Soybean Futures Arbitrage: A Literature Review
Available Online October 2017.
- 10.2991/meici-17.2017.179How to use a DOI?
- Soybean futures; Arbitrage method; Arbitrage strategy
Soybean futures has been listed earlier in mainland China, while the cumulative volume of soybean futures is larger than other futures. This paper studies domestic and foreign achievements of soybean futures arbitrage from aspects of arbitrage methods and arbitrage strategies, and classifies these literatures. We should consider the price volatility of soybean futures and the long-term equilibrium relationship between soybean futures and other relative futures.
- © 2017, the Authors. Published by Atlantis Press.
- Open Access
- This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).
Cite this article
TY - CONF AU - Yong Wang PY - 2017/10 DA - 2017/10 TI - Soybean Futures Arbitrage: A Literature Review BT - Proceedings of the 7th International Conference on Management, Education, Information and Control (MEICI 2017) PB - Atlantis Press SP - 903 EP - 906 SN - 1951-6851 UR - https://doi.org/10.2991/meici-17.2017.179 DO - 10.2991/meici-17.2017.179 ID - Wang2017/10 ER -