论文部分内容阅读
本文选取2006年1月至2013年12月的国内食糖现货价格数据以及国际食糖期货收盘价格数据进行计量分析,运用协整检验、格兰杰因果检验及脉冲响应分析等方法,对国内外食糖价格联动关系进行实证研究。分析认为,国内食糖市场价格与国际食糖市场价格存在长期均衡关系,国际食糖价格的变动是国内食糖价格变动的格兰杰原因,而国内食糖价格对国际食糖价格的影响不显著,针对此结果提出相关对策建议。
This paper selects the domestic sugar spot price data from January 2006 to December 2013 and the international sugar futures closing price data for measurement analysis, using cointegration test, Granger causality test and impulse response analysis and other methods, the domestic and international sugar prices Linkage to conduct empirical research. The analysis shows that there is a long-term equilibrium relationship between the domestic sugar market price and the international sugar market price. The changes in the international sugar price are the Granger causes of the domestic sugar price changes. However, the domestic sugar prices have no significant effect on the international sugar prices. According to the results Relevant countermeasures and suggestions.