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有色金属价格波动率对中国股市场预测的应用

来源:《中国有色金属学报(英文版)2014年第2期》
作者彭叠峰 王建新 饶育蕾
概略有色金属价格波动率对中国股市场预测的应用彭叠峰,王建新,饶育蕾(中南大学 金属资源战略研究院,长沙 410083)摘 要:研究的主要目的在于检验有色金属期货价格波动是否能够预测中国股市场收益.以2004年至2011年为样本区间,通过实证分析发现铜和铝的价格波动率均能较好地预测不同时间区间的股收益,这种预测能力在样本内和样本外预测中均存在,其中铜价波动率比铝价波动率的预测能力更强.实证结果的稳健性并不受变量的不同测度以及计量经济学估计方法的影响.在多元回归分析中控制一些主要的宏观预测因子之后,铜价与铝价波动率的预测能力有所下降,但在不同的预测区间仍然表现出统计意义上的显著性.本结论成立依赖于所选取的研究样本区间,故此我们认为金属价格波动率对股市的预测能力可能由近期的商品金融化所导致.关键词:商品期货;有色金属;价格波动率;股收益; 可预测性Applications......

KOH亚熔盐体系中用CuO催化氧化浸出铬铁矿

来源:《中国有色金属学报(英文版)2017年第4期》
作者刘龙杰 杜浩 张洋 郑诗礼 张懿
概略 and the activation energy was calculated to be 15.79 kJ/mol when the temperature was above 230 °C. In contrast, without CuO, the rate-determining step was external diffusion {Chen, 2013 #2}and the apparent... examined, and the results are shown in Fig. 5. It was found that the boiling point of 60% KOH could be significantly increased from 180 to 290 °C with the addition of K2CO3 and KAlO2. In the industrial......

三频载波多普勒组合的北斗星载钟短稳评估方法

来源:《中南大学学报(自然科学版)2014年第1期》
作者龚航 张鑫 黄新明 朱祥维 王飞雪
概略 on-board clocks (until December 2012) were estimated by the proposed method, with the results of 6×10-12(τ=1 s), 1×10-12(τ=10 s), 4×10-13(τ=100 s), 2×10-13(τ= 1 000 s). The estimation results of this method......

Space luminous environment adaptability of missile-borne star sensor

来源:《中南大学学报(英文版)2012年第12期》
作者ZHAO Shu-fang(赵述芳) WANG Hong-tao(王洪涛) WANG Yu(王渝) JI Cai-yan(纪彦)
概略Space luminous environment adaptability of missile-borne star sensorZHAO Shu-fang(赵述芳)1, WANG Hong-tao(王洪涛)2, WANG Yu(王渝)1 , JI Cai-yan(纪彦)3(1. School of Automation, Beijing Institute of Technology..., the adaptability of missile-borne star sensor to space luminous environment was studied. As an example, a certain type of star sensor was considered when imaging to the starry sky on June 22, 2011......

低温环境暖风对改善人体舒适性的实验研究

来源:《中南大学学报(自然科学版)2012年第10期》
作者杨宇 李百战 刘红 李丹蕊
概略低温环境暖风对改善人体舒适性的实验研究杨宇,李百战,刘红,李丹蕊(重庆大学 城市建设与环境工程学院,三峡库区生态环境教育部重点实验室,重庆,400045)摘 要:为探索一种在低温环境中改善人体舒适性的局部供暖方式,于2011年1月在自然通风环境的实验室进行实验,共有62名受试者.设有3个实验工况,分别对受试者的颈部,腹部和小腿进行局部供暖风,实验持续30 min,受试者按照其主观感受填写调查问卷... environment, the experiment was carried out in a natural ventilation environment in January 2011 with 62 subjects. The experiment has 3 setting conditions, i.e. locally applying the warm airflow......

中国铜资源安全演化轨迹模拟与评价

来源:《中国有色金属学报(英文版)2013年第8期》
作者王 昶 左绿水 胡平杰 姚海琳 朱 灏
概略 to obtain the weight. Then, the data of China’s copper from 1992 to 2011 were studied and collected. By processing these data, a comprehensive safety index of China’s copper was got. The results......

行业整合背景下的中国有色金属企业技术效率评价

来源:《中国有色金属学报(英文版)2013年第9期》
作者危 平 唐慧泉 陈 瑶 陈晓红
概略 of 2007 and 2011. Based on financial data from nonferrous metals listed companies, technical efficiency of nonferrous metal minerals mining firms and nonferrous metal smelting, pressing and processing firms......

Microstructures and mechanical properties ofTiAl alloy prepared by spark plasma sintering

来源:《中国有色金属学报(英文版)2009年第6期》
作者XIAO Shu-long 韩杰才 于宏宝 陈玉勇 徐丽娟 田竟
概略 ℃/min. The furnace was held at the sintering temperature for 5 min, and then its power was switched off and the sample was cooled with the furnace. A uniaxial pressure of 50 MPa was applied to the powder... with Krool solution (5%HNO3+3%HF+92%H2O (volume fraction)). The compression and three point bending tests were performed using an INSTRON mechanical testing machine. The cylindrical compression test......

Forecasting model of residential load based on general regression neural network and PSO-Bayes least squares support vector machine

来源:《中南大学学报(英文版)2011年第4期》
作者何永秀 何海英 王跃锦 罗涛
概略J. Cent. South Univ. Technol. (2011) 18: 1184-1192 DOI: 10.1007/s11771-011-0821-4 Forecasting model of residential load based on general regression neural network and PSO-Bayes least squares... University Press and Springer-Verlag Berlin Heidelberg 2011 Abstract: Firstly, general regression neural network (GRNN) was used for variable selection of key influencing factors of residential load......

A novel technology for control of variable speed pumped storage power plant

来源:《中南大学学报(英文版)2016年第8期》
作者Seyed Mohammad Hassan Hosseini Mohammad Reza Semsar
概略-storage power station [C]// 7th Conference on Power Electronics and Motion Control (IPEMC). Harbin: IEEE, 2012, 4: 2888-2892. [4] HAFEEZ M, UDDIN M N, RAHIM N A. Self-tuned FC and adaptive torque hysteresis-based DTC scheme for IM drive [J]. IEEE Transactions on Industry Applications, 2014, 50: 1410-1420. [5] H Jia-bing. Investigation on switching patterns of direct power control strategies for grid......
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