| “套期保值”分析 |
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| 引用本文： | 杨奕宽.“套期保值”分析[J].商业研究,2007(3):153-156. |
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| 作者姓名： | 杨奕宽 |
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| 作者单位： | 集美大学,福建,厦门,361021 |
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| 摘 要： | 国内外一些学者把套期交易和套期保值联系在一起。对上海商品交易所2003-2005年天然橡胶期货与现货价格实际变化情况进行研究,发现套期交易除了有锁定价格的作用外,还存在期货价格和现货价格的同方向不同幅度的变动,即套期存在保值差异和逆向风险。因此,套期保值应表述为套期锁险。
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| 关 键 词： | 套期保值 套期锁险 保值差异 逆向风险 |
| 文章编号： | 1001-148X(2007)03-0153-03 |
| 收稿时间： | 06 1 2006 12:00AM |
| 修稿时间： | 2006年6月1日 |
The Analysis on Future-hedge |
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| YANG Yi-kuan.The Analysis on Future-hedge[J].Commercial Research,2007(3):153-156. |
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| Authors: | YANG Yi-kuan |
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| Institution: | Jimei University, Xiamen 361021, China |
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| Abstract: | The definition review of hedge often makes it connected with a value - unchanged method. By presenting the records of Native - rubber stock prices and future prices, the paper finds the fix - lost, the running risk and the risk of up - down prices upon the spot and future. This leads to the conclusion that there are risks in hedges which are the free - running risk and the up - down risk. The value - unchanged - method of hedge ought to be described as fix - lost. |
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| Keywords: | future - hedge fax - lost running risk up - down risk |
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