生猪期货价格对现货价格的影响机制研究  

Study on the Influence Mechanism of Pig Futures Prices on Spot Prices

作　　者：江左娴 穆野 张慧琴 

机构地区：[1]南京审计大学金融学院,江苏 南京

出　　处：《金融》2024年第5期1809-1813,共5页Finance

摘　　要：本文探讨了生猪期货对现货市场的价格发现作用,并通过对国内外相关文献的综述,结合EViews软件进行实证分析。本文旨在揭示生猪期货市场如何有效预测和引发现货市场价格变动。研究结果表明,生猪期货市场具有显著的价格发现功能,对现货市场价格具有引导作用。本文的研究有助于深入理解生猪期货市场的运行机制,为相关决策提供理论支持。This paper explores the price discovery function of pig futures in the spot market and conducts an empirical analysis using EViews software, supported by a review of relevant domestic and international literature. The paper aims to reveal how the pig futures market effectively predicts and guides spot market price fluctuations. The research findings show that the pig futures market has a significant price discovery function and has a guiding role in spot market prices. This study helps to better understand the operation mechanism of pig futures market and provides theoretical support for related decision-making.

关 键 词：生猪期货 价格发现 市场相关性 

分 类 号：F42[经济管理—产业经济]