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
タイトル
たまねぎの商品先物市場上場への可能性
タイトル(別表記)
Adaptability of Onion for commodity future market
ファイル
内容記述

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.

著者
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
掲載誌
香川大学農学部学術報告
55
開始ページ
11
終了ページ
18
出版者
香川大学農学部
出版年月日
20030328
ISSN
0368-5128
NCID
AN00038339
資料タイプ
紀要論文
言語
日本語
出版社版
区分
香川大学
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