【摘要】 大豆期货合约交易日益活跃,为了构建有效的价格波动预测模型,首先进行了大豆现货市场供给和需求等基本层面分析;其次,运用格兰杰因果检验法筛选出对大豆期货市场价格产生影响的因素,主要包括期货日前的大豆现货市场价格波动、大豆期货市场价格波动以及原油价格波动,运用这些因素构建Logistic预测模型,经检验该模型的预测结果具有一定的可靠性,以期为投资者进行期货合约的选择提供借鉴。更多还原

【Abstract】 Soybean futures contract trading has become increasingly active,in order to build effective price volatility forecasting model. This paper firstly analyzes the soybean spot market from the supplying and demanding level. Secondly the paper analyzes the factors which affect the soybean futures market prices using the Grainger test. Finally the author creats the Logistic prediction model by using these factors. The predicting results of the model has certain reliability,in order to conduct futures contracts for investors to provide the reference.更多还原