基于格兰杰因果检验和主成分回归分析的月发电量预测

利用格兰杰因果检验中不同滞后期的自变量对因变量的因果关系的不同,对原始数据进行滞后处理,通过不断试错,选取对发电量影响显著的5个因素作为自变量,结合主成分分析法,提取第一、二主成分与发电量进行回归分析,并对我国发电量进行了预测.通过与不作处理的主成分回归预测结果和向量自回归预测结果进行对比,发现该方法在对月发电量进行预测时具有更高的准确率.     

因果(鱼刺)图分析法在安全预评价中的应用

在建设项目预评价过程中,安全管理一般作为一个独立的单元进行评价;在评价方法的选择上,应用安全检查表法存在现实困难,因可行性论证阶段属于项目的筹建期,机构设置尚处于规划阶段,没有实质性进展。所以说应用因果分析法能把产生事故的原因及造成的结果所构成错综复杂的因果关系描述清楚,更便于建设者了解事故发生的因果关系,采取相应的防范措施,因此比检查表更适宜。     

Modeling the CO2 emissions, energy use, and economic growth in Russia

This paper applies the co-integration technique and causality test to examine the dynamic relationships between pollutant emissions, energy use, and real output during the period between 1990 and 2007 for Russia. The empirical results show that in the long-run equilibrium, emissions appear to be energy use elastic and output inelastic. This elasticity suggests high energy use responsiveness to changes in emissions. The output exhibits a negative significant impact on emissions and does not support EKC hypothesis. These indicate that both economic growth and energy conservation policies can reduce emissions and no negative impact on economic development. The causality results indicate that there is a bidirectional strong Granger-causality running between output, energy use and emissions, and whenever a shock occurs in the system, each variable makes a short-run adjustment to restore the long-run equilibrium. The average speed of adjustment is as low as just over 0.26 years. Hence, in order to reduce emissions, the best environmental policy is to increase infrastructure investment to improve energy efficiency, and to step up energy conservation policies to reduce any unnecessary waste of energy. That is, energy conservation is expected to improve energy efficiency, thereby promoting economic growth.     

大规模侵权基本问题探讨

随着我国社会向现代工业化社会的转型,近年来大规模侵权事件频发,三鹿奶粉事件可谓家喻户晓。然而立法上对大规模侵权制度尚未确立,理论上的探讨也不多,笔者拟在本文中对大规模侵权中的基本问题做一阐释,以期加深对该问题的认识。     

An Empirical Analysis of the Price Discovery Function of Shanghai Fuel Oil Futures Market

This paper analyzes the role of price discovery of Shanghai fuel oil futures market by using methods, such as unit root test, co-integration test, error correction model, Granger causality test, impulse-response function and variance decomposition. The results showed that there exists a strong relationship between the spot price of Huangpu fuel oil spot market and the futures price of Shanghai fuel oil futures market. In addition, the Shanghai fuel oil futures market exhibits a highly effective price discovery function.     

A Direct Test for Cointegration Between a Pair of Time Series

In this paper we introduce a new test of the null hypothesis of no cointegration between a pair of time series. For a very simple generating model, our test compares favourably with the Engle–Granger/Dickey–Fuller test and the Johansen trace test. Indeed, shortcomings of the former motivated the development of our test. The applicability of our test is extended to series generated by low-order vector autoregressions. Again, we find evidence that this general version of our test is more powerful than the Johansen test. The paper concludes with an empirical example in which the new test finds strong evidence of cointegration, but the Johansen test does not.     

The principle of parallelism in the design of studies to estimate treatment effects.

An effect is a function of a cause as well as of 4 other factors: recipient, setting, time, and outcome variable. The principle of parallelism states that if a design option exists for any 1 of these 4 factors, a parallel option exists for each of the others. For example, effects are often estimated by drawing a comparison across recipients who receive different treatments. The principle of parallelism implies that an effect can also be estimated by drawing a comparison across settings, times, or outcome variables. Typologies of methodological options are derived from the principle of parallelism. The typologies can help researchers recognize a broader set of options than they would otherwise and thereby improve the quality of research designs. (PsycINFO Database Record (c) 2010 APA, all rights reserved)     

The causality between energy consumption and economic growth in Turkey

This paper applies the causality test to examine the causal relationship between primary energy consumption (EC) and real Gross National Product (GNP) for Turkey during 1970–2006. We employ unit root tests, the augmented Dickey–Fuller (ADF) and the Philips–Perron (PP), Johansen cointegration test, and Pair-wise Granger causality test to examine relation between EC and GNP. Our empirical results indicate that the two series are found to be non-stationary. However, first differences of these series lead to stationarity. Further, the results indicate that EC and GNP are cointegrated and there is bidirectional causality running from EC to GNP and vice versa. This means that an increase in EC directly affects economic growth and that economic growth also stimulates further EC. This bidirectional causality relationship between EC and GNP determined for Turkey at 1970–2006 period is in accordance with the ones in literature reported for similar countries. Consequently, we conclude that energy is a limiting factor to economic growth in Turkey and, hence, shocks to energy supply will have a negative impact on economic growth.     

湖北省能源消费与经济增长关系的协整分析

本文通过对湖北省1980—2002年能源消费总量与经济增长的有关数据变量进行协整分析与因果关系检验,建立了二者之间的误差修正模型,揭示了能源消费与经济增长的动态均衡关系。     

Solar energy-economic growth nexus in top 10 countries with the highest installed capacity

ABSTRACT

This paper investigates the relationship between solar energy production and economic growth for top 10 countries with the highest installed solar energy production capacity as of 2017 (China, the USA, Japan, Germany, Italy, India, the UK, France, Australia, and Spain, respectively) using data over the period 1999–2015. For this purpose, the paper employs panel cointegration and causality methods that are robust to cross-sectional dependence. The findings imply that the coefficient of solar energy is insignificant in the empirical model and that there is no causality between solar energy and GDP, indicating the neutrality hypothesis prevails for solar energy. Theoretical and practical implications are also discussed.