The price discovery function of futures market is reflected by the guidance relationship between futures price and spot price.
本文结合与加拿大的参照对比,采用协整检验、格兰杰因果检验和方差分解方法分析我国菜籽油期现货价格和加拿大油菜籽期现货价格的关联性,得到结论如下:中加市场上期现货价格存在长期均衡关系,且期货价格单向引导现货价格;相比加拿大,中国现货市场价格变化来自期货市场的影响在长期比自身现货市场的大;中国现货市场受国际影响小。
Unbiased estimation,price discovery and market efficiency:Relationship between futures prices and spot prices;
无偏估计、价格发现与期货市场效率——期货与现货价格关系
Positive Research on the Dynamic Relationship between Metal Aluminum Futures Price and Spot Price
金属铝期货与现货价格动态关系的实证研究
Empirical Study on Relations between Futures Contract Price and Spot Price of Rubber;
中国天然橡胶期货与现货价格关系实证研究
Comparative analysis of cotton price transmission correlation of Sino-USA between futures market and cash market;
中美棉花期货与现货价格传导关系比较分析
An Empirical Study on Relationship between Aluminum Future Price and Merchandise on hand Price in Our Country
我国铝期货与现货价格均衡关系实证研究
Empirical Research on the Relationship between Futures and Spot Price in Gold Market of China
中国黄金市场期货与现货价格关系实证研究
Study on the Relation Between Electricity Futures and Spot Prices Based on VAR Model
应用VAR模型分析电力期货与现货价格关系
Dynamic Relation Between Future Price and Spot Price;
期货与现货价格的动态关系——基于沪市期货交易所铜铝的实证分析
Empirical Research on the Dynamic Relationship between Grain Futures and Spot Price
粮食期货与现货价格动态关系实证研究——以郑州强麦期货和现货价格为例
Copper future price and stock on hand price s relation and inspiration;
铜期货价格与现货价格的关系及启示
The difference between the cash price and the futures price of a commodity.
指某一商品的现货价格与期货价格之间的价差。
An Empirical Study on the Cointegration Relationships between Futures Price and Spot Price of Copper and Mung Bean;
铜和绿豆期货价格与现货价格协整关系的实证
Can Futures Prices Predict the Future Spot Prices?;
期货价格能否预测未来的现货价格?
Price Discovery: The Cooperation of Future and Spot Markets;
价格发现:期货市场与现货市场的协同作用
An Empirical Research on Price Discovery of CERs Spot Market and Futures Market
核证减排量现货市场与期货市场的价格发现
Cointegration Analysis of Future and Present Prices of Commodity;
期货市场期货价格与现货价格关系的协整分析——以上海期货市场的期铜为例
Study on the Relationship between Price of China's Grain Futures Market and Spot Market
我国粮食期货市场与现货市场价格关系的研究
An Empirical Study on the Long-term Equilibrium between Future Price and Spot Price in China;
我国期货价格与现货价格长期均衡关系的实证研究