錄 ix
第一章 緒論 1
第一節 研究背景與動機 1
第二節 研究目的與範圍 3
第三節 研究方法 4
第四節 研究流程與架構 5
第二章 文獻回顧 7
第一節 我國油品定價與管制 7
第二節 文獻回顧 15
第三章 油品需求函數模型之建立 22
第一節 結構性時間序列方法 22
第二節 資料處理與模型診斷 31
第三節 實證模型 39
第四章 建立油品價格迴歸式 45
第一節 事件研究法 45
第二節 油品定價之實證結果 51
第三節 福利分析 69
一、浮動油價機制 72
二、油價凍漲機制 74
三、一次漲價多元吸收方案 77
四、油價緩漲機制 79
第五章 結論與建議 81
一、研究結論與建議 81
二、未來研究方向 83
參考文獻 84
附  錄 88
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網站部分
中華民國統計資訊網(2013),取自
www.stat.gov.tw/。(檢索日期:2013年4月20日)
台灣中油股份有限公司(2013),取自
www.cpc.com.tw/。‎(檢索日期:2013年2月1日)
經濟部能源局油價資訊管理與分析系統(2013),取自
http://web3.moeaboe.gov.tw/oil102/。(檢索日期:2013年3月18日)
經濟部能源局(2013),取自
www.moeaboe.gov.tw/‎。(檢索日期:2013年3月25日)
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