2008•Shuxue de shijian yu renshiRequires access

Corn futures Market Price Discovery Function of Empirical Analysis in China

Qin Li-ping

Abstract

The correlation coefficient,cointegration test,Granger causality test,as well as methods of Dalian Futures Exchange corn futures market price discovery function of the empirical analysis.The results show that:Corn futures prices and spot prices cointegration relationship exists between the futures price has a good price discovery function of the existence of futures prices and spot prices of two-way Granger guide;corn futures market price discovery function in futures prices a decisive role.

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Key concepts: Futures contract, Price discovery, Cointegration, Economics, Granger causality, Normal backwardation, Forward market, Econometrics