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

Table 4

The principal component analysis in 2018.

	u(t)	(t)	△	Judge symbol
April	0.98227	0.60702	17.53076	△ > 0
May	−1.01683	0.54717	−0.32709	△ < 0
June	0.03456	−1.15418	35.96788	△ > 0
July	−0.879	−0.74879	9.70532	△ > 0
August	−0.20897	1.13563	34.74769	△ > 0
September	1.08797	−0.38684	14.34288	△ > 0
October	0.23774	1.12996	34.58136	△ > 0
November	0.8597	−0.77087	21.12762	△ > 0
December	−1.09745	−0.35909	−7.09259	△ < 0