中国煤炭
中國煤炭
중국매탄
CHINA COAL
2014年
6期
9-12,17
,共5页
张智勇%李宏军%杨鹏%李冬武
張智勇%李宏軍%楊鵬%李鼕武
장지용%리굉군%양붕%리동무
动力煤%期货价格%VAR预测模型
動力煤%期貨價格%VAR預測模型
동력매%기화개격%VAR예측모형
thermal coal%futures price%VAR prediction model
兼顾理论探讨与务求实用客观,采用煤炭产业的生产、运输、需求、库存、进出口等指标,创新地建立了动力煤期货价格预测 VAR 模型,通过统计和计量经济学方法,尽量排除人的主观因素,以使模型更客观地反映市场情况,更准确地预测未来价格,取得了良好的效果,为动力煤期货价格研究提供有力的工具。
兼顧理論探討與務求實用客觀,採用煤炭產業的生產、運輸、需求、庫存、進齣口等指標,創新地建立瞭動力煤期貨價格預測 VAR 模型,通過統計和計量經濟學方法,儘量排除人的主觀因素,以使模型更客觀地反映市場情況,更準確地預測未來價格,取得瞭良好的效果,為動力煤期貨價格研究提供有力的工具。
겸고이론탐토여무구실용객관,채용매탄산업적생산、운수、수구、고존、진출구등지표,창신지건립료동력매기화개격예측 VAR 모형,통과통계화계량경제학방법,진량배제인적주관인소,이사모형경객관지반영시장정황,경준학지예측미래개격,취득료량호적효과,위동력매기화개격연구제공유력적공구。
The price prediction model is not only a theoretic exploration,but also want to be obj ective and practical for prediction? Creatively using the VAR model,we have established a price prediction model of thermal coal futures which adopts some statistical indicators of Chinese coal industry production,include transportation,demand,storage,import and export,it also inG volves several macro economy indexes?Through statistical and econometric methods,we try to exclude subj ective factors to make the model more obj ectively reflect the market situation and more accurately predict the futures price?It have achieved a good result and can be a valuable tool for thermal coal futures price research.