【下载】沪铜期价影响因素的实证分析

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Th is a rti cles tartedw itht het heory ofco mmodityf uturesp rice,co nsultedt he
SHFE's copper prompt sale handbook, discussed its characteristic and forming
mechanism, analyzed the determinants of SHFE's copper futures price. Then this
paperp aida ttentionto c arryo nth ee mpiricalan alyzesto th em ainfa ctors.It m ainly
used the Co-integration and Granger-causality theory to do the statistic analyze on
the date of SHFE's copper futures price, the spot price, futures price of LME,
industrialp roductioni ncreasein v alueo fou rco untry andC rudeo ilpr icein dex,in
order to find out the relationship between the SHFE's copper futures price and it's
determinants. Moreover through the G-S and EC-GARCH analyzed on the SHFE's
price discovery, futures basis and international pricing, we have a further study of the
efficiency of the market

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关键词：实证分析 影响因素 Determinants relationship determinant 下载 实证 影响因素 期价

谢谢你了  好东西 感谢

数据有点不全？01年的以来怎么只有黄金和原油？

有点用处，谢谢楼主啊

楼主，这种文章还拿出来买，发一篇核心都不行，也亏毕业的早，拿到现在能毕业才怪了。我是专门研究铜价预测的，有要的联系一下。让大家欣赏我的硕士论文。