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1、华侨大学博士学位论文我国企业套期保值风险规避问题研究姓名：陈明申请学位级别：博士专业：企业管理指导教师：林峰20090601府层面和企业层面探讨保障企业套期保值交易的制度设计；第9章运用套期保值模型计算沪铜期货最优套期比，评价方法检验套期保值效益，把计算结果运用于云南铜业套期保值实践中，设计出云南铜业套期保值实务，为其他企业提供借鉴；第10章总结本文的研究成果，并指出有待进一步研究的关键问题。本文研究的特色与创新之处是：①理论服务于实践，为企业应对金融危机寻找良策，解决企业现实难题；②采用跨学科研究方法，运用金融学理论研究企业风
2、险管理和套期保值实践，推动企业风险管理理论的创新和发展；③从制度研究新视角探索企业套期保值实践，提出了我国企业套期保值的政府监管制度安排和企业内部风险控制的制度设计；④有机结合定性和定量、动态和静态、比较和案例分析等多种研究方法。关键词：企业风险规避套期保值策略选择制度设计AbstractUndertheGlobalFinancialCrisistoignitethecommoditypricesharpriseorfallandtheRMBrateappreciationforyears,manyChineseenterpri
3、sesarefacingagreatthreatorevenbankruptcy.Forsurvivalintheseriousexternalenvironment,thehedgingbecomingawisechoiceandidealriskmanagementwaysforChineseenterprisetoavoidcommoditypricerisk.Theenterprisehedgingcanthrowofftheexteriorpassivestate,turnthepassivitytotheinitia
4、tive,locktheprofitandcontrolthecost,realizetheenterprisessustainrunningandhealthydevelopment.SothehedgingcanstrengthentheenterprisecorecompetenceandhelptheenterpriselivethroughtheGlobalFinancialCrisis.Accordingly,aroundonhedging,thepaperresearchesthenecessityandfeasi
5、bility,statusanddeficiency,experienceandlessons,strategychoiceandimplementationofhedgingscheme,probeshedgingsystemdesign,andthendemonstratestheresultofChineseenterprisehedging.Thisdissertationfallsintotenchapters:Chapter3isastudyonriskconceptandessentiality,thetheori
6、esofmodernriskmanagement,andthehedgingmethod.Chapter4dealswiththerelationofhedgingandriskmanagement,discussesthefunctionandcharacter,necessityandfeasibilityofChineseenterprisehedging.Chapter5treatsofthedevelopmentprocessofChinesefuturesmarket,analyzesproblemsofChines
7、eenterprisehedging,comparesthedevelopedcountriesenterprisehedgingandgainsvaluableexperience.Chapter6isacasestudyofChineseenterprisehedging,offeringthehelptoChineseenterprise.Chapter7focusesonthegoalorientation,thestrategychoice,theimplementationofhedgingschemeandthep
8、erformanceevaluationofChineseenterprisehedging.Chapter8researchessystemandsupervisionofChinesefuturesmarket,studiesthehedgingsystem
