能源金融风险预警指标体系研究

摘要

The cooperation between energy and finance has gradually transferred into amalgamation, and the mutual penetra-tion of the two industries hides huge risks. Therefore, establishing a risk early warning index system matching the development of energy finance is pressing. Based on clarifying the connotation of energy financial risk, the paper selects early warning indicator groups including macroeconomic indicators group, energy industry indicator group, bank and energy enterprise indicator group, and uses quantile regression method to make the secondary selection of early warning indicators striving to build a scientific and effec-tive risk early warning index system of energy finance.%能源和金融逐步由合作走向融合，而两大产业间的相互渗透耦合隐藏着风险，建立与能源金融发展相匹配的风险预警指标体系迫在眉睫。本文在明晰能源金融风险内涵的基础上，选取预警指标群，包括宏观经济指标群、能源产业指标群、银行与能源企业指标群，并利用分位数回归法对预警指标进行二次筛选，力求构建科学、有效的能源金融风险预警指标体系。