Price Discovery Research on Chinese Soybean Futures Market;
我国大豆期货价格发现功能研究
The results of empirical research show that the margin level and the collecting methods are not suitable for the development of the soybean futures markets,while it is recommended to use GARCH-GPD models to compute the margin level of the soybean futures.
对我国大豆期货的实证研究发现,现行保证金比例和静态收取方式已不太适合大豆期货市场的发展,用GARCH-GPD方法动态地计算大豆期货合约的保证金水平是合适的,这对我国期货市场保证金制度的改革有一定参考意义。
2 soybean futures contracts are on the list of Dalian Commodity Exchange at the same time, we firstly analyzes the volatility effect of the two kinds of soybean and soybean meal sequence futures contracts returns, then compares the relation effect, finally draws some useful conclusions.
在目前大连商品交易所黄大豆一号和二号期货合约同时交易的背景下,本文运用波动性理论及相关的一元和二元波动异方差模型,对两种大豆期货及豆粕期货合约收益率波动效应进行了分析,并比较了大豆和豆粕期货合约收益率的这种波动性的相关效应,得出了一些有用的结论。
Research on the dynamic relationship between China s soybean oil futures and spot price:Empirical analysis based on daily data;
我国豆油期货与现货价格动态关系研究:基于日数据的实证分析
Based on co-integration test,vector error correction model,impulse response function and variance decomposition model,this paper empirically analyzes the price-discovering function of soybean oil futures market in China.
运用协整检验、误差修正模型检验、脉冲响应函数检验和方差分解检验等方法,并通过基差分析、期货合约流动性分析,对中国豆油期货市场的价格发现功能和回避风险功能的发挥情况进行了实证分析。
The sale of soybean futures and the simultaneous purchase of soybean oil and meal futures. See Crush Spread.
卖出大豆期货合同同时买入豆油和豆粕期货合同。
An Empirical Analysis on Price Relationship between China s and International Soybean Futures Markets;
中国大豆期货市场与国际大豆期货市场价格关系实证研究
An Empirical Study of the Efficiency of Chinese Soybean Futures Market;
我国大豆期货市场有效性的实证研究
An Empirical Study on the GARCH Effect of China s Soybean Futures;
中国大豆期货收益GARCH效应的实证研究
Study on the Dynamic Relations between Chinese Soybean's Future Market and Spot Market
中国大豆期货市场和现货市场的动态关系研究
Based on the Soybean Futures Contract Model Analysis about Bull Spread and Bear spread;
基于大豆期货合约的跨期套利模型分析
A Comparative Study on the Stable Process of Soybean Futures Price Between DCE and CBOT
DCE与CBOT大豆期货价格平稳过程的比较研究
An Empirical Research about the Price Discover Function of the Soybean Futures in China;
中国大豆期货价格发现功能的实证研究
Empirical Analysis of Soybean Futures Market Based on Co-integration Theory;
基于协整理论大豆期货市场效率实证分析
Perceptions of the Soybean Futures Investors: An Empirical Study on Their Deviations;
对我国大豆期货投资者认知偏差的实证研究
An analysis on volatility relationship in China s soybean spot-futures markets;
我国大豆期货与现货市场之间的波动溢出效应研究
The Study of China s Soybean Futures Market on Pricing Functional Characteristics and Hedging Strategy;
中国大豆期货市场定价功能特征及套期保值策略研究
Empirical Research on Optimal Hedging Ratio of China's Soybean Futures Market
中国大豆期货市场最优套期保值比率的实证研究
The Empirical Research on the Efficiency of Chinese Soybean Futures Markets under the Risk Premium Framework;
风险溢价条件下的中国大豆期货市场效率实证研究
An Analysis on Cooperation of Soybean Futures Prices,Soybean Meal Futures Prices and Soybean Oil Futures Prices of China
我国大豆、豆粕和豆油期货价格之间的联动分析
The drop in soybeans pressured the products. Additionally, soyoil was struggling technically.
大豆合约下滑也令豆品期货承压,另外豆油期货技术面也不佳。
Prospect Analysis of Hedging of Soybean Futures;
大豆压榨厂利用期货进行套期保值的前景分析
Spread Arbitrage between Soybean Futures Prices and Soybean Meal Futures Prices of Dalian Commodity Exchange
大连商品交易所大豆与豆粕期货价格之间的套利研究
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