期货市场风险

基于VaR的我国沪铝期货市场风险度量实证研究

Empirical Study on Risk Measurement Based on VaR of Aluminum Future Market in China

第二章评述了期货市场风险度量的主要理论和方法，并选择目前国际上应用广泛的VaR方法作为实证分析工具；

Chapter 2 discusses the main of measuring futures market risk , and chooses VaR to do empirical study in this paper .

基于VaR-GARCH族动态模型的燃料油期货市场风险测量

Risk Evaluation in Fuel Oil Futures Market Based on VaR-GARCH Dynamic Model

利用PowerBuilder软件工具开发了期货市场风险监控辅助决策系统，系统计算了风险预警指标，进行风险跟踪。

The supplementary decision system of futures market risk monitoring is developed by use of the software tool PowerBuilder . The risk forewarning indexes are calculated by the system and the risk is traced .

期货市场风险的模糊量化动态监控模型

Study of dynamic fuzzy quantitative supervision model on futures market risks

开放背景下中国期货市场风险形成及管理

Risk Formation and Risk Management of Chinese Future Market under the Opening Background

论期货市场风险监管体系的目标

Objectives of the supervision system of the futures market

国内外氯丁橡胶的市场消费现状分析中日天然橡胶期货市场风险比较研究

Comparative Study on Risks of Natural Rubber Futures Market between China and Japan

风险价值法在期货市场风险评估中的应用

Application of VaR in futures market risk evaluation

价格风险是石油期货市场风险的核心。

Price risk is one of the core factors in petroleum futures market risk .

第二章主要对期货市场风险转移功能的理论基础进行了总结。

Chapter two makes a detailed introduction and review of literatures about the risk transferring function of futures markets .

完善的监管法律制度必然成为防范和控制股指期货市场风险的有效保障。

Effective legal supervision must be the best way of the prevention or control of stock index futures market risk .

鲜有从理论、方法、技术、模型等方面对期货市场风险的测量、处理和效果进行研究的。

Hardly studying from theory , method , technique and model about futures markets ' risk measuring and handling effect .

期货市场风险的发生，严重损害了投资者的利益，对期货市场的稳定造成了极大的危害。

The risk occurrence in futures market not only harm the benefit of investors , but also harm the steadiness of the futures market .

随即在正确识别的基础上详细论述了金融期货市场风险管理的具体方法和措施；

Based on accurate risk reorganization , this thesis makes further detailed arguments over the concrete approach and methods of risk management of financial futures market .

这些因素都迫使我国应尽快建立完善的石油期货市场风险管理机制。

For these compelling reasons , our country must be able to quickly establish a consummate formulation in the management mechanism of risks for petroleum futures market .

第二部分叙述了期货市场风险的成因、类型及表现形式并对一些重大的风险事件进行了叙述和分析；

The second tries to introduce the causes , types and reflects of risk in futures market , and make statement and analysis of some important risk events .

最后本文得出结论，只要建立严密的股指期货市场风险管理制度和监管体系，采用先进适时的风险监控技术，加强证券和期货市场的监管协调，我国股指期货风险是可以防范和控制的。

At last we draw the conclusion that stock index futures risk can be controlled with modern risk monitor technology and coordinate management of stock and futures market .

我们反对期货市场风险论，笔者认为期货市场的一切活动都是围绕着剩余价值进行的。

We are against the future market risk theory . In the opinion of the author , all activities of the future market are centered on the surplus value .

最后，根据经济学机理分析以及中美比较分析、实证分析提出了优化中国股指期货市场风险监管体系的建议。

Finally , according to China-US economic analysis , and comparative analysis of the mechanism , proposed to optimize empirical analysis of Chinese stock index futures market risk regulatory system recommendations .

第三章风险的识别从风险一般谈起，论述了期货市场风险的特殊性，继而按系统性风险和非系统性风险的分类方法对期货市场的风险进行划分。

In this chapter , writer explains specific characteristics of risk in the future market and distinguish risk of future market . According to category method of systematic risk and non-systematic risk .

保证金制度是期货市场风险管理的核心，而钢铁行业作为国民经济的支柱企业之一，螺纹钢在我国占钢材的比重非常大。

Margin is the core of risk management in futures market . Steel industry is one of the key industries of national economy and ribbed bar is most important steel raw materials .

在此模型的基础上，分析上海期交所燃料油期货市场风险控制制度的具体情况，为期交所风险控制制度的建设提供参考。

Basing on this model , chapter 4 analyses the detail circumstances of Shanghai fuel oil futures ' risk-controlling institution , this may provide some reference value to the decision-making person of futures exchange .

针对期货市场风险多变量、非线性、强耦合、高模糊的特点，首次以模糊数学为工具建立了期货市场风险的模糊量化动态监控模型。

In view of multi variable , nonlinearity , strong coupling and fuzziness of futures market risks , a dynamic fuzzy quantitative supervision model is developed for the first time by means of fuzzy mathematics .

在这种背景下，本文以期货市场风险及其监管为研究对象，从一个新的角度&期货市场组成的不同视角来对其进行分析。

Under this background , the article takes market risk and supervision of futures as study objects , to analyze it from different view of formation of futures market , this is a new view .

期货市场风险存在是必然的，需要从期货交易所、期货经纪公司和投资者三个交易主体的角度，建立的风险管理措施。

It is certainty that the forward market risk exists , need the angles of three transaction subjects from futures exchange , manager 's company of the futures and investor , risk control measures set up .

虽然学者们也一直在探索如何防范金融期货市场风险，但多数学者是从经济学的角度对金融期货市场风险进行研究，从金融期货市场风险法律监管角度展开研究的则极为鲜见。

However , most of the scholars concentrate on the supervision and managing law system of financial futures market risk in the areas of finance , but the legal science research about that is quite few .

首先从国际比较着手，通过对国际较为成熟的股票指数期货市场风险的法律监管体制的比较，提出发展我国股票指数期货应选择的风险监管体制；

First , by the international analysis , I bring forward the legal supervision system of risks for developing China 's stock-index futures through comparing the legal supervision of risks in the international mature stock-index futures market .

随后笔者阐述了我国期货市场风险产生的根源、对一直以来人们认为投机是造成期货市场风险的原因的观点进行了重新认识，区分了投机和过度投机。

After that , writer explains risk source of Chinese future market , distinguishes speculation and over-speculation and gives a new explanation for the tradition view that speculation is the main cause of Chinese future market risk .

本文正是应用极值理论和下界VaR方法对国内的股票市场和期货市场的风险进行了实证研究，并针对国内市场的风险特征提出了风险管理的建议。

In this paper , the VaR bound method and EVT method are applied to study the risk of domestic stock market and the risk of domestic future market .