on chinas commodity futures market risk early-warning indicators and empirical discussion on the（中国商品期货市场风险预警指标和实证探讨）.docVIP

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2017-09-06 发布于浙江
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on chinas commodity futures market risk early-warning indicators and empirical discussion on the（中国商品期货市场风险预警指标和实证探讨）.doc

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on chinas commodity futures market risk early-warning indicators and empirical discussion on the（中国商品期货市场风险预警指标和实证探讨）

On China’s commodity futures market risk early-warning indicators and Empirical Discussion on the Write papers network: [Abstract] prevent the risk of commodity futures market is an extremely complex issue, only from the futures market risk measurement system to improve the risk prevention capability, to determine the optimal hedge ratio increased investor risk prevention capability, set a reasonable bond futures to enhance and futures companies to guard against market risks is clearly not enough. to improve China’s commodity futures market risk management, but also with the development of China’s commodity futures market, the actual situation of China’s commodity futures market from the impact of the departure of many factors, comprehensive, multi-angle monitoring the impact of price fluctuations in China’s commodity futures market factors, the establishment of market risk early-warning model is an important way to guard against market risks. Based on this, by building China’s futures market prices reflect the target system, the first factor analysis to find the main factor, then Logistics model will join the main risk factor of early warning analysis, empirical studies show that the risk of early-warning model established with good results, with some practical significance. [Keywords] commodities futures market, the risk warning model, index system 1 futures market risk approach warning 1.1 Risk of early warning content Risk management experts HEins and Willams that risk management is about risk identification, risk measurement, risk assessment, risk control of a coherent process that aims to achieve minimum cost to maximize the effectiveness. Through the inclusion of China’s commodity futures market prices reflect the key variable to build China’s commodity futures market reflect risk indicators, the main factor for a number of indicators extracted and combined to form more scientific risk-warning model the risk of early-warning mechanism t