Empirical Study on the Relationship of Commodity Futures with Foreign Exchange and Stock Markets;
商品期货与外汇、股票市场关系的实证研究
This paper uses the main trade contracts of three commodity futures markets in China as the research sb- jects,carries out the empirical analysis on the futures earning ratio by means of unit root test and serial correlation test.
现以我国三个商品期货市场的主要交易品种合约为研究对象,运用单位根检验、序列相关检验对期货收益率进行实证分析,其结果表明我国所有期货品种的价格时间序列满足一阶单整过程,棉花、铜期货品种的收益率时间序列服从随机游走过程,而大豆、豆粕、天胶、硬麦四个期货品种的收益率时间序列存在3阶自相关,我国商品期货市场整体上尚未达到弱式有效。
Using variance ratio test,this study examines the weak form efficiency hypotheses for China s commodity futures markets during 1999-2004.
随机游动模型的方差比率检验方法可以被用于检验中国商品期货市场的有效性程度。
Delivery location options and premiums and discounts setting of commodity futures contracts;
交割地点选择权与商品期货合约升贴水设置
Because the copper, aluminium, rubber and fuel are related to the cost of manufacture and usage, and also the raise of cost will weaken the prospect of automobile industry, we can suppose that automobile industry index has negative correlation with commodity futures index, their causality is that the price change of futures commodities will cause the chang.
本文就商品期货指数在汽车生产经营中的应用进行了初步探讨，研究期货指数是否可能应用于汽车的生产经营决策，以及如何应用于汽车的生产经营决策。
We deduced two functions from the systemic and empirical research of commodity futures index.
本文以指数基本理论和方法研究为背景，在对国际商品期货价格指数系统研究和实证分析的基础上，推论出商品期货指数的两个最重要的功能：一是作为商品价格的预警指示器，为政府管理部门、国内外投资者和研究者了解和把握本国商品市场动态提供适用的先行参照指标；二是作为衍生投资工具标的物，为寻求快速参与商品市场的投资者提供捷径，便于其进行有效的资产投资管理。
Application and Study of the Commodity Future in the Asset Portfolio;
大宗商品期货在资产组合中的应用与分析
commodity futures contract
商品期货合约，商品期货合同
Commodity Futures Trading Commission (CFTC)
商品期货交易委员会
The Models of Commodity Futures Interdelivery Spread and Their Empirical Studies;
商品期货跨期套利模型及其实证分析
Study on China s Commodity Futures Prices Index During the Transition Period;
中国转轨时期商品期货价格指数研究
Commodity Future Trading Commission [CFTC] [United States]
商品期货交易委员会〔美国〕
The Research on Herding Behavior in Chinese Commodity Futures Market;
我国商品期货市场羊群行为实证研究
An Empirical Study on the "Roller Coaster" Phenomenon in Commodities Future Markets;
商品期货市场“过山车”现象实证研究
The Research of Risk Control about Commodity Futures Market in China;
中国商品期货市场风险控制问题研究
The Construction of the Commodity Futures Index and Study of Its Functions;
商品期货指数的编制研究及功能检验
The Theory of Commodity Futures Cash-Settled study and Analysis;
商品期货现金结算的理论研究与分析
An exchange where commodity futures and/or futures options are traded.
一个商品期货和/或者是期货期权买卖的交易场所。
Exchange for Physicals is Effective Form of Delivery of A Large Amount of Commodity Futures
期转现是大宗商品期货交割的有效形式
An Empirical Study on Transaction Strategies about Soybean Futures Hedging;
商品期货套期保值交易策略的实证研究
Options Pricing of the Convenience Yield for Futures and Its Demonstration;
商品期货便利收益的期权定价及实证检验
Basis Change and Effect of Hedging in Futures;
基差的变化与商品期货套期保值的效果
The Estimation and Comparison Research of Optimal Hedge Ratio for Commodity Futures
商品期货最优套期保值比估计及比较研究
A Study of the Relationship between Exchange for Physicals and the Function of Chinese Commodity Futures Markets
期转现与中国商品期货市场功能关系研究
Fractional Pricing Model for Commodity Futures Options and Its Empirical Study
分数商品期货期权定价模型及其实证研究