국립중앙도서관 "우편 복사 서비스"로 연결 됩니다.
스콜라This paper examines long run equilibrium relationship among prices of crude oil and three major petroleum products such as gasoline, kerosene, diesel in Japan. The analysis is based on Johansen cointegration test procedure of Vector AutoRegressive Err...
다국어 입력
あ
ぁ
か
が
さ
ざ
た
だ
な
は
ば
ぱ
ま
や
ゃ
ら
わ
ゎ
ん
い
ぃ
き
ぎ
し
じ
ち
ぢ
に
ひ
び
ぴ
み
り
う
ぅ
く
ぐ
す
ず
つ
づ
っ
ぬ
ふ
ぶ
ぷ
む
ゆ
ゅ
る
え
ぇ
け
げ
せ
ぜ
て
で
ね
へ
べ
ぺ
め
れ
お
ぉ
こ
ご
そ
ぞ
と
ど
の
ほ
ぼ
ぽ
も
よ
ょ
ろ
を
ア
ァ
カ
サ
ザ
タ
ダ
ナ
ハ
バ
パ
マ
ヤ
ャ
ラ
ワ
ヮ
ン
イ
ィ
キ
ギ
シ
ジ
チ
ヂ
ニ
ヒ
ビ
ピ
ミ
リ
ウ
ゥ
ク
グ
ス
ズ
ツ
ヅ
ッ
ヌ
フ
ブ
プ
ム
ユ
ュ
ル
エ
ェ
ケ
ゲ
セ
ゼ
テ
デ
ヘ
ベ
ペ
メ
レ
オ
ォ
コ
ゴ
ソ
ゾ
ト
ド
ノ
ホ
ボ
ポ
モ
ヨ
ョ
ロ
ヲ
―
http://chineseinput.net/에서 pinyin(병음)방식으로 중국어를 변환할 수 있습니다.
변환된 중국어를 복사하여 사용하시면 됩니다.
예시)
- 中文 을 입력하시려면 zhongwen을 입력하시고 space를누르시면됩니다.
- 北京 을 입력하시려면 beijing을 입력하시고 space를 누르시면 됩니다.
А
Б
В
Г
Д
Е
Ё
Ж
З
И
Й
К
Л
М
Н
О
П
Р
С
Т
У
Ф
Х
Ц
Ч
Ш
Щ
Ъ
Ы
Ь
Э
Ю
Я
а
б
в
г
д
е
ё
ж
з
и
й
к
л
м
н
о
п
р
с
т
у
ф
х
ц
ч
ш
щ
ъ
ы
ь
э
ю
я
′
″
℃
Å
￠
￡
￥
¤
℉
‰
＄
％
Ｆ
￦
㎕
㎖
㎗
ℓ
㎘
㏄
㎣
㎤
㎥
㎦
㎙
㎚
㎛
㎜
㎝
㎞
㎟
㎠
㎡
㎢
㏊
㎍
㎎
㎏
㏏
㎈
㎉
㏈
㎧
㎨
㎰
㎱
㎲
㎳
㎴
㎵
㎶
㎷
㎸
㎹
㎀
㎁
㎂
㎃
㎄
㎺
㎻
㎽
㎾
㎿
㎐
㎑
㎒
㎓
㎔
Ω
㏀
㏁
㎊
㎋
㎌
㏖
㏅
㎭
㎮
㎯
㏛
㎩
㎪
㎫
㎬
㏝
㏐
㏓
㏃
㏉
㏜
㏆
일본 석유시장의 수급구조와 원유제품유 가격의 장기균형 관계 = Japan's petroleum market and relationship among prices of crude oil and petroleum products
한글로보기https://www.riss.kr/link?id=A104699547
- 저자
- 발행기관
- 학술지명
- 권호사항
-
발행연도
2006
-
작성언어
-
- 주제어
-
등재정보
KCI등재
-
자료형태
학술저널
- 발행기관 URL
-
수록면
91-113(23쪽)
-
KCI 피인용횟수
1
- 제공처
-
0
상세조회 -
0
다운로드
인용문이 복사되었습니다.
부가정보
다국어 초록 (Multilingual Abstract)
This paper examines long run equilibrium relationship among prices of crude oil and three major petroleum products such as gasoline, kerosene, diesel in Japan. The analysis is based on Johansen cointegration test procedure of Vector AutoRegressive Error Correction Model. The multi-variate Johansen test result shows that there exist three pairs of long run equilibrium relationship between crude oil price and each of the three petroleum product prices. We found however no long run relationship among the three product prices. This is in sharp contrast to the result obtained by Asche, Gjolberg and Volker (2003) in which similar test procedures are applied to petroleum markets in Europe and America. The result from Japan's market suggests that demand factors are relatively strong in Japan's petroleum market, while the pertroleum markets are more supply-driven in Europe and America.
This paper examines long run equilibrium relationship among prices of crude oil and three major petroleum products such as gasoline, kerosene, diesel in Japan. The analysis is based on Johansen cointegration test procedure of Vector AutoRegressive Error Correction Model. The multi-variate Johansen test result shows that there exist three pairs of long run equilibrium relationship between crude oil price and each of the three petroleum product prices. We found however no long run relationship among the three product prices. This is in sharp contrast to the result obtained by Asche, Gjolberg and Volker (2003) in which similar test procedures are applied to petroleum markets in Europe and America. The result from Japan's market suggests that demand factors are relatively strong in Japan's petroleum market, while the pertroleum markets are more supply-driven in Europe and America.
참고문헌 (Reference)
1 "エネルギ- 生産ㆍ需給統計年報" 日本 經濟産業省
2 "Testing market integration" 68 : 102-109, 1986
3 "Statistical Review of World Energy 2004" British Petroleum 2005
4 "Risk management in the oil industry" 221 : 517-527, 1999
5 "Risk arbitrage opportunities in petroleum futures spreads" 19 : 931-955, 1999
6 "Price relationships in the petroleum market" 25 : 289-301, 2003
7 "PAJ Annual Review 2004" Petroleum Association of Japan 2005
8 "Oil Market Report" International Energy Agency
9 "Modeling and forecasting cointegrated relationships among heavy oil and product prices" 27 : 831-848, 2005
10 "Exogeneity test of market boundaries applied to petroleum products" 34 : 291-304, 1986
1 "エネルギ- 生産ㆍ需給統計年報" 日本 經濟産業省
2 "Testing market integration" 68 : 102-109, 1986
3 "Statistical Review of World Energy 2004" British Petroleum 2005
4 "Risk management in the oil industry" 221 : 517-527, 1999
5 "Risk arbitrage opportunities in petroleum futures spreads" 19 : 931-955, 1999
6 "Price relationships in the petroleum market" 25 : 289-301, 2003
7 "PAJ Annual Review 2004" Petroleum Association of Japan 2005
8 "Oil Market Report" International Energy Agency
9 "Modeling and forecasting cointegrated relationships among heavy oil and product prices" 27 : 831-848, 2005
10 "Exogeneity test of market boundaries applied to petroleum products" 34 : 291-304, 1986
11 "A cointegration analysis of petroleum futures prices" 16 : 93-97, 1994
동일학술지(권/호) 다른 논문
-
- 한국동북아경제학회
- 황재한
- 2006
- KCI등재
-
- 한국동북아경제학회
- 김양희
- 2006
- KCI등재
-
De facto trade integration in East Asia and its implications for de jure economic integration
- 한국동북아경제학회
- 손병해
- 2006
- KCI등재
-
- 한국동북아경제학회
- 김성권
- 2006
- KCI등재
분석정보
인용정보 인용지수 설명보기
학술지 이력
| 연월일 | 이력구분 | 이력상세 | 등재구분 |
|---|---|---|---|
| 2027 | 평가 | 재인증평가 신청대상 (재인증) | |
| 2021-01-01 | 등재 | 등재학술지 유지 (재인증) | |
| 2018-01-01 | 등재 | 등재학술지 유지 (등재유지) | |
| 2015-01-01 | 등재 | 등재학술지 유지 (등재유지) | |
| 2011-01-01 | 등재 | 등재학술지 유지 (등재유지) | |
| 2009-01-01 | 등재 | 등재학술지 유지 (등재유지) | |
| 2006-01-01 | 등재 | 등재학술지 선정 (등재후보2차) | |
| 2005-01-01 | 등재 | 등재후보 1차 PASS (등재후보1차) |  |
| 2003-07-01 | 등재 | 등재후보학술지 선정 (신규평가) | |
학술지 인용정보
| 기준연도 | WOS-KCI 통합IF(2년) | KCIF(2년) | KCIF(3년) |
|---|---|---|---|
| 2016 | 0.49 | 0.49 | 0.44 |
| KCIF(4년) | KCIF(5년) | 중심성지수(3년) | 즉시성지수 |
| 0.41 | 0.45 | 0.64 | 0.06 |
이 자료와 함께 이용한 RISS 자료
나만을 위한 추천자료
