动力煤期货价格预测模型

摘要

兼顾理论探讨与务求实用客观，采用煤炭产业的生产、运输、需求、库存、进出口等指标，创新地建立了动力煤期货价格预测 VAR 模型，通过统计和计量经济学方法，尽量排除人的主观因素，以使模型更客观地反映市场情况，更准确地预测未来价格，取得了良好的效果，为动力煤期货价格研究提供有力的工具。%The price prediction model is not only a theoretic exploration,but also want to be obj ective and practical for prediction� Creatively using the VAR model,we have established a price prediction model of thermal coal futures which adopts some statistical indicators of Chinese coal industry production,include transportation,demand,storage,import and export,it also inG volves several macro economy indexes�Through statistical and econometric methods,we try to exclude subj ective factors to make the model more obj ectively reflect the market situation and more accurately predict the futures price�It have achieved a good result and can be a valuable tool for thermal coal futures price research.