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随着我国社会经济的发展,期货市场随着现货市场的发展而产生,对现货供应商和投资者的经济需要提供支持。本文通过向量自回归模型、Johansen协整分析、Granger因果检验等方法和层面逐级分析了以大豆为例的农产品期货价格的调整关系,为我国农产品期货市场获得国际价格的权利做好良好基础工作。
With the socio-economic development in our country, the futures market has emerged along with the development of the spot market, and has provided support to the economic needs of spot suppliers and investors. In this paper, by means of vector autoregressive model, Johansen cointegration analysis, Granger causality test and other methods and levels step by step to analyze the adjustment of soybean futures prices for the adjustment of the relationship for China’s agricultural futures market to obtain the international price right to do a good job .