煤炭价格指数的理论设计与应用研究  

The Application and Theory Devising about the Coal Price Index

作　　者：郝家龙[1] 

机构地区：[1]太原理工大学阳泉学院,山西阳泉045011

出　　处：《经济问题》2007年第11期18-19,44,共3页On Economic Problems

摘　　要：论证了在当前煤炭价格风险凸现的情况下,推出煤炭价格指数是运用煤炭期货、期权及互换等金融衍生工具的重要前提,并借鉴国外煤炭价格指数应用与研究的经验,提出我国煤炭价格指数的基本体系及编制的基本原则和基本方法。This article has proven that the coal price index is the primary premise if these derivatives such as coal future, coal option and coal swaps be used to manage the coal price risk. And after studies the theory and ways by which some kinds of coal price indexes is established overseas. The author proposes the coal price index basic system, the basic principle and the essential method to design our country＇s coal price index.

关 键 词：煤炭价格指数 因子互换测验 金融衍生工具 风险管理 

分 类 号：F726[经济管理—产业经济]