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本文用随机过程理论对震荡期油价序列进行了讨论,证实其为马尔柯夫链,并以马尔柯夫链的极限概率为依据,建立了油价序列的中长期推断模型。进而文章又对该序列进行了概率分布检验,证实对数正态分布是其经验分布的最佳拟合,并以此作为依据建立了油价走势的近期推断模型。文章指出,将这二者结合起来,构成油价时间序列由近期到中长期的一个完整的推断模型。作者用此模型对油价走势所作的推断与油价实际走势是相吻合,证实了模型的可信性和实用性。此外,用此模型还揭示出今后可能出现新一轮的国际油价飙升期。
In this paper, we discuss the sequence of oil price during the shock period by stochastic process theory, and prove that it is a Markov chain. Based on the limit probability of Markov chain, we establish a mid-long term inference model of oil price series. Furthermore, the paper tests the probability distribution of the series and proves that the log-normal distribution is the best fit of its empirical distribution. Based on this, a recent inference model of the oil price trend is established. The article points out that combining the two together constitutes a complete inferred model of the oil price time series from the near to the mid-long term. The author uses this model to infer the trend of oil price and the actual trend of oil price is consistent, confirms the model’s credibility and practicability. In addition, the model also reveals that a new round of soaring international oil prices may emerge in the future.