| 套期保值决策在规避市场价格风险中的应用 |
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| 引用本文： | 喻小军.套期保值决策在规避市场价格风险中的应用[J].武汉理工大学学报(信息与管理工程版),2005,27(3):231-232,246. |
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| 作者姓名： | 喻小军 |
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| 作者单位： | 武汉理工大学,管理学院,湖北,武汉,430070 |
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| 基金项目： | 国家自然科学基金资助项目(70271033). |
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| 摘 要： | 市场经济中商品经营者经常面临价格风险，如果价格波动风险得不到有效地转移，就会影响企业正常的经营活动和企业持续的经营利润。为了避免价格波动风险，有效的手段之一就是在期货市场进行套期保值交易。在简单阐述了期货市场套期保值的功能的基础上，利用效用指数法，得到套期保值的价格临界点，进行套期保值决策。
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| 关 键 词： | 套期保值 期货 价格风险 |
| 文章编号： | 1007-144X(2005)03-0231-02 |
Application of Hedging Decision in Avoiding Market Price Risks |
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| YU Xiaojun.Application of Hedging Decision in Avoiding Market Price Risks[J].Journal of Wuhan University of Technology(Information & Management Engineering),2005,27(3):231-232,246. |
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| Authors: | YU Xiaojun |
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| Affiliation: | Yu Xiaojun Yu Xiaojun: Assoc. Prof.,School of Management,WUT,Wuhan 430070,China. |
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| Abstract: | Merchandise proprietors are always facing price risks in market economy. The price fluctuating risks would influence the normal operation and profit earning if it can not be transferred effectively. To avoid price fluctuating risks, one of the effective methods is to carry out hedging trade in futures market. Based on the analysis of functions of futures market hedging, the critical point of hedging is obtained using the utility index method to make hedging decisions. |
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| Keywords: | hedging futures price risk |
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