[1] [1] 龙如银, 杨家慧. 国家矿产资源安全研究现状及展望[J]. 资源科学, 2018,40(3):465-476.

[2] [2] 周颖哲, 黄健柏, 谌金宇. 时变视角下有色金属市场金融化的行业影响效应研究[J]. 运筹与管理, 2020,29(3):177-189. [Zhou YZ, Huang JB, Chen JY. Study on the industry impact effect of nonferrous metals market financialization from the perspective of time-varying[J]. Operations Research and Management Science, 2020,29(3):177-189.] [Zhou Y Z, Huang J B, Chen J Y. Study on the industry impact effect of nonferrous metals market financialization from the perspective of time-varying[J]. Operations Research and Management Science, 2020, 29(3): 177-189.]

[3] [3] 成金华, 朱永光, 徐德义, 等. 产业结构变化对矿产资源需求的影响研究[J]. 资源科学, 2018,40(3):558-566.

[4] LeeK, NiS. On the dynamic effect of oil price shocks: A study using industry level data[J]. Journal of Monetary Economics, 49, 823-852(2002).

[5] Jiménez-RodríguezR. The impact of oil price shocks: Evidence from the industries of six OECD countries[J]. Energy Economics, 30, 3095-3108(2008).

[6] [6] 刘建, 蒋殿春. 国际原油价格波动对我国工业品出厂价格的影响: 基于行业层面的实证分析[J]. 经济评论, 2010, (2):110-119. [LiuJ, Jiang DC. The impact of international crude oil price shocks on China’s PPI: An empirical analysis based on industry level data[J]. Economic Review, 2010, (2):110-119.] [Liu J, Jiang D C. The impact of international crude oil price shocks on China’s PPI: An empirical analysis based on industry level data[J]. Economic Review, 2010, (2): 110-119.]

[7] [7] 金洪飞, 金荦. 国际石油价格对中国股票市场的影响: 基于行业数据的经验分析[J]. 金融研究, 2010, (2):173-187. [Jin HF, JinL. The effect of international oil price on Chinese stock market: Empirical analysis based on industry data[J]. Journal of Financial Research, 2010, (2):173-187.] [Jin H F, Jin L. The effect of international oil price on Chinese stock market: Empirical analysis based on industry data[J]. Journal of Financial Research, 2010, (2): 173-187.]

[8] [8] 钱浩祺, 吴力波, 汤维祺. 成本效应与需求效应: 原油价格冲击的行业传导机制研究[J]. 世界经济文汇, 2014, (3):69-83. [Qian HQ, Wu LB, Tang WQ. Cost effect and demand effect: Research on the industry transmission mechanism of crude oil price shocks[J]. World Economic Papers, 2014, (3):69-83.] [Qian H Q, Wu L B, Tang W Q. Cost effect and demand effect: Research on the industry transmission mechanism of crude oil price shocks[J]. World Economic Papers, 2014, (3): 69-83.]

[9] [9] 谭小芬, 韩剑, 殷无弦. 基于油价冲击分解的国际油价波动对中国工业行业的影响: 1998-2015[J]. 中国工业经济, 2015, (12):51-66. [Tan XF, HanJ, Yin WX. The effect of international oil price fluctuations based on disentangling shocks on Chinese industries: 1998-2015[J]. China Industrial Economics, 2015, (12):51-66.] [Tan X F, Han J, Yin W X. The effect of international oil price fluctuations based on disentangling shocks on Chinese industries: 1998-2015[J]. China Industrial Economics, 2015, (12): 51-66.]

[10] Tsai CL. How do US stock returns respond differently to oil price shocks pre-crisis, within the financial crisis, and post-crisis?[J]. Energy Economics, 50, 47-62(2015).

[11] [11] 苏梽芳, 渠慎宁, 陈昌楠. 外部资源价格冲击与中国工业部门通胀的内生关联研究[J]. 财经研究, 2015,41(5):14-27. [Su ZF, Qu SN, Chen CN. Endogenous linkage between shocks of external resources prices and Inflation in China’s industry sectors[J]. Journal of Finance and Economics, 2015,41(5):14-27.] [Su Z F, Qu S N, Chen C N. Endogenous linkage between shocks of external resources prices and Inflation in China’s industry sectors[J]. Journal of Finance and Economics, 2015, 41(5): 14-27.]

[12] [12] 谌金宇, 朱学红. 产业链视角下结构性有色金属价格冲击的行业传导效应[J]. 运筹与管理, 2018,27(11):95-104. [Chen JY, Zhu XH. Research on the industrial transmission effects of structural nonferrous metal price shocks in the perspective of industry chain[J]. Operations Research and Management Science, 2018,27(11):95-104.] [Chen J Y, Zhu X H. Research on the industrial transmission effects of structural nonferrous metal price shocks in the perspective of industry chain[J]. Operations Research and Management Science, 2018, 27(11): 95-104.]

[13] Zhong MR, He RF, Chen JY et al. Time-varying effects of international nonferrous metal price shocks on China’s industrial economy[J]. Physica A: Statistical Mechanics and its Applications(2019). https://www.ncbi.nlm.nih.gov/pubmed/29200605

[14] Zhou YZ, Huang JB, Chen JY. Time-varying effect of the financialization of nonferrous metals markets on China’s industrial sector[J]. Resources Policy, 64, 101481(2019).

[15] KilianL. Not all oil price shocks are alike: Disentangling demand and supply shocks in the crude oil market[J]. The American Economic Review, 99, 1053-1069(2009).

[16] [16] 尹力博, 韩立岩. 外部冲击对PPI指数的结构性传导: 基于FAVAR模型的全视角分析[J]. 数量经济技术经济研究, 2012,29(12):66-81. [Yin LB, Han LY. Structural conduction of external shocks on PPI index: A full-perspective analysis based on the FAVAR model[J]. The Journal of Quantitative & Technical Economics, 2012,29(12):66-81.] [Yin L B, Han L Y. Structural conduction of external shocks on PPI index: A full-perspective analysis based on the FAVAR model[J]. The Journal of Quantitative & Technical Economics, 2012, 29(12): 66-81.]

[17] Bernanke BS, BoivinJ, EliaszP. Measuring the effects of monetary policy: A Factor-Augmented Vector Autoregressive (FAVAR) approach[J]. Quarterly Journal of Economics, 120, 387-422(2005).

[18] Primiceri GE, Marco DN. Time varying structural vector autoregressions and monetary policy: A corrigendum[J]. The Review of Economic Studies, 82, 1342-1345(2005).

[19] OmoriY, ChibS, ShephardN et al. Stochastic volatility with leverage: Fast and efficient likelihood inference[J]. Journal of Econometrics, 140, 425-449(2007).

[20] [20] 谭小芬, 熊玲誉, 宋佳馨. 全球流动性对国际大宗商品价格的影响:基于TVP-FAVAR模型和2000-2017年数据的实证分析[J]. 中国软科学, 2020, (1):30-48. [Tan XF, Xiong LY, Song JX. The effect of global liquidity on international commodity prices: Empirical analysis based on TVP-FAVAR model and 2002-2017 data sample[J]. China Soft Science, 2020, (1):30-48.] [Tan X F, Xiong L Y, Song J X. The effect of global liquidity on international commodity prices: Empirical analysis based on TVP-FAVAR model and 2002-2017 data sample[J]. China Soft Science, 2020, (1): 30-48.]

[21] JebabliI, ArouriM, TeulonF. On the effects of world stock market and oil price shocks on food prices: An empirical investigation based on TVP-VAR models with stochastic volatility[J]. Energy Economics, 45, 66-98(2014).

[22] NakajimaJ, KasuyaM, WatanabeT. Bayesian analysis of time-varying parameter vector autoregressive model for the Japanese economy and monetary policy[J]. Journal of the Japanese and International Economies, 25, 225-245(2011).

[23] ChenH, LiaoH, Tang BJ et al. Impacts of OPEC’s political risk on the international crude oil prices: An empirical analysis based on the SVAR models[J]. Energy Economics, 57, 42-49(2016).

[24] ChenJ, ZhuX, ZhongM. Nonlinear effects of financial factors on fluctuations in nonferrous metals prices: A Markov-switching VAR analysis[J]. Resources Policy, 61, 489-500(2019).

[25] [25] 程慧, 徐琼, 郭尧琦, 等. 国际期铜价格波动中的金融因素分析[J]. 资源科学, 2018,40(3):634-644.

[26] [26] 成金华, 尤喆, 朱永光, 等. 有色金属国际价格波动的影响因素研究[J]. 中国人口·资源与环境, 2017,27(7):35-45. [Cheng JH, YouZ, Zhu YG, et al. Factors affecting price fluctuations of nonferrous in world market[J]. China Population, Resources and Environment, 2017,27(7):35-45.] [Cheng J H, You Z, Zhu Y G, et al. Factors affecting price fluctuations of nonferrous in world market[J]. China Population, Resources and Environment, 2017, 27(7): 35-45.]

[27] GongX, Lin BQ. Forecasting the good and bad uncertainties of crude oil prices using a HAR framework[J]. Energy Economics, 67, 315-327(2017).

[28] WenF, MinF, Zhang YJ et al. Crude oil price shocks, monetary policy, and China’s economy[J]. International Journal of Finance & Economics, 24, 812-827(2019).

[29] Chen JY, Zhu XH, LiH. The pass-through effects of oil price shocks on China’s inflation: A time-varying analysis[J]. Energy Economics, 86, 1-12(2020).

[30] Chen JY, Zhu XH. The effects of different types of oil price shocks on industrial PPI: Evidence from 36 sub-industries in China[J]. Emerging Markets Finance and Trade(2019).

[31] [31] 周颖哲, 黄健柏, 谌金宇. 时变视角下有色金属市场金融化的行业影响效应研究[J]. 运筹与管理, 2020,29(3):177-189. [Zhou YZ, Huang JB, Chen JY. Study on the industry influence effect of nonferrous metal market financialization from the perspective of time-varying[J]. Operations Research and Management Science, 2020,29(3):177-189.] [Zhou Y Z, Huang J B, Chen J Y. Study on the industry influence effect of nonferrous metal market financialization from the perspective of time-varying[J]. Operations Research and Management Science, 2020, 29(3): 177-189.]