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Empirical analysis on Relationship between Apple Futures and Spot Prices in China

Author

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  • WANG,Meixia
  • JIA,Ning
  • YU,Rong

Abstract

Taking a total of 903 apple futures data from Zhengzhou Futures Exchange as research samples, and through unit root test, cointegration test, error correction, Granger causality test and variance decomposition with the aid of Eviews 8.0, this paper made an empirical analysis on the relationship between Zhengzhou apple futures market and Chinese apple website (pingguo7.cn) spot market price. It concluded that the main continuity of apple futures has an absolute advantage over the reference value of the futures index, and apple market participants can achieve hedging through the futures and spot market.

Suggested Citation

  • WANG,Meixia & JIA,Ning & YU,Rong, 2022. "Empirical analysis on Relationship between Apple Futures and Spot Prices in China," Asian Agricultural Research, USA-China Science and Culture Media Corporation, vol. 14(09), September.
    • Handle: RePEc:ags:asagre:338243
    DOI: 10.22004/ag.econ.338243
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    Agribusiness;

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