基于主成分分析法的上海原油期货价格波动研究  

Research on Shanghai Crude Oil Futures Price Fluctuation Based on Principal Component Analysis

作　　者：李亚慧[1] 高仲芳 姚文静 王传会[1] 

机构地区：[1]曲阜师范大学经济学院,山东 日照

出　　处：《统计学与应用》2020年第3期377-385,共9页Statistical and Application

摘　　要：上海原油期货价格本质上是一个到岸价格,其意义和作用之一就是为了反映中国原油市场的供需结构变化。上海原油期货市场在交投时产生的价格一定会更多参考目前中国原油市场的基本面情况。因此,影响上海原油期货价格波动的因素与国际上原油期货不同。本文从原油期货的商品属性与金融属性两个角度出发,通过主成分分析法研究上海原油期货价格波动的影响因素,有利于进一步发展和完善我国原油期货市场。The Shanghai crude oil futures price is essentially a CIF price, and one of its meanings and functions is to reflect the changes in the supply and demand structure of the Chinese crude oil market. The prices generated by the Shanghai crude oil futures market at the time of trading will definitely refer more to the current fundamentals of the Chinese crude oil market. Therefore, the factors that affect the price fluctuations of Shanghai crude oil futures are different from the international crude oil futures. This article starts from two perspectives of commodity and financial attributes of crude oil futures, and studies the influencing factors of Shanghai crude oil futures price fluctuation through principal component analysis, which is conducive to further development and improvement of Chinese crude oil futures market.

关 键 词：上海原油期货 影响因素 主成分分析法 

分 类 号：F72[经济管理—产业经济]