futures price

Ripe futures markets play a role of pricing non-ferrous metal, and futures price may be weathervane to spot price.

因为成熟的期货市场可以发挥对有色金属的定价功能，期货价格往往成为现货价格的风向标。

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With Cross-time arbitrage as the starting point, this article deduce the stock index futures price formulas through the use of no arbitrage pricing method, and deduce the formular of No-arbitrage interval bounds through the cash flow analysis.

并利用无套利定价法推导出了股指期货的理论价格公式以及利用现金流分析法推导出了无套利区间的上下界公式。

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Research on the Compilation of China Metal Futures Price Index

我国金属期货价格指数编制及其实证研究

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A Demonstrative Study on Dynamic Relationship of International Oil Futures Price and US Dollar Index

国际石油期货价格与美元指数动态关系的实证研究

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The theory foundation of futures pricing is based on the principle that the quotation of two similar capital in two markets shall necessary be the same. The futures price will ultimately converge to the cash price.

期货定价的理论基础是两份相同的资产在两个市场中报价必然相同，期货价格最终要收敛于现货价格。

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

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。

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For long and short hedges with futures: futures price + expected basis.

对于使用买卖期货来避险的是指期货价格加上预期基点.

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The pair wise granger causality test suggests that the stock index futures price and spot market price are mutual granger reasons. Both the derivative and cash market have effect on the price process.

在VAR模型下的格兰杰因果检验中发现股指期货和现货价格互为格兰杰原因，表明价格发现是两个市场相互作用的过程。

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For short-term traders in the spot market, they may refer to stock index futures price for making investment decision, then set up a risk management system between stock index futures market and spot market.

对于现货市场的短线交易者，可以参考股指期货价格走势作为投资决策方向的一个预判指标，在股指期货市场和现货市场之间构建-个风险管理体系。

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This paper, therefore, largely studies the term structure of commodity futures price because of the young financial futures relative to the commodity futures in China and no enough data available.

由于我国期货市场上金融期货上市较迟，相比于商品期货市场还很稚嫩，而且可得数据较少，故本文的研究主要是针对商品期货价格的期限结构。

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These factors influence the international gold futures prices in New York and then reflect in the price of Shanghai gold futures price.

这些国际因素的影响通过纽约黄金期货价格反映到上海黄金期货价格中。

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Mechanisms of dynamic impact of sugar futures price in Zhengzhou commodity exchange on Nanning sugar stock price

郑州白糖期货价格对南宁糖业股价的动态影响机制

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The CBOT futures price formed in the open bidding trade has also become the direction indicator of world corn price, according to which the producers all over the world estimate and predict the developing trend of future market in order to adjust and arrange production and operation.

CBOT通过公开竞价交易形成的期货价格也成为世界玉米价格的风向标，各国生产经营者据此价格的涨跌行情来判断和预测未来市场行情的演变趋势，以调整和安排生产经营活动。

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Hard wheat futures price discovery based VAR model

基于VAR模型的硬麦期货价格发现研究

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Dynamic relationship between electricity futures price and spot price based on panel data model

基于面板数据模型的期货和现货电价的动态关系分析

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The difference between the cash price and the futures price of a commodity.

指某一商品的现货价格与期货价格之间的价差。

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

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；

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The changes of stock index futures price is ahead of the spot market, and the futures market has the function of price discovery.

我国股指期货价格变动领先于现货市场的价格变动，期货市场具有价格发现功能。

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This white sugar futures price and the fundamentals of supply exceeding demand in the clash.

这使白糖期货的价格与供大于求的基本面产生矛盾.

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This paper aims at the analysis of price relationship between China's and international soybean futures market, which is to study if China's futures price is significantly positively correlated with international futures price, and if the futures markets of the soybean have Co-integration relationship.

本文的主要目标是探析中国大豆期货市场与国际大豆期货市场价格关系，即我国大豆期货价格是否与国际大豆期货价格具有很强的相关性，各大豆期货市场之间是否是存在着市场整合关系？

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The data used in the empirical research are weekly price of Shanghai gold price and COMEX futures price.

选用上海黄金现货价格和COMEX的黄金期货价格数据作为样本研究了最优黄金期货套期保值效率问题。

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Historical volatility is the actual measure of futures price movement from the past.

历史波幅是对过去的期货价格运动的实际测量.

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This paper made the stock index futures price, discussed its tenable condition, established the actual no-arbitrage math model of stock index futures and studied the actual arbitrage of stock index futures.

本文首先对股票指数期货进行定价，然后就其成立的假设条件进行讨论，建立了实际的股票指数期货无套利数学模型，并结合实例对股票指数期货套利进行了实务研究。

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

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。

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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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The term structure of futures price refers to the relation between futures price and different maturities at a point. Also the term structure is a representation of the inter-temporal price relationship between futures contracts with different maturities, indicating changes between futures price and spot price over time.

期货价格的期限结构是指在某一时点期货价格与不同到期期限的关系，也是不同到期期限的期货合约的跨期价格关系的呈现，描述了不同时点期货价格与现货价格的变动关系。

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A Study on Making Stook Index Futures Price and Matter of Fact Arbitrage

股票指数期货定价与套利实务研究

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And the futures price of CAPP coal and spot price made an empirical analysis, the results showed that the American nymex futures price of CAPP and spot price exists between the long-term stability of co-integration relationship.

并对CAPP煤炭期货价格和现货价格作了一个实证分析，结果表明美国纽约商业期货交易所的CAPP期货价格和现货价格之间确实存在长期稳定的协整关系。

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The role which grain futures price play in spot market should be further strengthened.

粮食期货价格对现货市场作用有待进一步加强。

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The difference between the spot or cash price of a commodity and the futures price of the same or a related commodity.

现货或商品的现金价格和相同的期货价格或相关价格的差额。

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