| 中美黄金期货市场价格关系实证研究 |
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| 引用本文： | 李媛.中美黄金期货市场价格关系实证研究[J].经济研究导刊,2009(15):53-54. |
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| 作者姓名： | 李媛 |
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| 作者单位： | 青岛大学,经济学院,山东,青岛,266071 |
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| 摘 要： | 通过对纽约商品交易所和上海期货交易所黄金期货指数收盘价的相关性分析、协整检验、格兰杰因果检验,考察了中美黄金期货价格的关系,分析了中美黄金期货的引导地位,结果表明美国纽约商品交易所黄金期货价格引导中国上海期货交易所黄金期货的价格,继续完善国内黄金市场体系建设,提高中国黄金期货市场的国际影响力和竞争力。
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| 关 键 词： | 黄金期货 相关性 ADF检验 协整 格兰杰因果检验 |
Positive Research on the Relationship of Futures Price in Sino-American Gold Futures Market |
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| LI Yuan.Positive Research on the Relationship of Futures Price in Sino-American Gold Futures Market[J].Economic Research Guide,2009(15):53-54. |
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| Authors: | LI Yuan |
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| Institution: | College of Economics Qingdao University;Qingdao 266071;China |
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| Abstract: | Through correlation analysis, cointegration tests, Granger causality test on the Relationship of the closing price of the gold futures index in the New York Commodity Exchange and the Shanghai Futures Exchange, the relationship of the gold futures price is researched, and the guidance of the gold futures position between the China and America is analyzed. The conclusion is that gold fu- tures prices of the New York Commodity Exchange guide the gold futures prices of the Shanghai Futures Exchange. The system... |
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| Keywords: | gold futures correlation augmented dickey-fuller test cointegration granger causality test |
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