SHFE

基本解釋

The simulation result on data of SHFE copper futures from 1997 to 2008 supports the RPF effect.
對滬期銅品種1997-2008年數(shù)據(jù)的模擬結果支持了我國商品期貨市場確實存在風險溢價轉移效應現(xiàn)象。
This is what resulted in the premium on SHFE copper relative to LME prices. Arbitrageurs were eager to take advantage of the price differential.
這導致了上海期貨交易所的銅價高于倫敦金屬交易所的銅價。套利者迫切希望從這一價差中獲利。
The first-lagged SHFE and LME market volatilities, SHFE trading volume, LME excess returns are the determinants of dynamic market integration.
影響兩個市場動態(tài)整合度的因素有滯后一期的市場風險、滬銅成交量、倫銅的超額收益等。
The Statistics and the Basic Econometrics are mainly applied to analyze the SHFE copper futures and main influence factors from Jul 2000 to Jul 2003 in this text.
本文主要運用數(shù)理統(tǒng)計學與計量經(jīng)濟學方法對2000年7月至2003年7月上期所銅期貨價格以及相應的主要影響因素進行實證分析。
Using a bivariate EGARCH model including cointegration errors, this paper studies the dynamic integration between Shanghai (SHFE) and London (LME) copper futures markets.
摘要本文運用含協(xié)整殘差的雙變量EGARCH模型，研究上海SHFE和倫敦LME銅期貨市場的動態(tài)整合關系。