论文部分内容阅读
玉米是我国三大主要粮食品种之一,其年产量及年消费量均仅次于美国,位居世界第二。2004年9月22日玉米期货在大连商品交易所上市。本文以大连商品交易所(DCE)玉米期货为研究对象,对玉米期货市场有效性、玉米期货价格影响因素及期货价格预测进行实证分析,运用VECM-GA-BP模型对我国玉米期货价格进行预测,获得了良好的预测效果。这一方面说明我国玉米期货市场价格具有可预测性,也说明混合预测模型VECM-GA-BP具有良好的预测作用。
Corn is one of the three major grain varieties in China, ranking second only to the United States in annual output and annual consumption. September 22, 2004 Corn futures on the Dalian Commodity Exchange. This paper takes the DCE corn futures as the research object, makes an empirical analysis on the effectiveness of the corn futures market, the influencing factors of the corn futures prices and the futures price forecast, forecasts the price of China’s corn futures by using the VECM-GA-BP model, Get a good prediction effect. On the one hand, it shows that the price of corn futures in our country is predictable. It also shows that the mixed forecasting model VECM-GA-BP has a good predictive value.