商品期货跨品种套利的实证研究——以焦炭和螺纹钢为例-金融学专业论文.docxVIP

II II 最后，从跨品种套利的风险出发，为投资者提供跨品种套利交易的建议。 使用理论与实证相结合的方法对跨品种套利进行研究，有助于跨品种 套利理论的完善，促进我国期货市场套利交易的发展，可以为投资者提供 有价值的投资参考。 关键词：期货 焦炭 螺纹钢 跨品种套利 协整关系 III III AN EMPIRICAL STUDY OF COMMODITY FUTURES CROSS-SPECIES ARBITRAGE ——TAKE COKE AND REBAR FOR EXAMPLE ABSTRACT Chinas futures market has a certain scale after 20 years’ development. With the increasing variety of transactions, a large number of investors carry arbitrage trading, in which cross-species arbitrage has a growing trading volume. Due to various reasons, scholars have few theory studies on cross-species arbitrage, which provides few references