Soybean Futures Arbitrage: A Literature Review

DOI

10.2991/meici-17.2017.179How to use a DOI?

Keywords

Soybean futures; Arbitrage method; Arbitrage strategy

Abstract

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.

Copyright

© 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/).

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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  -