现货黄金报价影响因素

《现货黄金报价影响因素》由会员上传分享，免费在线阅读，更多相关内容在工程资料-天天文库。

1、现货黄金报价影响因素三元线性回归分析关键词：现货黄金NYME原油美元指数现货白银一、问题背景美元作为世界准货币，世界主要的黄金市场以美元报价，美元走势好，作为价值储藏手段的黄金功能受到削弱，因此黄金与美元有一种负相关关系。以美元为纽带原油与黄金有正相关关系。原油价格上涨，世界经济受到影响，美国也不例外，原油上涨带来的通胀压力给美元带来贬值压力。同样作为重要的贵金属，现货白银与现货黄金也有一定联系。本分析以此三个因素为解释变量，进行三元线性模型,定量的分析。二、模型建立建立美元指数、NYME原油、现货白银对黄金影响的

2、三元线性模型，并进行分析Y=Bo+B1X1+B2X2+B3X3+U三、数据选取本分析选取了2013年5月10日到2015年5月29日的周数据,为了提高光滑性，分别对三个数据取了对数记为LNY、LNX1、LNX2、LNX30现将数据粘贴如下：现货白日期现货黄金Y美元指数X银（美元/盎司）NYME原汕LNX1LNX2LNX3（美元,桶）LNY2013/4/121483.4882.127.3021464.4081822013/4/191403.3582.767.2466184.4159452013/4/261461.22

3、82.487.2870274.4125562013/5/31470.282.17.2931544.4079382013/5/101448.5283.1123.8595.977.2782984.4201653.1717844.5640362013/5/171359.9484.2222.2596.027.2151964.4334323.1023424.5645572013/5/241386.283.6422.3793.877.2343214.4265223.1077214.5419112013/5/311387.358

4、3.2722.2491.617.2351514.4220883.1018924.517542013/6/71382.5381.6821.6496.267.231674.4028093.0745434.5670532013/6/141390.1580.6422.0697.897.2371674.3899953.0937664.5838442013/6/211295.9382.4520.0893.957.1669844.4121922.9997244.5427632013/6/281234.0783.2219.6596

5、.497.1180734.4214882.9780774.5694392013/7/51222.6384.4318.9103.637.108764.4359232.9391624.6408272013/7/12128582.97106.257.1585144.418479#NUM!4.6657952013/7/191295.4582.6219.4810&477.1666134.4142522.9693884.6864742013/7/261332.6581.6819.96104.497.1949254.402809

6、2.993734.6490912013/8/21311.6881.9619.86106.887.1790644.4062312.9887084.6717072013/8/91314.0381.1520.52106.037.1808544.3962993.02144.6637222013/8/161376.0881.3323.22107.687.2269944.3985153.1450144.6791642013/8/231397.1881.3924.04106.327.2422114.3992523.1797194

7、.6664532013/8/301394.7582.0423.51107.767.240474.4072073.1574264.6799072013/9/61391.3582.1523.82110.237.238034.4085473.1705264.7025692013/9/131325.681.5522.19108.67.189624.4012163.0996424.6876712013/9/201325.5880.4721.76104.867.1896054.3878843.0800734.652626201

8、3/9/271336.2180.2821.77102.837.1975934.3855213.0805334.6330772013/10/41310.680.1521.7103.637.178244.38393.0773124.6408272013/10/111271.9180.4421.33101.777.1482754.3875123.0601154.6