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Study on Relationship between Price of China’s Natural Rubber Futures Market and Spot Market

Author: GuiJunZuo
Tutor: ZhangCaiHong
School: Beijing Forestry University
Course: Forestry Economics and Management
Keywords: natural rubber spot market futures market relationship of price
CLC: F724.5
Type: PhD thesis
Year: 2013
Downloads: 139
Quote: 0
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Abstract


This paper try to give China’s rubber futures market an empirical study on the factors which impact on China natural rubber prices, and the relationship of China natural rubber futures market and spot market. China natural rubber futures market and abroad rubber futures market. And propose suggestions and measures to further improve and perfect the natural rubber futures market and spot market.The analysis on endogenous and exogenous factors which impact on China natural rubber spot price shows that the prices fell for import prices and futures price, and there is an apparent lack of correlation between natural rubber spot price and supply-demand gap. On the other hand, the effect of cost factors is remarkable. The industrial policy of ANPRC has certainly had a pronounced effect on spot markets, especial stockpiling and price coalition in the short term.This paper also makes a statistical analysis on the influence factors of China natural rubber futures prices. The analysis shows that the supply and demand factors, monetary policy, exchange rate policy is the essential decisive factor and environment element and political factors are the important factor in the short term too.In this paper, the econometric analysis is used to analyze the relationship of the futures market futures market and spot market. This research found that the long-term equilibrium relationship between the China natural rubber futures market and spot market be found, futures market is the Granger reasons of spot market and China natural rubber spot market effects of futures market is larger than China natural rubber future market effects of spot market. On the other hand, the long-term equilibrium relationship between the China natural rubber futures market and Japan natural rubber futures market price be found, China natural rubber futures market is the Granger reasons of Japan natural rubber futures market, and the long-term equilibrium relationship between the China natural rubber futures market and Thailand natural rubber futures market price can be found too, China natural rubber futures market are the Granger reasons of Thailand natural rubber futures marke.

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CLC: > Economic > Trade and Economic > China's domestic trade and economic > Circulation of commodities > Futures Trading
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