بررسی تأثیر ساختار بازار نفت خام دوبی و عمان بر روی نفت خام ایران در بازار آسیا

اقتصاد و توسعه منطقه ای

مقاله 3، دوره 30، پاییز و زمستان 26، اسفند 1402، صفحه 58-86   

نوع مقاله: مقاله پژوهشی

شناسه دیجیتال (DOI): 10.22067/erd.2023.79779.1152

نویسندگان

سید عبداله رضوی^{* 1}؛ محمد باقر بیات²

¹دانشیار گروه اقتصاد و مدیریت دانشگاه صنعت نفت

²دانشجوی دکتری مدیریت قراردادهای بین‌الملل نفت و گاز، دانشگاه علامه طباطبایی، تهران، ایران

چکیده

هدف مقاله حاضر بررسی لایه‌های مالی بازار نفت دوبی شاخص بازار آسیا بر روی قیمت نفت خام‌های عمان و ایران است. در این راستا با استفاده از روش گارچ چند متغیره و داده‌های سری زمانی روزانه سال 19-2010 به بررسی تأثیر ساختار مالی بازار نفت آسیا بر روی قیمت نفت ایران پرداخته‌شده است؛ بورس‌های نفتی و عوامل تأثیرگذار بر ساختار مالی بازار نفت (کانتانگو و بکواردیشن) تأثیر چشم‌گیری بر قیمت نفت خام‌های شاخص و سایر نفت خام‌های بازار نظیر ایران دارند. نتایج نشان می‌دهد که رابطه منفی بین تأثیرات بازار سرمایه و قیمت نفت خام وجود دارد. کانتانگو بودن بازار و همین‌طور قیمت نفت خام‌های شاخص در تعیین قیمت نفت خام ایران تأثیرگذار است و رابطه منفی بین این متغیرها و قیمت نفت خام وجود دارد. علاوه بر تمامی موارد یادشده در تخمین‌ها به بررسی مواد دیگری ازجمله کیفیت نفت خام، موقعیت خرید و قیمت آتی‌های نفت خام شاخص برنت در و تأثیرات آن‌ها پرداخته شد که نتایج برآورد تخمین معادلات تأثیر مثبت این عوامل را بر تعیین قیمت نفت خام ایران نشان داده است.

کلیدواژه‌ها

نفت خام ایران؛ بازار آسیا؛ نفت خام دوبی؛ شاخص نیکی؛ نفت خام عمان؛ نفت برنت؛ قیمت اسپات برنت؛ قیمت آتی برنت؛ ساختار کانتانگو و بکوارد

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