摘要
本文运用误差修正模型对中外期货价格指数进行实证分析。结果表明,世界经济格局的改变,使得中国经济的发展对国际大宗商品价格走势的影响日益增强,中国期货市场的国际定价影响力已经显著提高。
In this paper, using error correction model of domestic and foreign ;utures price index, empirical analysis shows that China＇s economic development have a growing impact on the international commodity price movements, and the influence of China＇s futures market on international price has been significantly enhancing.
出处
《技术经济》
2010年第3期106-113,共8页
Journal of Technology Economics
关键词
期货市场
定价影响力
经济发展
误差修正模型
futures market
influence on pricing
economic development
error correction model
