国际黄金价格的影响因素分析及短期预测  

Analysis of Influencing Factors of International Gold Price and Short-Term Forecast

作　　者：吉彦锦 朱晨宇 Yanjin Ji;Chenyu Zhu(College of Science,University of Shanghai for Science and Technology,Shanghai)

机构地区：[1]上海理工大学理学院,上海

出　　处：《建模与仿真》2024年第3期3482-3490,共9页Modeling and Simulation

摘　　要：黄金被认为是商品价值的尺度、交易的媒介和财富的象征,具有避险和保值增值的重要属性。由于影响黄金价格的因素众多,对黄金的投资存在一定的风险,因此对黄金价格波动规律研究和影响因素分析显得相当必要。本文通过收集数据,建立多元线性回归模型,进行回归分析,对国际黄金价格的影响因素进行探究。本文选取了纽约黄金价格作为被解释变量,美元指数、道格琼斯工业指数、WTI纽约原油价格、美国居民消费价格指数(CPI)作为解释变量,并基于这些实际数据,运用统计分析软件进行多元线性回归分析,研究所选指标与国际黄金价格的影响关系,并建立起多元线性回归模型。结果表明,美元指数、道格琼斯工业指数、WTI纽约原油价格对国际黄金价格呈负相关,美国居民消费价格指数(CPI)对国际黄金价格呈正相关。最后,本文还对国际黄金价格进行了预测。Gold is regarded as a measure of commodity value,a medium of exchange and a symbol of wealth,with important attributes of hedging and preserving value.Because there are many factors affecting the price of gold,there are certain risks in the investment of gold,so it is quite necessary to study the regularities of gold price fluctuation and analyze the influencing factors.By collecting data,this paper establishes multiple linear regression model and conducts regression analysis to explore the influencing factors of international gold price.This paper selects New York gold price as the explained variable,US dollar index,Doug Jones Industrial Index,WTI New York crude oil price,and US Consumer Price Index(CPI)as the explanatory variable.Based on these actual data,this paper uses statistical analysis software to conduct multiple linear regression analysis,and studies the influence relationship between selected indicators and international gold price.A multiple linear regression model is established.The results show that the US dollar index,the Doug Jones Industrial Index and the WTI New York crude oil price are negatively correlated with the international gold price,while the US Consumer Price Index(CPI)is positively correlated with the international gold price.Finally,this paper makes a forecast for the international gold price.

关 键 词：国际黄金价格 多元线性回归模型 回归分析 价格预测 

分 类 号：F83[经济管理—金融学]