苹果期货与现货价格关系的实证研究  

An empirical study on the relationship between apple futures and spot prices

作　　者：余新宏[1] YU Xin-hong(Economy and Technology Institute,Anhui Agricultural University,Hefei 230011,China)

机构地区：[1]安徽农业大学经济技术学院,安徽合肥230011

出　　处：《佛山科学技术学院学报（自然科学版）》2022年第2期69-74,共6页Journal of Foshan University(Natural Science Edition)

基　　金：安徽省级质量工程教学团队项目(2017jxtd134);安徽省高校自然科学研究重点项目(KJ2019A0933)。

摘　　要：十九大提出的“乡村振兴”战略是决胜全面建设现代化强国的重大历史任务,而精准扶贫又是实现乡村振兴的重要手段。苹果是贫困地区的主要作物之一,如何利用苹果脱贫对实现乡村振兴具有重要意义。基于2019年3月1日至2020年3月6日的洛川纸袋70#苹果现货价格,以及期货市场苹果主力收盘价等数据,通过单位根(ADF)检验、格兰杰因果检验、误差修正模型等方法进行实证分析。研究表明,苹果现货价格对期货价格贡献率虽小,但短期来看仍有促进作用,从而为苹果期货与现货市场健康发展提供参考。The strategy of"rural revitalization"put forward by the 19th National Congress of the Communist Party of China is an important historical task to win the victory in building a modernization power in an all-round way,and precise poverty alleviation is an important means to realize rural revitalization.As one of the main crops in poverty-stricken areas,how to use apples to get rid of poverty is of great significance to realize rural revitalization.Based on the spot price of 70#apples in Luochuan paper bag from March 1st,2019 to March 6th,2020,and the closing price of the main apples in the futures market,this paper makes an empirical analysis by means of unit root(ADF)test,Granger causality test and error correction model.The research shows that although the contribution rate of apple spot price to futures price is small,it still plays a promoting role in the short term,so as to provide a reference for the healthy development of apple futures and spot market.

关 键 词：苹果现货 苹果期货 格兰杰因果检验 

分 类 号：F713.35[经济管理—产业经济]