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近年来,中国经济快速发展的动力一方面驱使旧能源逐渐向新能源转变,另一方面,也大大推动了国内金融市场的繁荣发展。然而,伴随着新兴能源的发展的不稳定性和金融市场的风险,新能源板块股票的波动面临着前所未有的风险。本文应用现有的金融风险测度方法VaR测度对新能源板块股指风险价值进行理论研究并进行了模型准确性检验,从而减少新能源板块股票波动的风险。
In recent years, the momentum of China’s rapid economic development has driven the old energy sources to gradually shift to new energy sources, and on the other hand, it has also greatly promoted the prosperity and development of domestic financial markets. However, with the instability of emerging energy development and the risk of financial markets, the fluctuation of stocks in the new energy sector is exposed to unprecedented risks. In this paper, the VaR measure of the existing financial risk measure method is used to theoretically study the risk value of the stock index of the new energy sector and verify the accuracy of the model so as to reduce the risk of stock volatility in the new energy sector.