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- W2365396650 abstract "This paper makes cointegration test,Granger causality test,error correction model and impulse response function to analyze the interactive relationship between the price of gold futures and that of gold spot,using the data's of gold futures in shanghai and gold spot in shanghai during January 2008 to September 2011. The results show that there is a long-term equilibrium relationship between gold futures and gold spot,there is also a two-way leading relationship between gold futures and gold spot,with the emphasized that gold spot in price discovery plays a leading role." @default.
- W2365396650 created "2016-06-24" @default.
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- W2365396650 date "2014-01-01" @default.
- W2365396650 modified "2023-09-23" @default.
- W2365396650 title "An Empirical Study on the interaction impact between the price of gold futures and the price of gold spot in china" @default.
- W2365396650 hasPublicationYear "2014" @default.
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