Basic energy such as coal is of strategic significance to national development. It has long supported China's industrial and economic development and laid the foundation for China's energy use. The change of coal price reflects the change of coal market and energy market, affects the supply and demand balance of coal market, and also affects the change of internal structure and importance of coal industry. Scientific and effective prediction of future changes in coal prices can stabilize the development of the coal industry, provide a feasible reference for the prediction of other energy prices, and help the formulation of national macroeconomic regulation and control policies. Research and development of sustainable energy development and utilization is the only way for China to become a powerful country, and it is also a major country for China to cope with global climate change and promote low-carbon green development. This paper combines statistical knowledge, uses grey correlation analysis method, and combines SPSSPRO, EXCEL and other software to rank the nine factors affecting coal prices, and provides relevant policy recommendations to government departments according to the results, so as to provide guarantee for the stable development of the coal industry in the future.