| 基于谱分解的纽约商品交易所黄金现货价格周期研究 |
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| 引用本文： | 黎鹏.基于谱分解的纽约商品交易所黄金现货价格周期研究[J].技术经济与管理研究,2009(3):30-31. |
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| 作者姓名： | 黎鹏 |
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| 作者单位： | 中南民族大学经济学院,湖北,武汉,430074 |
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| 摘 要： | 本文通过对剔除季节因素和长期因素的纽约商品交易所黄金现货价格数据进行谱分解，发现该黄金现货价格存在90个月和150个月两个周期。并以此为依据对黄金现货价格趋势进行了预测，为优化我国外汇储备配置，防范汇率波动风险提供政策建议。
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| 关 键 词： | 纽约商品交易所黄金现货价格 周期 季节分解 单位根 谱分解 |
Research on the Cycle of the COMEX Gold Spot Price by Spectral Analysis |
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| LI Peng.Research on the Cycle of the COMEX Gold Spot Price by Spectral Analysis[J].Technoeconomics & Management Research,2009(3):30-31. |
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| Authors: | LI Peng |
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| Institution: | School of Economics South-Central University For Nationalities;Wuhan Hubei 430074 |
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| Abstract: | In this article,through Spectral Analysis on the data of New York Commodity Exchange Gold Spot Price,in which seasonal factor and trend factor were eliminated firstly,we have found two periods of 90 months and 150 months existing in the series.Conclusion is drawn and suggestion is made to optimize foreign exchange reserve to hedge the risk of exchange rate fluctuation. |
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| Keywords: | New York Commodity Exchange Gold Spot Price Periods Seasonal Decomposition Unit Root Spectral Analysis |
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