中国名贵木材价格指数编制方法与实证研究

发布时间：2017-12-31 20:24

本文关键词：中国名贵木材价格指数编制方法与实证研究　出处：《统计与信息论坛》2014年11期 　论文类型：期刊论文

【摘要】：以全国主要木材交易市场2011年3月至2014年3月的数据为基础,采用加权平均法和属性解析法编制国内外首支名贵木材价格指数,对名贵木材价格的泡沫化程度、影响因素及其收益结构进行了定量分析。研究表明,加权平均法和属性解析法编制的指数相关性很高,保证了编制方法的稳健性;《濒危野生动植物物种国际贸易公约》禁止部分珍稀名贵木材砍伐和流通,政策冲击导致名贵木材价格迅速泡沫化;下游消费对名贵木材价格具有显著的拉动作用,名贵木材市场与股票市场呈现替代关系;价格高、市场广泛关注的明星产品和红木类名贵木材并不存在长期的超指数收益。
[Abstract]:Based on the data from March 2011 to March 2014 in the main timber market in China, the first valuable timber price index at home and abroad was compiled by weighted average method and attribute analysis method. Quantitative analysis was made on the foaming degree, influencing factors and income structure of valuable wood price. The results showed that the index correlation between weighted average method and attribute analysis method was very high. The robustness of the method is guaranteed. The Convention on International Trade in Endangered species of Wild Fauna and Flora (cites) prohibits the cutting and circulation of some rare and precious wood, and the policy impact leads to the rapid bubble of the price of precious wood. The downstream consumption has a significant pulling effect on the price of precious and valuable timber, and the market of precious and valuable timber has a substitute relationship with the stock market. High prices, market attention to star products and mahogany valuable wood there is no long-term super-exponential returns.
【作者单位】：大连商品交易所生猪期货及商品指数工作小组;大连商品交易所研究中心;
【分类号】：F426.88;F765
【正文快照】： 一、引言随着经济快速增长,居民财富累积,财富管理的需求也不断增加,另类投资1市场得以迅速兴起。作为另类投资工具的鲜明代表,2011年中国艺术品市场拍卖成交总金额达968亿元,占全球艺术品市场份额的30%,超越美国成为世界第一大艺术品市场[1]。另类投资具有准入门槛高、风险较

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