大豆期货

高盛下调三个月CBOT大豆期货价格预估值为每蒲式耳8。

Goldman Sachs lowered three-month CBOT soybean futures price estimates for8.25 U.

DCE与CBOT大豆期货价格平稳过程的比较研究

A Comparative Study on the Stable Process of Soybean Futures Price Between DCE and CBOT

本文使用Granger协整检验方法对DCE（大连商品交易所）和CBOT（芝加哥商品交易所）大豆期货价格的平稳过程作了比较研究。

This paper studies stable process of soybean futures prices between DCE and CBOT by Granger co-integration test .

两种分析方法都得出目前影响大商所大豆期货价格最关键的因素是CBOT大豆期货价格和国内大豆现货价格这一结论。

Both of the two methods got the same result that the key factor , which effects the futures price of DCE , is the soybean futures price of CBOT and its domestic spot price .

并且，进一步根据两子序列的波动集群性建立一系列GARCH模型，对中国大豆期货的两个收益序列的波动性进行分析，并比较了二者的异同。

Moreover , the author sets a series of GARCH model to describe the volatility clustering of the two return series , analyzed the volatility of the return of soybean futures contracts in our country , and made a comparison towards the similarities and differences .

在CBOT与DCE大豆期货市场高度相关的基础上，利用季节调整法、R/S分析法等方法研究了CBOT大豆期货价格的季节波动规律及长程相关性。

Based on the high correlation between CBOT soybean futures market and DCE soybean futures market , it studies the seasonal fluctuating law of CBOT soybean futures price by seasonal adjustments and long-run persistence by R / S analysis method .

自3月初以来，芝加哥市场大豆期货价格已上涨40%，基准的芝加哥期货交易所（CBOT）7月合约本周突破每蒲式耳12美元关口，创下12.27美元的8个月高点。

The price of soyabeans in Chicago has surged 40 per cent since the start of March , with the benchmark CBOT July contract pushing above the key $ 12 a bushel to an eight-month high of $ 12.27 a bushel this week .

实证结果显示：DCE与CBOT大豆期货价格之间存在着明显的长期均衡关系，但是它们之间的短期波动修正关系并不明显，表明我国的大豆定价在国际上占有越来越重要的地位。

The empirical results show that the long-term equilibrium between DCE and CBOT is obvious , but the short-term volatility revision relation between them is not so obvious . It indicates that the pricing of soybeans in China is playing a more important role in the world .

大豆期货市场价格发现功能基本发挥。

Soybean futures play a basic role of market price discovery .

在对国内大豆期货市场做的实证研究结果表明，以上结论是正确的。

The empirical analysis on data of soybean futures confirms above conclusions .

中国大豆期货市场最优套期保值比率的实证研究

Empirical Research on Optimal Hedging Ratio of China 's Soybean Futures Market

对我国大豆期货投资者认知偏差的实证研究

Perceptions of the Soybean Futures Investors : An Empirical Study on Their Deviations

大豆期货价格和现货价格之间存在单向格兰杰关系。

Soybean futures prices and spot price relationship between the one-way Granger relationships .

我国大豆期货价格发现功能研究

Price Discovery Research on Chinese Soybean Futures Market

中国大豆期货市场与国际大豆期货市场价格关系实证研究

An Empirical Analysis on Price Relationship between China 's and International Soybean Futures Markets

中国大豆期货市场的风险控制

Risk Control of Soybean Futures Market of China

中国大豆期货市场和现货市场的动态关系研究

Study on the Dynamic Relations between Chinese Soybean 's Future Market and Spot Market

大豆期货价格研究分析

Study on Futures - Price of Soybeans

去年，该交易所开始提供巴西的大豆期货合同。

Last year , the Board of Trade began to offer contracts for Brazilian soybeans .

风险溢价条件下的中国大豆期货市场效率实证研究

The Empirical Research on the Efficiency of Chinese Soybean Futures Markets under the Risk Premium Framework

关于大豆期货交易的探讨

Discussion about soybean futures exchange

大豆期货前三主周期分量分别为12个月，16个月，9个月。

The three principal period component of soybean is 12 months , 16 months , 9 months .

各大豆期货市场之间又存在怎样的价格影响和信息传递关系？

Moreover what kind of price influence relationship and information conduct relationship exists in the soybean futures markets ?

分析结果显示：我国大连大豆期货价格和黑龙江大豆现货价格之间存在很强的相关性。

The results from this research suggest that the spot price and futures price have a strong correlation .

卖出大豆期货合同同时买入豆油和豆粕期货合同。

The sale of soybean futures and the simultaneous purchase of soybean oil and meal futures . See Crush Spread .

中国大豆期货市场套期保值比率与绩效要优于硬麦期货市场。

The hedging ratio and performance of China 's soybean futures market is superior to these of hard wheat futures market .

本文提出了一种首先把模拟退火算法与遗传算法互相结合，互相取长补短后，再应用到三次指数平滑模型中来，从而对大豆期货的未来价格进行自适应预测的方法。

This paper presents an adaptive cubic exponential smoothing prediction method based on the genetic algorithm and the simulated annealing algorithm .

最后，本文分析了影响大豆期货价格发现功能发挥的制约因素，并提出了完善价格发现功能的对策。

At last , author analyses the ingredient that obstacles the future price discover function , and puts forward improving suggestion .

在海外市场，大豆期货买卖，大连商品交易所结算较高的周五对预期的乐观，美国农业部的报告。

In overseas markets , soybean futures traded on the Dalian Commodity Exchange settled higher Friday on expectations of a bullish USDA report .

周一早盘交易中，大豆期货上升至每蒲式耳15.42美元，上涨1.5%，处于2008年7月以来的最高位。

Soyabean futures on Monday rose 1.5 per cent in early trading to $ 15.42 a bushel , the highest since July 2008 .