摘要
本文简要介绍了商品期货套利理论,就其跨品种套利进行了实证研究,选取相关性较强的油脂类期货品种豆油和棕榈油,进行了相关性研究,从理论上分析得出了套利区间并说明了当前存在套利机会的原因,指明了在这种情况下如何进行相关的套利操作。
The article briefly introduces interest arbitrage theory of commodity futures, makes an empirical study on the inter-commodity interest arbitrage and makes a correlational study through choosing the soybean oil and palm oil from oil futures with strong correlation. Through analysis, it gets arbitrage interval and expounds the causes of the existing arbitrage opportunity and finally points out how to make related arbitrage operations in this case.
出处
《科教导刊》
2013年第11期182-182,212,共2页
The Guide Of Science & Education
关键词
跨品种套利
豆油
棕榈油
inter-commodity interest arbitrage
soybean oil
palm oil
