Proceedings of the 2016 International Conference on Education, E-learning and Management Technology

ARIMA Analysis of the volatility of the Soybean Futures Index of Dalian Commodity Exchange

Authors
Jincheng Huang, Yan Li
Corresponding Author
Jincheng Huang
Available Online August 2016.
DOI
https://doi.org/10.2991/iceemt-16.2016.115How to use a DOI?
Keywords
Soybean Futures Index, ARIMA, Volatility, Dalian Commodity Exchange
Abstract
The futures market is an important part of the economy. It has the functions of price discovery, risk aversion and asset allocation. This article is a summary of related studies of soybean futures index using No. 1 Soybean Index as the subject of research. 2813 pieces of raw data of Nanhua Soybean Index were selected, and the trend of Nanhua Soybean Index is fitted using ARIMA model. The results showed that the ARIMA model is suitable for extracting the information from the raw data, and thus it is highly essential for the analyses of future indexes. It is an important tool for the in-depth studies of financial derivatives.
Open Access
This is an open access article distributed under the CC BY-NC license.

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Proceedings
2016 International Conference on Education, E-learning and Management Technology
Part of series
Advances in Social Science, Education and Humanities Research
Publication Date
August 2016
ISBN
978-94-6252-223-7
ISSN
2352-5398
DOI
https://doi.org/10.2991/iceemt-16.2016.115How to use a DOI?
Open Access
This is an open access article distributed under the CC BY-NC license.

Cite this article

TY  - CONF
AU  - Jincheng Huang
AU  - Yan Li
PY  - 2016/08
DA  - 2016/08
TI  - ARIMA Analysis of the volatility of the Soybean Futures Index of Dalian Commodity Exchange
BT  - 2016 International Conference on Education, E-learning and Management Technology
PB  - Atlantis Press
SN  - 2352-5398
UR  - https://doi.org/10.2991/iceemt-16.2016.115
DO  - https://doi.org/10.2991/iceemt-16.2016.115
ID  - Huang2016/08
ER  -