Shanghai Futures Exchange

The Effectiveness of Price Limits on the Futures Price Discovery Process and Volatility: An Empirical Analysis in Shanghai Futures Exchange

涨跌停板制度对期货市场价格发现过程及波动性的影响&基于上海期货交易所的实证研究

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January 9th 2008, gold futures contracts traded at the Shanghai Futures Exchange, market achieve the qualitative change from commodity market to financial market.

2008年1月9日，黄金期货合约在上海期货交易所挂牌交易，实现了中国黄金市场由商品性市场向金融性市场质的转变。

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volatility, trading volume, market depth: evidence from copper futures in shanghai futures exchange

期货波动与交易量和市场深度关系的实证研究

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The futures prices of fuel oil of Shanghai Futures Exchange were analyzed through model building with Cointegration theory, VAR-based Grange Causality testing and impulse analysis.

采用协整理论及基于VAR的Grange因果关系检验与冲击反应函数方法对中国上海期货交易所燃料油期货价格作建模分析。

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The research to the liquidity of stock index futures simulation trade in Shanghai futures exchange and the price discovery is valuable.

因此对上海期货交易所股指期货模拟交易流动性，以及价格发现的研究显有价值。

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Copper stockpiles tallied by the London Metal Exchange are at the highest level since August 2010, while inventories monitored by the Shanghai Futures Exchange recently jumped to a nine-month high of 161,062 tons.

伦敦金属交易所记录的铜库存量目前达到2010年8月以来最高水平，而上海期货交易所监测的库存水平近期则跳升至9个月以来最高位，达到161062吨。

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Currently, gold and silver commodity futures have been listed on the Shanghai Futures Exchange and have initiated the continuous trading system.

目前，黄金与白银期货品种都已经在上海期货交易所上市并已经启动了连续交易制度。

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Exchange data published yesterday showed one fund, Shanghai Chaos an investment fund that had previously held the biggest short position in copper on the Shanghai Futures Exchange had halved its holdings of bearish copper bets from 33,800 contracts.

昨日公布的交易所数据显示，之前在上海期货交易所持有最大铜空头头寸的投资基金&上海混沌投资（Shanghai Chaos），已将所持看跌铜的合约从3.38万份减少一半。

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In this study co-integration test is performed to find out whether there is a co-integration relationship between copper spot price and futures price in Shanghai Futures Exchange.

通过协整关系检验得出上海期货交易所期货价格与现货价格之间存在着明显的协整关系。

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As to the trading ring, the author suggests that Shanghai Futures Exchange should be our first choice.

关于交易场所的选择，本文认为上海期货交易所应是首选。

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The launch of stock index futures is thought to mark the first in a series of derivative products to be rolled out for trading on Shanghai's Financial Futures Exchange.

股指期货的推出被认为标志着上海金融期货交易所首次推出金融衍生产品系列。

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Do empirical studies through comparing the data of copper futures contract price traded in Shanghai Futures Exchange with the published data of copper spot price in the Net of Shanghai Metal, The method of copula and the traditional non-parametric methods were compared.

通过使用上海期货交易所交易的铜期货合约价格与上海金属网公布的铜现货价格数据进行实证研究，将笔者提出的新方法与传统的方法进行比较。

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The second chapter of this paper has an empirical study on the hedging function of fuel oil futures market in Shanghai Futures Exchange, comparing to that of other oil futures market and providing explanation to the compared result.

本文的第二章对上海期交所的燃料油期货合约套期保值功能进行实证研究，并与世界主要石油期货市场的套期保值功能发挥状况进行比较，对比较的结果提供解释。

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August 25,2004, fuel oil futures re-listed on the Shanghai Futures Exchange, it is an important milestone in the resumption of fuel oil futures of China.

2004年8月25日，燃料油期货重新在上海期货交易所挂牌上市，这成为中国重启燃料油期货的一个重要里程碑。

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In January 9, 2008, gold futures are listed for trading on the Shanghai Futures Exchange ( SHFE) for the first time.

2008年1月9日，黄金期货在上海期货交易所首次挂牌交易。

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On August 25th 2004, the first oil futures product: fuel oil futures was listed on Shanghai Futures Exchange successfully based on many years preparation, which indicates that oil futures exchange is developing towards a right direction step by step.

2004年8月25日，我国石油期货首个品种：燃料油期货终于在上海期货交易所上市，这也标志着我国的石油期货市场正在一步一步的规范发展。

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Based on the concept of history, we suggest a new method to test market efficiency. Then we use this method to do a test of market efficiency in copper futures market in Shanghai Futures Exchange and find that the market is weak efficient.

基于历史概念，提出一种新的市场有效性检验方法，并对上海期货交易所的铜期货市场进行了市场有效性检验，得出了该市场基本符合弱式有效的结论。

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Last year, the Shanghai futures exchange was the 10th-largest derivative exchange in the world by volume, according to the Futures Industry Association, and the Zhengzhou and Dalian exchanges were just behind it.

根据期货业协会（Futures Industry Association）的数据，以成交量计，上海期货交易所去年是全球第十大衍生品交易所，郑州和大连交易所紧随其后。

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var models for futures investment: an empirical analysis based on last 15-year's historical data of copper futures in shanghai futures exchange

期货投资的VaR模型及实证分析&以上海期铜15年历史数据为例

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Metals can now be traded on the LME after London closes, on the Shanghai Futures Exchange during its night trading and on the Nymex after the close of the US day.

如今伦敦金属交易所在伦敦市场收市之后、上海期货交易所在夜间以及纽约商品交易所（Nymex）在美国日间交易结束后都可以从事金属期货交易。

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This paper examines the effect that price limits have on futures prices of Shanghai Futures Exchange by testing what happens to price changes and volatility on the trading day following a limit-lock day.

本文通过检验在出现涨跌停板之后一个交易日的期货价格及其波动性的变化情况，研究了涨跌停板制度对上海期货交易所期货价格变动的影响。

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As far as copper futures price is concerned, there are three major trading places: the London Metal Exchange ( LME), the Commodity Exchange Division of the New York Mercantile Exchange ( COMEX/ NYMEX) and the Shanghai Futures Exchange ( SHFE).

就铜的期货价格而言，有三个重要的交易场所：伦敦金属交易所（LME），纽约商品交易所的商品交易部（COMEX／NYMEX），和上海期货交易所（SHFE）。

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Shanghai: copper futures woke up from their holiday slumber yesterday and jumped up to record highs at the Shanghai Futures exchange.

上海：铜的期货交易从昨日的假日休眠中醒了过来，在上海期货交易所上的价格飚升至创纪录的高度。

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There are now 28 products traded on the country's markets. Trading volume has surged over the years, with a particularly important contract on the Shanghai Futures Exchange in copper a metal sometimes described as an economic bellwether.

目前在中国市场上交易的商品期货共有28种，交易额在过去几年不断攀升，其中在上海期货交易所交易的铜期货合约在国际市场尤其具有重要地位。

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The Shanghai Futures Exchange noted that new futures contracts required lengthy approvals by several government ministries, but declined to comment on the progress of the crude oil contract.

上海期货交易所指出，新的期货合约需要经过多个政府部委的审批，整个过程相当漫长。该交易所不愿评论原油合约的审批进展情况。

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Wang Lihua, head of the Shanghai Futures Exchange, yesterday said that the contract was "strategic" for the exchange as it sought to become an international commodities trading hub.

上海期货交易所理事长王立华昨日表示，在上期所寻求成为国际大宗商品交易中心之际，上述原油期货具有“战略”意义。

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the results show that in contrast to london mental exchange's copper, there is no leverage effect in shanghai futures exchange during the whole period.

结果表明：从整体来看，上海期铜市场收益波动不具杠杆效应，而伦敦期铜市场具有显著的杠杆效应；

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2009 March 27, steel futures ( rebar and wire) was officially listed and traded in the Shanghai futures exchange.

2009年3月27日，钢材期货（螺纹钢与线材）正式在上海期货交易所上市交易。

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In addition, Chinese investors have significant positions in commodities futures, especially base metals at the Shanghai Futures Exchange.

此外，中国投资者持有大量大宗商品期货头寸，尤其是在上海期货交易所交易的贱金属。

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Already, the copper futures contract on the Shanghai Futures Exchange is used as a reference for global prices, allowing domestic traders to hedge their exposure without having to venture into unfamiliar overseas territories.

但这种信心或许放错了地方。上海期货交易所的铜期货合约已成为全球价格的一个参照，这使得中国交易员能够在国内对冲自己的头寸，而不必到陌生的海外市场冒险。

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