农产品期货价格信息传导机制研究

发布时间：2018-01-10 05:13

本文关键词：农产品期货价格信息传导机制研究　出处：《长春工业大学》2013年硕士论文　论文类型：学位论文

【摘要】：由于粮食品种不管是在交易的数量还是交易的金额上都处于先进的水平,所以它已经被公认为在商品期货交易中最出色的交易种类。在农产品期货市场,价格信息的传导对农产品期货市场的运行效率具有重要的理论意义,包括对农民的收成,以及增收的方法和方向等。期货价格信息的传导是市场的进步和完善的基础和条件,但我国农产品期货市场价格信息在传导过程中存在一些问题,主要包括：信息传递渠道不畅通；信息传播质量不高；信息传导速度慢；信息指导效果低；这些问题使得农民和企业在面临着很大的市场风险,制约着期货市场作用的发挥。要想进一步完善期货市场价格发现和风险规避功能,提高期货市场效率,必须采取一定的对策。本文主要是研究农产品期货市场价格信息传导机制的构建,来解决这一问题。这一机制概括为：农产品价格信息在期货市场这个媒介中,被收集、研究、汲取、分析、处理、传递,以使其得到充分的过滤和吸收,在这个过程中,不断的向外界环境吸取新的价格信息,和内部的信息进行综合分析,并向外部传递真实的新的被整合的价格信息,使整个市场的内部和外部都能及时接受到正确的信息,从而发挥了信息的使用价值。
[Abstract]:Because the grain varieties either in the number of transactions or the transaction amount is in the advanced level, so it has been recognized as the most outstanding in commodity futures transactions in kind. In the agricultural futures market has important theoretical efficiency of price information transmission of futures market for agricultural products, including farmers the harvest, and the income method and direction. The futures price information transmission is the market progress and improvement of the foundation and conditions, but there are some problems in the conduction process of China's agricultural products futures market price information mainly includes: information transmission channel is not smooth; the dissemination of information quality is not high; the information transmission speed is slow; the information effect is low; the farmers and enterprises in the face of a large market risk, restricting the role of futures market plays. In order to further improve the futures market In order to improve the efficiency of the futures market, a certain countermeasure must be taken to improve the efficiency of the futures market by the function of price discovery and risk aversion.
This paper is mainly research on the construction of agricultural product futures market price information transmission mechanism, to solve this problem. This mechanism is as follows: the prices of agricultural products information in the media in the futures market, are collected, research, drawing, analysis, processing, transmission, to enable it to obtain sufficient filtration and absorption in the in the process, constantly absorbing the new price information to the external environment, and internal information to conduct a comprehensive analysis to the external and transfer the new integrated price information, so that the whole market both inside and outside to receive the correct information, so as to play the use value of the information.

【学位授予单位】：长春工业大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F724.5;F323.7

【参考文献】