黄金国内国际板对原油避险能力的研究

季俊伟,陈亦霏,陆静,罗涵

Research for theHedging Capability of the Gold Domestic Board and the Gold International Board on Crude Oil

Junwei JI,Yifei CHEN,Jing LU,Han LUO

图2 动态相关系数变化趋势 注：Rig为黄金国际板收益率；Rg为黄金国内板收益率；Roc为上海原油期货收益率；Row为WTI原油期货收益率

Fig.2 Trend of dynamic correlation coefficient