国际原油期货对中国新能源股指影响: 从多项式拟合到复杂网络

doi:10.12341/jssms20164

系统科学与数学 ›› 2021, Vol. 41 ›› Issue (5): 1355-1368.DOI: 10.12341/jssms20164

国际原油期货对中国新能源股指影响: 从多项式拟合到复杂网络

李盼盼^1,2,3，董志良^1,2,3，武天娇⁴

1. 河北地质大学城市地质与工程学院, 石家庄 050031; 2. 河北地质大学自然资源资产资本研究中心, 石家庄 050031; 3. 河北省矿产资源战略与管理研究基地,石家庄 050031; 4. 上海电力大学能源与机械工程学院,上海 200090

出版日期:2021-05-25 发布日期:2021-08-12

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李盼盼, 董志良, 武天娇. 国际原油期货对中国新能源股指影响: 从多项式拟合到复杂网络[J]. 系统科学与数学, 2021, 41(5): 1355-1368.

LI Panpan, DONG Zhiliang, WU Tianjiao. The Influence of International Crude Oil Futures on China's New Energy Stock Index: From Polynomial Fitting to Complex Network[J]. Journal of Systems Science and Mathematical Sciences, 2021, 41(5): 1355-1368.

The Influence of International Crude Oil Futures on China's New Energy Stock Index: From Polynomial Fitting to Complex Network

LI Panpan^1,2,3 ,DONG Zhiliang^1,2,3 ,WU Tianjiao⁴

1. School of Urban Geology and Engineering, Shijiazhuang 050031; 2. Research Center of Natural Resources Assets, Shijiazhuang 050031; 3. Hebei Province Mineral Resources Strategy and Management Research Base, Shijiazhuang 050031; 4. College of Energy and Mechanical Engineering, Shanghai University of Electric Power, Shanghai 200090

Online:2021-05-25 Published:2021-08-12

中国传统能源对外依存度不断攀升及环境污染等问题日益严重, 新能源的发展越来越受到政府和学者的关注. 为研究国际原油期货对中国新能源股指的影响以及传导规律, 文章将多项式拟合与复杂网络方法相结合, 以WTI原油期货价格与中证内地新能源主题指数为样本数据, 将多项式拟合模型作为节点, 节点间传导关系作为边构建网络. 结果表明, 油价对中国新能源股指的影响及传导方式具有规律性, 关键节点具有较高影响力、吸引力和媒介力显著影响着网络信息传输; 关键节点的传导方式也并非随机; 原油对新能源股指的影响程度在年中最强. 通过研究为相关交易提供理论支持, 也为研究原油对中国新能源股指的影响提供了新视角.

关键词： 多项式拟合, 复杂网络, 原油, 中国新能源股指.

China's traditional energy external dependence and environmental pollution are becoming more and more severe. The development of new energy has attracted growing attention from the government and scholars. To study the impact of international crude oil prices on China's new energy stock index and its rule, we combine polynomial fitting with complex networks. Specially, we use the WTI crude oil price and CSI China Mainland New Energy index daily data as the sample data. Define the polynomial fitting modes as nodes and the transmissions between the modes over time as edges. Finally, we construct information transmission network. The results of the network analysis show that the crude oil market has a regular influence on China's new energy stock index. The influence, attraction, and media ability of key nodes significantly affect the transmission of network information; the transmission of the key nodes is not random; the impact of crude oil on the new energy index is stronger in the middle of the year. This study not only proposes theoretical support for related transactions but also provides a new perspective for studying the relationship between variables.

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