期货价格

从改进θ参数、修正初始条件、等维新息处理等三个方面对原始GM（1,1）模型进行了改进，并利用真实期货价格检验改进GM（1,1）模型的拟合效果。

The original GM ( 1,1 ) model is improved by three ways , namely improving parameter θ, rectifying original condition and processing equal dimensions and new information . In addition , the real forward price is used to check the result of the improved GM ( 1,1 ) model .

建立和实现了基于灰色理论的电力市场期货价格的改进GM（1,1）预测模型。

We establish and accomplish the improved GM ( 1,1 ) forecast model for the forward price in power market , which is based on the grey theory .

期货价格在早盘深幅下跌后出现反弹，收盘时未见严重损失。

Futures prices recovered from sharp early declines to end with moderate losses .

油价资讯服务公司（oilpriceinformationservice）表示，墨西哥湾汽油现货价格较10月交割的汽油期货价格高出约28美分/加仑。

Gulf Coast spot gasoline fetched about 28 cents per gallon more than futures for October delivery , the oil price information service said .

基于VAR模型的硬麦期货价格发现研究

Hard wheat futures price discovery based VAR model

上海燃料油期货价格发现功能研究&基于GS模型的实证分析

Study on Price Discovery Function of Shanghai Fuel Oil Futures Based GS Model

基于LM算法的石油期货价格预测研究

Petroleum Futures Price Prediction Research Based on LM Algorithm

利用神经网络的BP算法，对较难解决的期货价格问题做了一些研究，获得了一定的成功。

Made use of BP of network of neurons , We researched into the difficult problem of forecasting of futures price , and achieved great success .

中国国内的交易员们则一直忙于关闭在郑州商品交易所（ZhengzhouCommodityExchange）的棉花头寸，因预计棉花储备入市将导致国内棉花期货价格大幅下跌。

Chinese traders have been closing out cotton positions on the Zhengzhou Commodity Exchange on expectations a release from the reserves will send domestic futures tumbling .

从利率期货价格看出，市场认定美联储（fed）在明年1月底前至少降息一次。

Interest rate futures markets are now pricing in as a certainty that the US Federal Reserve will make at least one cut in rates by January .

上周二，在纽约商品交易所（NewYorkMercantileExchange），天然气期货价格连续第三天反弹，上涨了1.2%，达到3.959美元/百万英热单位。

On Tuesday , natural gas futures rallied for a third day , gaining 1.2 % in the New York Mercantile Exchange to $ 3.959 a million British thermal units .

中部阿巴拉契亚煤炭现货价格是在CAPP的期货价格的基础上形成，并且收到CAPP期货价格波动的影响。

The central Appalachia coal prices are in stock of CAPP based on the futures price formation , and received CAPP futures price fluctuations .

与现货外汇市场不同，本公司的原油合约是基于ICE期货价格（基于下月的现货价格）。这种期货价格是目前世界原油工业最大的价格基准。

Unlike Spot foreign exchange , the oil contract is based the ICE futures price ( Front-Spot Month ) . This futures price is the largest price benchmark for the oil industry worldwide .

Granger因果关系检验结果表明：上述三个品种的国外期货价格都是国内期货价格的格兰杰原因；

Granger causality test shows that the international futures price of the three are Granger ly causing the domestic futures ' price .

本文首先综述研究了股指期货价格预测的多种方法，通过对不同方法的优劣性进行简要的比较分析，确定了本文选用BP神经网络对股指期货价格进行预测。

After a brief comparative analysis of the pros and cons of different methods , the author selects BP neural network as a basic approach for forecasting the price of stock index futures .

北京绿豆期货价格Nordhaus和Arrow模型的实证分析

Testing Mung Bean Futures Market in Beijing Commodity Exchange Based on Nordhaus Model and Arrow Model

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 .

同时，通过对两个时间序列进行Granger因果检验，从所得结果可以看到，股指期货价格与股指现货市场价格之间呈现出双向的引导关系，两者互为Granger因果原因。

Then by using Granger Causality test , we can see that there is a bi-directional relationship between the price of stock index and stock index futures market .

若现货和期货价格变动完全一致，VaR最优套期比等于传统套期比。

Furthermore , the VaR hedge ratio is equal to traditional hedge ratio under the hypothesis of the same direction and magnitude of spot and futures ' price fluctuation and perfect positive correlation .

发现两市期货价格之间存在Granger因果关系、协整关系、同向变动关系和长期的共同趋势。

We found that there is Granger Causality relation and co-integrated relation and same direction change relation and long-term common trend between Shanghai 's and London 's metal futures prices .

去年，西德克萨斯中质原油期货价格比北海布伦特原油（brent）期货价格低了10美元。

West Texas Intermediate crude oil futures last year traded as much as $ 10 a barrel less than Brent , its rival from the North Sea .

为了减少短期趋势的影响，作者使用Chen和Peters提出的方法去除小麦期货价格和成交量的短期趋势。

In order to reduce the influence of short-term trend , the author uses the methods putting out by Chen and Peters to eliminate wheat futures price and volume of short-term trend .

在保证金为零的情况下，期货价格F0与远期价格G0相等是一个熟知的结果。

It is well known that the futures price F 0 is equal to the forward price G 0 under the condition of zero margin .

对日、周、月数据的研究发现，H值均大于0.5，这说明期货价格波动并不遵循有效市场理论，期货价格时间序列的观测值之间不是相互独立的，期货价格时间序列具有持久性趋势。

Results show that H value is greater than 0.5 , which indicates that futures price fluctuation does not follow the effective market theory . The observed value between the futures prices is time series not independent . Futures prices time series exhibit permanent trends .

随着纽约商交所（nymex）的原油期货价格达到每桶142美元，当前的石油危机与坏运气和地质学两者同样相关。

The current oil shock , with NYMEX crude touching $ 142 , has as much to do with bad luck as geology .

随着阶数q值的变化，WTI原油期货价格序列的广义Hurst指数从0.8625递减到0.3097，其他石油期货市场也具有类似的特点。

Along with the order q changing , the Generalized Hurst index of WTI crude oil futures prices sequence decreases from 0.8625 to 0.3097 , and similar characteristics exit in other oil futures markets .

农产品价格上扬，再加上石油和金属价格上涨，促使路透/杰佛瑞大宗商品期货价格指数（reuters-jefferiescrb）升至两年高点。

The agricultural rally , coupled with stronger oil and metals prices , propelled the reuters-jefferies CRB commodities index to a two-year high .

在EWMA和GARCH模型思想的基础上，提出基于GARCH-EWMA的期货价格预测模型，为期货市场合约价格的预测提供新的预测方法。

Future price model is introduced based on the model of EWMA and GARCH , which offers a new computing method for the determination of the future markets .

本文以大连市商品交易所为背景，将RBF神经网络技术应用于期货价格预测领域，构建了基于RBF神经网络的期货价格预测模型，以期能够更好的服务期货投资者。

In this thesis , the writer uses neural network technology to forecast the futures ' price , building a forecasting model called The Forecast Model of Futures Based on RBF neural network with the background of Dalian Commodity Exchange , hoping to serve investors better .

在长期原油期货价格大幅上涨之际，作为西方国家的石油监管机构，国际能源机构（IEA）将于今日会见金融、贸易、生产、提炼领域的专家和经济学家，讨论当前价格上涨的根本原因。

The surge in long-dated prices comes as the International Energy Agency , the western countries ' oil watchdog , meets financial , trading , producing , refining and economic experts today to discuss the roots of the current price rise .