Relations among volume,open interest and volatility in fuel oil futures market

燃料油期貨市場(chǎng)成交量、持倉(cāng)量與波動(dòng)性關(guān)系

The relations between volume, volatility and open interest in China s futures market were empirically examined.

結(jié)果表明:交易量與收益率波動(dòng)的關(guān)系是正相關(guān),持倉(cāng)量與收益率波動(dòng)之間的關(guān)系是負(fù)相關(guān);將交易量、持倉(cāng)量分割為預(yù)期和未預(yù)期兩部分,發(fā)現(xiàn)未預(yù)期部分對(duì)收益率波動(dòng)有更大的影響,且未預(yù)期部分本身的正、負(fù)變動(dòng)對(duì)收益率波動(dòng)的作用程度是不對(duì)稱的;大的持倉(cāng)量能減緩收益率波動(dòng)。

while open interest decrea.

由于我國(guó)期貨市場(chǎng)不是很成熟，我用已有的模型對(duì)中國(guó)及國(guó)外的期貨市場(chǎng)的收益，收益波動(dòng)進(jìn)行了詳細(xì)的實(shí)證檢驗(yàn)，通過(guò)與國(guó)外期貨市場(chǎng)的比較看出我國(guó)期貨市場(chǎng)相對(duì)不成熟的具體地方，為了能在我國(guó)僅有的期貨信息上找出我國(guó)期貨市場(chǎng)中具體不成熟的隱性原因，我對(duì)原有的模型進(jìn)行了修改，并結(jié)合國(guó)內(nèi)外期貨數(shù)據(jù)再次進(jìn)行實(shí)證檢驗(yàn)，得出期貨市場(chǎng)中的收益還與日期貨市場(chǎng)指數(shù)有關(guān)，交易量變大會(huì)增加收益波動(dòng)，持倉(cāng)量有助于減小波動(dòng)，無(wú)預(yù)期交易量，無(wú)預(yù)期持倉(cāng)量對(duì)波動(dòng)影響大于預(yù)期交易量，預(yù)期持倉(cāng)量對(duì)波動(dòng)的影響，結(jié)合原來(lái)前人的結(jié)論與本文得到的結(jié)論針對(duì)我國(guó)不同交易所指出了它們存在的具體問(wèn)題，之后在我國(guó)現(xiàn)有基礎(chǔ)上提出了解決問(wèn)題的具體方法。

contract limits and reportable open position

合約限量及須申報(bào)的持倉(cāng)量

Relations among volume,open interest and volatility in fuel oil futures market

燃料油期貨市場(chǎng)成交量、持倉(cāng)量與波動(dòng)性關(guān)系

An Empirical Study on the Relations between Volume, Volatility and Open Interest in China s Futures Market;

中國(guó)期市收益率波動(dòng)與交易量和持倉(cāng)量關(guān)系的實(shí)證研究

The Impact of Warehouse Centralization on Inventory Quantity;

倉(cāng)庫(kù)中心化對(duì)庫(kù)存持有量的影響分析

"The requirements of the new Branch being supplied from our own warehouses, you will be served with regard to Both quality and price as formerly. "

分店的商品,均由本店倉(cāng)庫(kù)提供,質(zhì)量與價(jià)格維持不變

All open positions must be closed prior to any withdrawals.

提款前賬戶內(nèi)所有持倉(cāng)部位必須已平倉(cāng)。

Decision Support System Based on Data Warehouse and Knowledge Warehouse

基于數(shù)據(jù)倉(cāng)庫(kù)和知識(shí)倉(cāng)庫(kù)的決策支持系統(tǒng)

"Massive stock, clear out "

大量庫(kù)存,清倉(cāng)甩賣

the quantity that a barn will hold.

一谷倉(cāng)所能容納的量。

We obviously want to have big positions in our winners and small positions in our losers.

顯然，我們想在盈利時(shí)持有大倉(cāng)位，在損失時(shí)持有小倉(cāng)位。

Maintaining the repositories requires effort and discipline.

維持這些倉(cāng)庫(kù)需要（共同）努力和紀(jì)律。

This page is used for displaying the detail of account position.

這一頁(yè)用來(lái)顯示戶口持倉(cāng)的具體資訊。

Commodities Trading (Trading Limits and Position Limits) Rules

《商品交易（交易限額及持倉(cāng)限額）規(guī)則》

Certificate is needed to be a administrator for hazardous chemical warehouse.

對(duì)于危險(xiǎn)品倉(cāng)庫(kù)管理員需持證上崗。

A Research on Decision Support Technique Based on Data Warehouse;

基于數(shù)據(jù)倉(cāng)庫(kù)的決策支持技術(shù)的研究

In Telecommunication Decision Support System Data Warehouse Design;

電信決策支持系統(tǒng)中數(shù)據(jù)倉(cāng)庫(kù)的設(shè)計(jì)

The Design of Data Warehouse in Supporting System of Medical Decision

醫(yī)療決策支持系統(tǒng)中數(shù)據(jù)倉(cāng)庫(kù)的設(shè)計(jì)

In other words, a short position of a market maker in Exchange Fund paper can be covered by a long position in SIs, or vice versa.

換言之，市場(chǎng)莊家若持有外匯基金票據(jù)及債券短倉(cāng)，可用這些指定債務(wù)工具長(zhǎng)倉(cāng)來(lái)補(bǔ)倉(cāng)，反之亦然。