SHFE

基本解释

The simulation result on data of SHFE copper futures from 1997 to 2008 supports the RPF effect.
对沪期铜品种1997-2008年数据的模拟结果支持了我国商品期货市场确实存在风险溢价转移效应现象。
This is what resulted in the premium on SHFE copper relative to LME prices. Arbitrageurs were eager to take advantage of the price differential.
这导致了上海期货交易所的铜价高于伦敦金属交易所的铜价。套利者迫切希望从这一价差中获利。
The first-lagged SHFE and LME market volatilities, SHFE trading volume, LME excess returns are the determinants of dynamic market integration.
影响两个市场动态整合度的因素有滞后一期的市场风险、沪铜成交量、伦铜的超额收益等。
The Statistics and the Basic Econometrics are mainly applied to analyze the SHFE copper futures and main influence factors from Jul 2000 to Jul 2003 in this text.
本文主要运用数理统计学与计量经济学方法对2000年7月至2003年7月上期所铜期货价格以及相应的主要影响因素进行实证分析。
Using a bivariate EGARCH model including cointegration errors, this paper studies the dynamic integration between Shanghai (SHFE) and London (LME) copper futures markets.
摘要本文运用含协整残差的双变量EGARCH模型，研究上海SHFE和伦敦LME铜期货市场的动态整合关系。