たまねぎの商品先物市場上場への可能性

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URI http://shark.lib.kagawa-u.ac.jp/kuir/metadata/293
Title
たまねぎの商品先物市場上場への可能性
Title Alternative
Adaptability of Onion for commodity future market
File
Description

Commodity future market has three big functions. Firstly it secures the transaction to the public. The transaction plays the conceptual sell & buy by appointment, but accounts settlement is required to keep as actual business. For this purpose the board of trade intermediates these exchanges as the public corporation so that the price formation process is really transparent and this transaction is so attractive in the agricultural products market where the non-market transaction has been expanding. Secondly hedging. Using this markets, the traders in the physical goods market business can manage and control the risk which would happen in future. Thirdly, averaging pricing. It enables the traders in related field to share the information about price perfectly. The purpose of this paper is to examine the adaptability for dealing onion in this market by testing the random walk hypothesis regarding the wholesale prices in each wholesale market. If rejected, the price movement can be forecasted by using time series procedure. We employed ARIMA model to estimate the related parameters for forecasting.

Author
著者 亀山 宏
著者(ヨミ) カメヤマ ヒロシ
著者(別表記) KAMEYAMA Hiroshi
著者 竹歳 一紀
著者(ヨミ) タケトシ カズキ
著者(別表記) TAKETOSHI Kazuki
Publication Title
香川大学農学部学術報告
Volume
55
Start Page
11
End Page
18
Publisher
香川大学農学部
Published Date
20030328
ISSN
0368-5128
NCID
AN00038339
Resource Type
Departmental Bulletin Paper
Language
jpn
Text Version
publisher
Set
香川大学
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