财经理论与实践2017，Vol.38Issue(3)：16-20,5.
中国黄金金融化指数的构建与时间演化研究
The Construction and the Time Evolution Analysis on the Financialization Index of Gold in China
摘要
Abstract
In this paper,the concept of financialization of gold is defined on the basis of the basic attributes of gold,and the financial attributes of gold are divided into two properties: "the reservation and payment property" and "investment property".In this paper,the financialization index of gold in China,on the basis of the relevant indicators of "the reservation and payment property" and "investment property",are constructed by four determining weight methods in the coefficient of Variation,Correlation coefficient,Entropy and Critic.The Time Evolution Analysis of the index analyzed the basic characteristics of the index and its stability,trend and periodicity.The study finds that the overall level of the financialization of gold in China has been increasing when time flies."The reservation and payment property" has the higher contribution to the financialization of gold.关键词
黄金金融化/黄金金融化指数/趋势性分析/阶段性分析Key words
Financialization of gold/Construction of the financialization index of gold in China/Trend analysis/Periodicity analysis分类
管理科学引用本文复制引用
皮俊,杨胜刚,熊军凯..中国黄金金融化指数的构建与时间演化研究[J].财经理论与实践,2017,38(3):16-20,5.基金项目
国家自然科学基金创新群体项目(71221001) （71221001）
