Based on Price Index: Study on Relationship of Foreign Futures Price and China Economic Fluctuation
This dissertation focuses on a relationship between foreign futures prices index represented by RJ/CRB index and China economic fluctuation. According to alterations of China politics and economy, we divide 150 prices indexes into 3 parts. Based on each part, Cause-and-effect relationship connecting foreign futures price with China economy development is analyzed by software Eviews. Furthermore, time series model is used for forecast and analysis. In-depth proposals are put forward in the last part.
transmission mechanism futures prices index cause-and-effect relationship model analysis
ZHAO Yunxia ZHAO Dongmei CHANG Qing
College of Economics and Management, China Agricultural University, P.R.China, 100083 College of Statistics and Mathematical, Shandong University of Finance, P.R.China, 250014
国际会议
威海
英文
124-131
2010-07-24(万方平台首次上网日期,不代表论文的发表时间)