Power data and futures transaction variety price association analysis method based on cross spectrum

The invention discloses an electric power data and futures transaction variety price association analysis method based on a cross spectrum. The method comprises the following steps: S1, a preprocessing stage; s2, constructing a futures evaluation index system and a macroeconomic evaluation index system; s3, adopting a power spectrum and cross spectrum mutual composite analysis method; s4, compiling a script to realize spectral analysis; s5, exporting a result graph, and analyzing the result graph; according to electric power data, in combination with futures variety transaction price data and macroeconomic indexes, an electric power, futures and economy association analysis method is constructed. And combining a descriptive analysis result and a cross spectrum analysis result graph to obtain the final correlation and time lag of the electric power, the futures and the economic cycle, and the technology also provides support for the field of electric power data energizing finance. 本发明公开了一种基于交叉频谱的电力数据与期货交易品种价格关