Empirical research on the relationship between futures market and economic growth in China Based on the VAR model

被引：0

作者：

Yang Kaijun ^{[1
]}

Liu Huijuan ^{[1
]}

机构：

[1] Hohai Univ, Sch Business, Nanjing 210000, Jiangsu, Peoples R China

来源：

PROCEEDINGS OF THE 7TH (2015) INTERNATIONAL CONFERENCE ON FINANCIAL RISK AND CORPORATE FINANCE MANAGEMENT | 2015年

关键词：

development of futures market; economic growth; VAR model; empirical research; HEDGING EFFECTIVENESS;

D O I：

暂无

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

This paper establishes the vector autoregressive (VAR) model by making the use of the data of futures market and economic growth in China during 2000-2012, and analyzes their internal relationship by unit root test, EG cointegration test, Granger-cause test, impulse response function and variance decomposition et al. This paper finds that economic growth could promote the stable development of futures market, and on the other hand, the counteraction of the development of the futures market on economic growth should be reinforced.

引用

页码：123 / 128

页数：6

共 50 条

[21] Relationship between Financial Innovation and Marine Economic Growth: A VAR-Based Model
Xiao, Zhuang
JOURNAL OF COASTAL RESEARCH, 2020, : 61 - 64
[22] Analysis on dynamic relationship between environmental pollution and economic growth based on the VAR model
Song, Lei
International Journal of Applied Environmental Sciences, 2013, 8 (07): : 823 - 832
[23] Futures market, market price system and China's economic growth
Su, Baozhong
CHINA AGRICULTURAL ECONOMIC REVIEW, 2020, 12 (02) : 177 - 177
[24] The Study on the Relationship between Energy Consumption and Economy Growth in China based on VAR Model
Cui He-rui
Wang Di
FIRST INTERNATIONAL WORKSHOP ON DATABASE TECHNOLOGY AND APPLICATIONS, PROCEEDINGS, 2009, : 618 - 621
[25] A strengthened relationship between electricity and economic growth in China: An empirical study with a structural equation model
Xu, Guangyue
Yang, Hualiu
Schwarz, Peter
ENERGY, 2022, 241
[26] Psychological Insights into the Dynamic Relationship Between Income, Consumption, and Economic Growth in China: A VAR Model Analysis
Chen, Guoxiong
Li, Suimei
Lu, Jiadi
Eva, Khong Y. W.
Zheng, Qinggui
Zhu, Baojiang
Zhu, Zhihui
PSYCHOLOGICAL REPORTS, 2024, 127 : 182 - 183
[27] The Empirical Research on the Economic Function of Chinese Fuel Oil Futures Market
Sun Xiaosu
PROCEEDINGS OF THE 2011 INTERNATIONAL SYMPOSIUM - TECHNICAL INNOVATION OF INDUSTRIAL TRANSFORMATION AND STRUCTURAL ADJUSTMENT, 2011, : 211 - 217
[28] Empirical Analysis on Relationship between Money Supply and Economic Growth in China
Awuti, Abuduaini
PROCEEDINGS OF THE 2ND INTERNATIONAL CONFERENCE ON JUDICIAL, ADMINISTRATIVE AND HUMANITARIAN PROBLEMS OF STATE STRUCTURES AND ECONOMIC SUBJECTS (JAHP 2017), 2017, 159 : 176 - 183
[29] An empirical analysis of the relationship between economic development and population growth in China
Yao, Wanjun
Kinugasa, Tomoko
Hamori, Shigeyuki
APPLIED ECONOMICS, 2013, 45 (33) : 4651 - 4661
[30] An Empirical Analysis on the Relationship between Education Expenditure and Economic Growth in China
Rao, Haiqin
Jin, Lili
SOCIAL SCIENCES AND SOCIETY, 2013, 6 : 48 - 53

← 1 2 3 4 5 →