国内外豆油期货市场价格关系研究  

Study on the Correlation of Bean Oil Futures Price at Home and Abroad

作　　者：赵斌斌[1] 周欣[1] 刘钟钦[1] 

机构地区：[1]沈阳农业大学经济管理学院,辽宁沈阳110161

出　　处：《安徽农业科学》2008年第27期12034-12035,共2页Journal of Anhui Agricultural Sciences

摘　　要：介绍了中国和美国在国际豆油现货市场和期货市场中的地位,考察了中美豆油期货价格的相关关系,分析了中美豆油期货的引导地位,得出了美国CBOT豆油期货价格引导我国豆油期货价格的结论,并提出了对策和建议。The position of China and America in the international spot market and futures market of bean oil were introduced.The correlation of bean oil futures price at home and abroad was investigated.The leading position of Chinese and American bean oil futures were analyzed.Finally,the conclusion was drawn that the bean oil futures price of American CBOT guided Chinese bean oil futures price.And some countermeasures and suggestions were brought forward.

关 键 词：豆油 期货价格 相关性 协整关系 GRANGER检验 

分 类 号：F304.2[经济管理—产业经济]