Measurement study of agricultural product financialization based on natural rubber futures market
Journal Title: 广东农业科学 - Year 2018, Vol 45, Issue 1
Abstract
"With the week data from January 2011 to April 2017 on the Chinese natural rubber futures market， The paper analyzed the information spillover effects and the time-varying characteristics of natural rubber futures at home and abroad in the international financial market，the fluctuation relationship between financial futures market and commodity prices in different period，and did financial measure by constructing the VAR model，then，the paper found that there is a significant one-way information spillover effect between Chinese natural rubber market and the domestic and international financial markets.It is a one-way spillover of the natural rubber market by financial markets.. There is a relatively high level of information spillover between Chinese natural rubber market and the domestic and international financial markets.Tt reached the maximum in the third period，That is about 15%. In the direction of spillover，the international financial market is a obviously net spillover to China's natural rubber market. Compared with the international financial market，the information spillover of the domestic market is low and not obvious."
Authors and Affiliations
Guo-han CHEN, De-sheng ZHANG
Keywords
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- EP ID EP592115
- DOI 10.16768/j.issn.1004-874X.2018.01.023
- Views 62
- Downloads 0
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