Empirical Study of China's Steel Futures and Spot Price

LI Jun; HAN Qing-ping

Jul. 2021

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Article Navigation > Journal of University of Science and Technology Beijing ( Social Sciences Edition) > 2007 > 23(4): 32-36

LI Jun, HAN Qing-ping. Empirical Study of China's Steel Futures and Spot Price[J]. Journal of University of Science and Technology Beijing ( Social Sciences Edition), 2007, 23(4): 32-36.

Citation:

LI Jun, HAN Qing-ping. Empirical Study of China's Steel Futures and Spot Price[J]. Journal of University of Science and Technology Beijing ( Social Sciences Edition), 2007, 23(4): 32-36.

LI Jun, HAN Qing-ping. Empirical Study of China's Steel Futures and Spot Price[J]. Journal of University of Science and Technology Beijing ( Social Sciences Edition), 2007, 23(4): 32-36.

Citation:

LI Jun, HAN Qing-ping. Empirical Study of China's Steel Futures and Spot Price[J]. Journal of University of Science and Technology Beijing ( Social Sciences Edition), 2007, 23(4): 32-36.

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Empirical Study of China's Steel Futures and Spot Price

School of Economic Management University of Science and Technology, Beijing 100083, China

Received Date: 2007-10-09
Available Online: 2021-07-03

Abstract

Abstract

This paper makes an analysis on the price-forming theory of steel future in China using the basic principle of future pricing.With the correlation analysis and cause and effect test between the future price and spot price in China,it is found that forward price of wire stock and deformed steel bar has some effect on spot price in the forward electronic market of China,additionally,spot price and forward price of plates influence each other.
- steel future,
- basis,
- correlation,
- Granger cause and effect test