数据驱动、套期保值与风险控制研究——兼析数字经济下价格发现机制重构的创新思路  

Research on data driven,hedging and risk control——On the innovative ideas of reconstructing the price discovery mechanism under the digital economy

作　　者：常冶衡[1] 张春梅[1] 李靖[1] Chang Yeheng;Zhang Chunmei;Li Jing

机构地区：[1]青岛黄海学院

出　　处：《价格理论与实践》2022年第2期131-134,共4页Price:Theory & Practice

基　　金：2018年度青岛市社会科学规划研究项目“大数据背景下智能经济与实体经济融合发展研究”阶段性成果(项目编号:QDSKL1801229);2020年度青岛黄海学院校级人文社科重点项目“数字经济背景下信息投放、企业价值与实体经济系统研究”阶段性成果(项目编号:2020RW03)。

摘　　要：随着数据驱动的数字经济发展,金融衍生工具的套期保值效应作为风险控制的重要手段,需要借助数据驱动模式进行改进。因此,通过数字经济赋能进一步提升管理效率。本文将传统的套期保值理论与数据驱动进行融合,以金融衍生工具多重组合为主线实现风险对冲,重新定位多维度数据共享模式,并对传统的风险控制体系进行改进,通过对价格机制进行重构,进一步展示数据驱动、套期保值与风险控制体系的创新思路。研究结论表明:信息化技术推进企业对市场进行精准定位,通过多维数据共享角度进行风险控制,赋予信息共享与多元产品组合实现最优配置,最终推进企业健康持续发展。With the development of data-driven digital economy,the hedging effect of financial derivatives,as an important means of risk control,needs to be improved with the help of data-driven model.Therefore,the management efficiency can be further improved through the empowerment of digital economy.This paper integrates the traditional hedging theory with data-driven,realizes risk hedging with multiple combinations of financial derivatives as the main line,repositions the multi-dimensional data sharing mode,improves the traditional risk control system,and further demonstrates the innovative ideas of data-driven,hedging and risk control system by reconstructing the price mechanism.The research conclusion shows that information technology promotes enterprises to accurately locate the market,carries out risk control from the perspective of multidimensional data sharing,endows information sharing and diversified product portfolio to achieve optimal configuration,and finally promotes the healthy and sustainable development of enterprises.

关 键 词：数据驱动 套期保值 多维数据共享 风险控制 

分 类 号：F832[经济管理—金融学] F49