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ABSTRACT China is the largest importer of waste paper in the world and is highly dependent on the international market. Thus, the relationship between Chinese and international waste paper markets affects the supply of fiber materials in China’s paper industry. This study examined the dynamic relationship between the two markets and the impact of newly implemented policies on both markets. We used unit root tests, cointegration test, vector error correction model (VECM) and frequency-domain Granger causality test to investigate the integration between Chinese and international waste paper markets and identify which of the two markets is the price leader. The results revealed that the two markets were integrated after controlling for structural breaks, and the Chinese market acted as the price leader. Since the supply of waste paper and wood pulp is insufficient in China to meet the fiber demand of the paper industry, waste paper import restrictions have significantly affected the supply of fiber materials in China’s paper industry. Therefore, the Chinese government should fully consider the benefit of market integration and make full use of international waste paper resources to satisfy the large domestic demand for paper products. 相似文献
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[目的] 研究旨在应用实证方法分析非洲猪瘟疫情对生猪产业链上市公司市场价值造成的影响,进而得出疫情对生猪产业链上养殖、屠宰、加工、消费等环节利益相关者收益的影响。[方法]采用事件研究法,选取涉及生猪产业链上市公司,按主营业务统计为肉制品加工、养殖、饲料和兽药4种类型的32家相关上市公司,通过设计指标对生猪产业链上市公司股票异常收益率波动进行计算和检验。[结果]研究结果表明:非洲猪瘟疫情事件对生猪养殖行业的影响最大;对兽药行业的影响周期最长;肉制品加工行业的影响程度和周期仅次于兽药行业,对饲料行业的影响最小。[结论] “非洲猪瘟”事件对猪产业链上的饲料、养殖、肉制品加工、兽药类上市公司市场价值存在显著的负面影响。 相似文献
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Because of the existence of the private information, the informed trader can make excess payoffs by using the information advantages. And also the informed trader can choose the trade strategies to attain the up most excess payoffs. However, he may lose his information advantages. This paper analyzes the conditions when the informed trader can make use of the private information and its optimal times underlying the framework of the strategic market game. 相似文献
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Chang Baobo Sun Hongbo 《保鲜与加工》1997,(6):16-22
This paper has applied the var cost to the theory of spot price.An augmented Lagrange method is employed to develop the exact model of spot price of active power and reactive power,and the physical means of Lagrange multipliers are explained.The numerical examples are given to demonstrate the validity of the proposed model. 相似文献
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CHEN Yao-hui~ 《保鲜与加工》2004,(8):86-91
We prove a Donsker type approximation theorem for the fractional Brownian motion in the case of the Hurst index greater than one half. With this approximation we construct an elementary market model that converges weakly to the fractional analogue of the Black Scholes model. We show that there exist arbitrage opportunities in this model. 相似文献
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This paper is focused on early warning of corporation financial crisis for the China's household electric appliance manufacturers in stock market. Firstly, using company's open-disclosed annual statements as data resource, the financial indexes system is constructed. Secondary, adopting the multivariable statistical analysis method, such as cluster, discriminate and principle component analysis, the multivariate models for the empirical study on early warning of financial crisis by making use of SPSS statistical software are set up. The corporation might discover the financial affairs crisis that shall probably arise beforehand by using the financial affairs crisis early warning system. This study and analysis may serve as reference for domestic industries and enterprises. 相似文献