| 煤炭价格指数的理论设计与应用研究 |
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| 引用本文： | 郝家龙.煤炭价格指数的理论设计与应用研究[J].经济问题,2007,339(11):18-19,44. |
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| 作者姓名： | 郝家龙 |
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| 作者单位： | 太原理工大学,阳泉学院,山西,阳泉,045011 |
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| 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.
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| 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 煤炭期货 价格指数 理论 设计与应用 应用与研究 Price Index Coal Theory 方法 基本原则 基本体系 国外 前提 金融衍生工具 期权 运用 情况 凸现 价格风险 |
| 文章编号： | 1004-972X（2007）11-0018-02 |
| 修稿时间： | 2007-08-21 |
The Application and Theory Devising about the Coal Price Index |
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| HAO Jia-long.The Application and Theory Devising about the Coal Price Index[J].On Economic Problems,2007,339(11):18-19,44. |
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| Authors: | HAO Jia-long |
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| Institution: | College of Yangquan, Taiyuan Technology University, Yangquan 045011, China |
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| Abstract: | 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. |
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| Keywords: | coal price index factor reversal test financial swaps risk management |
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