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基于基差的套期保值交易决策分析

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摘要 利用期货市场的套期保值功能减少企业的经营风险是中国发展期货市场的初衷,而套期保值效果的好坏很大程度上取决于基差的变化。基差是衡量现货价格和期货价格关系的重要指标,也是关系套期保值成败的主要因素,套期保值能否实现预定的目标,关键在于基差的变化。本文介绍了套期保值交易、基差交易以及基差变化对套期保值效果的影响,并着重探讨了基于基差的套期保值交易决策方法。
作者 彭继增
出处 《青海社会科学》 CSSCI 2008年第1期50-53,57,共5页 Qinghai Social Sciences
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