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Finance  2024 

生猪期货价格对现货价格的影响机制研究
Study on the Influence Mechanism of Pig Futures Prices on Spot Prices

DOI: 10.12677/fin.2024.145184, PP. 1809-1813

Keywords: 生猪期货,价格发现,市场相关性
Pig Futures
, Price Discovery, Market Relevance

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Abstract:

本文探讨了生猪期货对现货市场的价格发现作用,并通过对国内外相关文献的综述,结合EViews软件进行实证分析。本文旨在揭示生猪期货市场如何有效预测和引发现货市场价格变动。研究结果表明,生猪期货市场具有显著的价格发现功能,对现货市场价格具有引导作用。本文的研究有助于深入理解生猪期货市场的运行机制,为相关决策提供理论支持。
This paper explores the price discovery function of pig futures in the spot market and conducts an empirical analysis using EViews software, supported by a review of relevant domestic and international literature. The paper aims to reveal how the pig futures market effectively predicts and guides spot market price fluctuations. The research findings show that the pig futures market has a significant price discovery function and has a guiding role in spot market prices. This study helps to better understand the operation mechanism of pig futures market and provides theoretical support for related decision-making.

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[6]  周大朋, 程金花, 谢政璇, 等. 基于动态视角下的生猪期货市场价格发现功能变动情况研究[J]. 中国证券期货, 2024(2): 18-24.

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