大豆科学2018，Vol.37Issue(1)：131-135,5.DOI:10.11861/j.issn.1000-9841.2018.01.0131
大豆市场情绪、期货现货价格的相关性研究
A Study on the Correlation between Soybean Market Sentiment, Spot Price and Futures Price
石泽楠 1董玲1
作者信息
- 1. 太原理工大学经济管理学院,山西晋中030600
- 折叠
摘要
Abstract
In this paper,MSIH (3)-VAR (3) model was used to select the weekly data from July 2014 to June 2017,and test the market sentiment from the perspective of non-linearity.The mean value between soybean futures price and spot price Overflow relationship.The results showed that:(1) Soybean futures prices and market sentiment have a positive response to each other,and the spot price and market sentiment between the negative effects.(2)Soybean spot price and futures prices between the mean overflow,the market sentiment is the middle factor of the relationship between the soybean futures price and the spot price.(3) The market sentiment is the middle factor of the soybean futures price and the spot price.Finally,according to the conclusion of this paper,the relevant suggestions are put forward.关键词
大豆期货价格/大豆现货价格/市场情绪/均值溢出/MS-VARKey words
Soybean futures prices/Soybean spot price/Market sentiment/Mean overflow/MS-VAR分类
管理科学引用本文复制引用
石泽楠,董玲..大豆市场情绪、期货现货价格的相关性研究[J].大豆科学,2018,37(1):131-135,5.
