中国黄金金融化指数的构建与时间演化研究
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引用本文: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,(3):16-20
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作者单位
皮俊,杨胜刚,熊军凯 (湖南大学 金融与统计学院湖南 长沙410079) 
中文摘要:运用变异系数法、相关系数法、熵值法和Critic法四种赋权方法,构建中国黄金金融化指数,考量中国黄金金融化指数的时间演化。结果发现:随着时间的推移,中国黄金金融化的整体水平不断上升;2008—2015年“储备与支付属性”对黄金金融化的贡献度最高,是推动中国黄金金融化的主要驱动力量。
中文关键词:黄金金融化  黄金金融化指数  趋势性分析  阶段性分析
 
The Construction and the Time Evolution Analysis on the Financialization Index of Gold in China
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.
keywords:Financialization of gold  Construction of the financialization index of gold in China  Trend analysis  Periodicity analysis
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