摘要
本文基于期货市场与区域经济之间的关系进行大胆探索。运用单位根检验、协整检验、格兰杰因果检验等模型,对辽宁省2016—2022年的期货市场数据与辽宁省GDP进行格兰杰因果检验。结果表明辽宁省期货市场成交额和手续费与辽宁省GDP呈正相关关系,辽宁省期货市场保证金总额与辽宁省GDP呈负相关关系。最后根据实证结果并且结合辽宁省的实际情况,既面向辽宁省也面向全国提出相应的政策建议。
This paper explores boldly the relationship between futures market and regional economy.The Granger causality test was carried out for 2016-2022 in Liaoning province by using models such as canonical correlation analysis,standardization coefficient,correlation coefficient,unit root test,co-integration test and Granger causality test.The results show that the futures market turnover and commission are positively correlated with the GDP of Liaoning Province,while the total margin of the futures market is negatively correlated with the GDP of Liaoning Province.Finally,according to the empirical results and the actual situation of Liaoning Province,the corresponding policy suggestions are put forward for both Liaoning Province and the whole country.
作者
顾津赫
朱才斌
GU Jinhe;ZHU Caibin(Beijing Wuzi University,Beijing 101149,China)
出处
《中国证券期货》
2023年第2期38-45,共8页
Securities & Futures of China
关键词
期货市场
区域经济
格兰杰因果检验
Futures Market
Regional Economy
Granger Causality Test
