| 上海原油期货价格与我国新能源股价的相关性研究 |
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| 引用本文： | 司晓丽,杨爱军.上海原油期货价格与我国新能源股价的相关性研究[J].中国林业经济,2021(2):103-106. |
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| 作者姓名： | 司晓丽 杨爱军 |
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| 作者单位： | 南京林业大学经济管理学院 |
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| 摘 要： | 选取上海原油期货和中证新能指数作为研究对象,以VAR模型为基础,分析了原油期货价格对新能源行业股价产生的引导作用,研究了上海原油期货与我国新能源行业股价的相关关系。研究结果表明:①上海原油期货价格的下跌会引起我国新能源行业股价的上涨,两者表现出反向变动;②上海原油期货价格对新能源行业股价的贡献率在不断提高,相互影响程度逐渐增强。
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| 关 键 词： | 上海原油期货 新能源股价 VAR模型 |
Research on the Correlation between Shanghai Crude Oil Futures Price and my Country’s New Energy Stock Price |
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| SI Xiao-li,YANG Ai-jun.Research on the Correlation between Shanghai Crude Oil Futures Price and my Country’s New Energy Stock Price[J].China Forestry Economy,2021(2):103-106. |
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| Authors: | SI Xiao-li YANG Ai-jun |
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| Institution: | (College of Economics and Management,Nanjing Forestry University,Nanjing 210037,China) |
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| Abstract: | By selecting Shanghai crude oil futures and China Securities New Energy Index as the research objects,this article analyzed the guiding role of crude oil futures prices on the stock price of the new energy industry based on the VAR model.It also studied the relationship between Shanghai crude oil futures and the stock price of my country’s new energy industry relationship.The research results showed that:①The drop in Shanghai crude oil futures prices would cause the stock price of my country’s new energy industry to rise,and both show reverse changes;②The contribution rate of Shanghai crude oil futures prices to the stock prices of the new energy industry continued to increase and the degree of mutual influence was gradually increasing. |
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| Keywords: | Shanghai crude oil futures new energy stock prices VAR model |
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