新能源汽车主要矿产原料价格间的联动关系——基于小波多分辨率的溢出网络方法The Linkage Relationship Between the Prices of Main Mineral Raw Materials for New Energy Vehicles: Spillover Network Method Based on Wavelet Multi-Resolution
杨汉茹,董志良
摘要(Abstract):
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。
关键词(KeyWords): 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
基金项目(Foundation): 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)
作者(Author): 杨汉茹,董志良
DOI: 10.13937/j.cnki.hbdzdxxb.2025.05.011
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