大商所 meaning in English
dce
Examples
- Both of the two methods got the same result that the key factor , which effects the futures price of dce , is the soybean futures price of cbot and its domestic spot price
两种分析方法都得出目前影响大商所大豆期货价格最关键的因素是cbot大豆期货价格和国内大豆现货价格这一结论。 - Finally , it chose some influential factors to soybean futures price as variable and built up its multi - regressive model so that we can explain the cause of formation . it also did a further study on the variables in the model by factor analysis
最后选择对大商所大豆期货价格有影响的因素作为变量，建立大商所大豆期货价格形成的多元回归模型，以便对大商所大豆期货价格形成机制作出适当的解释，并应用因子分析方法对回归模型中的变量作进一步的分析。 - The paper starts from the pricing theories of futures , then discusses the features and the distribution of spread between contracts of different delivery month . finally the paper demonstrates two arbitrage models : model arbitrage and trend arbitrage , and does an empirical study of two models with the trade data of dlce ’ soybean and shfe ’ copper , and evaluate the results of the empirical study
本文从期货定价理论入手,探讨不同交割月份合约之间价差的特点及其分布特征,重点论证了模型套利与趋势套利两个跨期套利模型,同时利用大商所大豆的交易数据和上期所铜的交易数据,对两个模型分别作了实证分析并对其实证结果进行评价。 - Then the paper paid attention to do the qualitative and quantity analysis in order to find out the main factors of price forming mechanism of the soybean futures in dalian commodity exchange ( dce ) . it used mathematical statistics and econometrics as methods to do a statistical analysis and contrast many factors such as the supply and demand situation of soybean , the relation between futures price and spot price , the spread of far and near contract , the comparison of soybean futures price between dce and cbot
然后以实证分析的思路重点对大商所大豆期货价格形成机制的主要因素进行定性和定量分析，主要采用数理统计和计量经济学的方法对大豆供求状况、期货价格与现货价格关系、基差、远近合约的价差、大豆与豆粕期货价差、大商所与cbot大豆期货价格对照关系等数据作统计分析和对比。 - Via the research of basis trading and spread fluctuating regulation in dce , we can know the efficiency about the futures market and prove its validity to the forming of soybean futures price . it also contrasted these things with cbot which has been an old - line mature futures market
通过对大商所大豆期货合约的基差和价差变动规律进行研究，并与cbot这一历史悠久、运行成熟的期货市场的有关情况进行对比，了解大商所期货市场运行的效率，检验大商所大豆期货价格形成的有效性。