首页 | 本学科首页   官方微博 | 高级检索  
     检索      

中日天然橡胶期货市场风险比较研究
引用本文:杨雪,乔娟.中日天然橡胶期货市场风险比较研究[J].技术经济,2009,28(6):80-84.
作者姓名:杨雪  乔娟
作者单位:中国农业大学经济管理学院,北京,100193
摘    要:本文利用相关性分析、协整检验等方法以及基差分析和成交量与交割率分布等指标,分别对中日天然橡胶期货市场价格的非正常波动和流动性风险状况进行了比较分析。结果表明:中国天然橡胶期货市场价格的非正常波动风险与日本市场相比较低;中国天然橡胶期货市场的流动性水平在不断增强,但中日两国天然橡胶期货市场的成交量和交割率的分布差异较大,给持有不同目的的交易者带来的风险均有差异。

关 键 词:天然橡胶  橡胶期货  期货市场风险  中国  日本

Comparative Study on Risks of Natural Rubber Futures Market between China and Japan
Yang Xue,Qiao Juan.Comparative Study on Risks of Natural Rubber Futures Market between China and Japan[J].Technology Economics,2009,28(6):80-84.
Authors:Yang Xue  Qiao Juan
Institution:College of Economics and Management;China Agricultural University;Beijing 100193;China
Abstract:In this paper,relativity analysis,Co-integration test and basis analysis have been used to evaluate abnormal price fluctuation,and liquidity risk is measured by trading volume and delivery rate.The results show that:abnormal price fluctuation risk of natural rubber futures market in China is lower than that in Japan;there is great difference on distribution of trading volume and delivery rate between two countries' markets,and the liquidity level of natural rubber futures market in China is being improved s...
Keywords:natural rubber  rubber futures  risk of futures market  China  Japan  
本文献已被 CNKI 维普 万方数据 等数据库收录!
点击此处可从《技术经济》浏览原始摘要信息
点击此处可从《技术经济》下载免费的PDF全文
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号