The Catastrophe Analysis of Shanghai Crude Oil Futures Price from the Perspective of Volatility Factors

Table 3

Component score coefficient matrix.

Influencing factors	The coefficient of component 1	The coefficient of component 2
Crude oil supply X1	0.282	−0.125
Apparent crude oil consumption X2	0.270	−0.104
Crude oil processing volume X3	−0.016	0.270
Trading volume X4	0.257	−0.493
Open interest X5	−0.031	0.281
RMB exchange rate X6	−0.107	0.357
Oman crude oil prices X7	−0.312	0.193
Producer price index X8	−0.252	0.095
Macroeconomic sentiment index X9	−0.139	−0.074