DCE与CBOT黄豆期价关联性及动态走势实证研究(5)

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时间

连豆期价

（元 /吨）

美豆连续期价

（美分 /busl）

欧元兑美元汇率

（美元 /欧元）

美元指数

哈尔滨黄豆现货价格

（元 /吨）

大连黄豆现货价格

（元 /吨）

02-5-10

2057.3

472.9

0.9091

114.5

1840

2080

02-5-17

2061.0

481.5

0.9116

114.2

1984

2080

02-5-24

2062.2

491.4

0.9221

112.7

2036

2096

02-5-31

2099.3

500.8

0.9342

111.7

2040

2100

02-6-7

2114.4

509.8

0.9416

111.1

2060

2120

02-6-14

2103.2

498.4

0.9444

110.9

2076

2136

02-6-21

2093.6

493.1

0.9570

109.6

2076

2116

02-6-28

2076.4

514.6

0.9843

106.8

2020

2100

02-7-5

2132.0

538.7

0.9810

107.0

2032

2100

02-7-12

2158.8

552.0

0.9902

105.9

2060

2112

02-7-19

2099.2

575.8

1.0090

104.5

2060

2120

02-7-26

2088.6

574.4

0.9955

105.8

2096

2132

02-8-2

2095.8

549.3

0.9823

107.0

2200

2196

02-8-9

2101.8

550.2

0.9712

108.1

2268

2204

02-8-16

2143.0

587.2

0.9818

106.9

2300

2224

02-8-23

2198.4

555.1

0.9753

107.6

2340

2320

02-8-30

2182.4

555.2

0.9802

107.1

2340

2350

02-9-6

2183.5

554.7

0.9903

106.1

2340

2350

02-9-13

2190.0

576.3

0.9762

107.5

2340

2350

02-9-20

2206.0

569.3

0.9766

107.7

2254

2350

02-9-27

2198.6

558.8

0.9783

107.7

2008

2200

02-9-30

2158.0

522.4

0.9903

107.0

1957

2100

02-10-11

2156.8

527.6

0.9851

107.3

1943

2060

02-10-18

2174.0

544.7

0.9784

107.9

1972

2060

02-10-25

2201.4

552.9

0.9764

108.1

2020

2104

02-11-1

2227.2

558.4

0.9876

106.8

2088

2152

02-11-8

2270.8

569.5

1.0044

105.4

2152

2216

02-11-15

2276.8

564.9

1.0084

104.8

2120

2200

02-11-22

2338.0

571.2

1.0021

105.7

2164

2224

02-11-29

2376.6

575.8

0.9940

106.5

2200

2280

02-12-6

2457.6

566.9

1.0003

106.0

2356

2366

02-12-13

2451.8

568.3

1.0136

104.9

2380

2384

02-12-20

2449.6

560.7

1.0258

103.6

2400

2412

02-12-27

2514.8

570.8

1.0327

103.1

2424

2456

03-1-3

2582.3

572.3

1.0438

102.4

2420

2460

03-1-10

2683.8

575.1

1.0487

101.9

2436

2460

03-1-17

2522.4

550.5

1.0573

101.1

2472

2460

03-1-24

2509.0

561.6

1.0751

100.0

2390

2444

03-1-29

2508.7

567.4

1.0838

99.4

2400

2460

03-2-14

2563.6

569.2

1.0765

100.1

2420

2460

03-2-21

2614.5

571.9

1.0759

99.9

2420

2460

03-2-28

2657.6

577.3

1.0784

99.7

2440

2464

03-3-7

2578.2

569.0

1.0946

98.5

2460

2476

03-3-14

2643.2

570.4

1.0926

98.5

2396

2468

03-3-21

2695.2

573.0

1.0580

101.0

2434

2480

03-3-28

2706.0

573.6

1.0688

100.7

2454

2494

03-4-4

2711.2

582.1

1.0813

99.8

2510

2540

03-4-11

2746.2

601.2

1.0739

100.5

2500

2550

03-4-18

2768.0

614.5

1.0846

99.5

2500

2550

03-4-25

2727.2

606.2

1.0980

98.7

2552

2606

03-4-30

2762.0

617.7

1.9660

97.8

2570

2620

03-5-16

2752.8

645.2

1.1473

94.7

2590

2620

03-5-23

2736.8

634.8

1.1710

93.3

2590

2620

03-5-30

2672.8

627.0

1.1812

93.3

2576

2604

03-6-6

2643.4

617.7

1.1736

93.5

2538

2580

03-6-13

2690.6

625.6

1.1751

93.0

2530

2580

03-6-20

2675.6

625.3

1.1723

93.1

2530

2580

03-6-27

2660.0

633.7

1.1490

94.5

2520

2560

03-7-4

2676.8

616.0

1.1519

94.4

2520

2560

03-7-11

2689.8

607.7

1.1330

95.5

2520

2560

03-7-18

2631.8

579.9

1.1223

96.6

2516

2560

03-7-25

2592.4

554.6

1.1428

95.8

2500

2560

03-8-1

2397.2

534.4

1.1356

96.1

2500

2560

03-8-8

2415.2

524.6

1.1351

96.1

2500

2560

03-8-15

2448.8

547.7

1.1297

96.3

2500

2560

03-8-22

2500.4

578.8

1.1042

97.9

2512

2560

03-8-29

2495.4

584.6

1.0893

98.0

2520

2560

03-9-5

2496.0

585.3

1.0932

78.6

2520

2564

03-9-12

2516.0

604.6

1.1189

96.6

2530

2580

03-9-19

2597.4

622.4

1.1268

95.9

2564

2628

03-9-26

2654.6

653.7

1.1477

93.8

2580

2630

03-9-30

2749.6

674.1

1.1630

92.8

2580

2630

03-10-10

2844.7

694.4

1.1783

91.7

2497

2700

03-10-17

3035.8

731.2

1.1664

92.2

2716

2806

03-10-24

3155.6

747.0

1.1733

91.8

2880

3086

03-10-31

3273.6

784.5

1.1658

92.0

2936

3150

03-11-7

3201.6

769.4

1.1465

93.5

2932

3170

03-11-14

3057.4

772.7

1.1631

92.2

2842

3130

03-11-21

2912.8

763.6

1.1884

90.8

2858

3090

03-11-28

2861.6

746.0

1.1871

90.9

2860

3058

03-12-5

2978.8

768.4

1.2079

89.6

2860

3028

03-12-12

3018.4

777.8

1.2232

88.7

2860

3020

03-12-19

2945.2

766.0

1.2367

88.2

2880

3100

03-12-26

2934.0

761.5

1.2419

87.8

2900

3100

04-1-2

3030.8

790.3

1.2547

86.9

2900

3100

04-1-9

3046.4

796.3

1.2734

85.6

2912

3100

04-1-16

3100.4

834.7

1.2623

86.3

2924

3100

04-1-30

3030.5

814.2

1.2430

87.0

2940

3100

04-2-6

3039.2

814.6

1.2538

86.8

2956

3100

04-2-13

3125.2

834.2

1.2750

85.6

2960

3100

04-2-20

3191.3

869.6

1.2676

86.1

2960

3100

04-2-27

3327.2

928.0

1.2559

87.1

2996

3132

04-3-5

3402.0

940.6

1.2273

88.5

3100

3352

04-3-12

3364.2

937.3

1.2304

88.6

3232

3402

04-3-19

3417.4

1000.8

1.2277

88.4

3276

3460

04-3-26

3552.0

1034.6

1.2212

88.5

3360

3538

04-4-2

3501.4

1019.8

1.2222

88.1

3532

3644

04-4-8

3533.8

1009.4

1.2088

88.8

3556

3692

04-4-16

3357.6

975.9

1.1988

89.8

3560

3692

04-4-23

3275.6

954.4

1.1892

90.6

3584

3680

04-4-30

3223.6

1002.5

1.1918

90.8

3592

3680

04-5-14

3168.0

984.3

1.1862

91.6

3600

3680

04-5-21

2965.2

885.6

1.1981

90.8

3592

3658

04-5-28

2959.0

851.4

1.2140

89.5

3564

3610

04-6-4

2985.0

839.6

1.2239

88.8

3500

3600

04-6-11

2898.0

848.8

1.2146

89.1

3470

3600

04-6-18

2876.8

872.4

1.2085

89.5

3450

3600

04-6-25

2885.0

907.2

1.2123

89.1

3420

3540

04-7-2

2915.8

857.4

1.2189

88.7

3400

3500

04-7-9

2825.4

815.5

1.2345

87.8

3250

3350

04-7-16

2761.8

758.6

1.2380

87.6

3210

3338

04-7-23

2713.2

693.4

1.2269

88.2

3150

3330

04-7-30

2667.0

637.0

1.2061

89.7

3150

3330

04-8-6

2630.2

571.6

1.2093

89.4

3150

3330

04-8-13

2596.8

578.1

1.2269

88.5

3150

3330

04-8-20

2615.8

591.9

1.2343

87.9

3150

3330

04-8-27

2687.0

616.6

1.2085

89.4

3120

3250

04-9-3

2749.0

624.9

1.2127

89.2

2980

3250

04-9-10

2748.2

586.6

1.2160

89.0

2900

3250

04-9-17

2719.8

562.4

1.2208

88.8

2780

3250

04-9-24

2674.8

537.2

1.2257

88.4

2748

3230

04-9-30

2676.0

531.9

1.2360

87.8

2830

3150

04-10-8

2674.0

528.4

1.2412

87.5

2800

3050

04-10-15

2634.8

522.0

1.2380

87.6

2716

2910

04-10-22

2611.4

526.5

1.2573

86.4

2568

2620

04-10-29

2639.2

533.5

1.2759

85.2

2532

2550

04-11-5

2627.0

515.2

1.2809

84.7

2568

2550

04-11-12

2637.2

517.1

1.2919

84.1

2600

2550

04-11-19

2633.0

546.9

1.2985

83.6

2584

2566

04-11-26

2659.2

554.3

1.3165

82.5

2580

2560

04-12-3

2591.2

529.7

1.3317

81.6

2580

2600

04-12-10

2582.8

528.0

1.3350

81.9

2580

2600

04-12-17

2636.2

547.3

1.3307

82.1

2580

2600

04-12-24

2640.6

549.1

1.3433

81.6

2560

2600

04-12-31

2618.2

549.9

1.3599

80.8

2560

2720

05-1-7

2587.0

532.8

1.3196

83.0

2560

2720

05-1-14

2609.8

536.2

1.3157

82.8

2568

2730

05-1-21

2586.3

517.7

1.3000

83.5

2560

2730

05-1-28

2575.4

519.7

1.3033

83.5

2560

2730

05-2-4

2533.8

505.6

1.2992

83.8

2540

2730

05-2-18

2598.0

546.3

1.3061

83.6

2540

2730

05-2-25

2678.3

580.0

1.3229

82.7

2542

2730

05-3-4

2832.6

619.2

1.3182

82.8

2580

2758

05-3-11

2939.2

634.5

1.3369

81.9

2740

2800

05-3-18

3149.2

666.2

1.3352

81.9

2768

2830

05-3-24

3058.3

626.4

1.3042

83.6

2760

2850

05-4-1

3093.6

626.4

1.2921

84.3

2760

2850

05-4-8

3071.8

618.1

1.2885

84.7

2760

2850

05-4-15

3042.2

618.1

1.2908

84.5

2760

2850

05-4-22

3063.2

634.6

1.3057

83.7

2760

2850

05-4-29

3087.8

634.1

1.2932

84.1

2760

2850

05-5-13

3067.2

628.1

1.2765

85.1

2744

2850

05-5-20

3025.8

627.7

1.2622

86.2

2740

2850

05-5-27

3099.0

659.1

1.2570

86.5

2724

2850

05-6-3

3105.3

677.3

1.2254

88.0

2740

2850

05-6-10

3105.4

671.8

1.2222

88.0

2740

2850

05-6-17

3103.6

699.4

1.2125

88.6

2740

2850

05-6-24

3184.6

736.3

1.2114

88.6

2760

2850

05-7-1

3008.4

671.9

1.2070

89.2

2778

2850

05-7-8

3051.3

694.7

1.1932

90.4

2770

2850

05-7-15

3047.8

708.8

1.2103

89.4

2770

2850

05-7-22

2961.0

684.5

1.2093

89.7

2770

2850

05-7-29

2897.4

675.0

1.2084

89.6

2770

2850

05-8-5

2861.4

672.7

1.2288

88.3

2762

2850

05-8-12

2800.0

647.2

1.2399

87.5

2750

2850

05-8-19

2702.8

610.2

1.2266

88.0

2746

2850

05-8-26

2677.4

599.6

1.2260

87.9

2740

2850

05-9-2

2688.2

592.9

1.2363

87.4

2740

2850

05-9-9

2711.4

595.5

1.2444

86.7

2740

2850

05-9-16

2695.0

578.1

1.2240

87.8

2728

2850

05-9-23

2710.8

576.0

1.2134

88.6

2696

2850

05-9-30

2685.2

564.3

1.2031

89.4

2520

2810

05-10-14

2703.6

577.1

1.2040

89.6

2500

2550

05-10-21

2710.2

584.5

1.1991

90.0

2500

2550

05-10-28

2644.8

572.1

1.2070

89.5

2460

2550

05-11-4

2634.6

576.7

1.1966

90.3

2442

2550

05-11-11

2642.2

583.1

1.1760

91.6

2440

2550

05-11-18

2697.4

582.7

1.1715

92.1

2440

2550

05-11-25

2621.8

570.8

1.1747

91.8

2440

2550

05-12-2

2546.2

558.9

1.1778

91.6

2350

2500

05-12-9

2579.6

566.6

1.1792

91.4

2350

2470

05-12-16

2679.4

590.5

1.1974

90.1

2350

2450

05-12-23

2737.0

608.9

1.1888

90.6

2350

2450

05-12-30

2732.0

605.4

1.1832

91.1

2350

2450

06-1-9

2724.3

592.8

1.1961

90.2

2350

2450

06-1-13

2716.5

580.2

1.2089

89.2

2350

2450

06-1-20

2667.8

567.7

1.2104

89.2

2360

2450

06-1-27

2699.8

574.8

1.2230

88.5

2400

2450

06-2-10

2740.0

581.7

1.1953

90.4

2400

2450

06-2-17

2740.0

589.3

1.1901

90.6

2408

2510

06-2-24

2754.3

577.9

1.1905

90.6

2420

2600

06-3-3

2749.4

595.1

1.1954

90.0

2420

2600

06-3-10

2759.6

590.5

1.1923

90.6

2420

2600

06-3-17

2748.4

581.8

1.2074

89.7

2420

2600

06-3-24

2720.2

574.8

1.2067

89.8

2404

2600

06-3-31

2727.0

580.4

1.2063

89.9

2368

2600

06-4-7

2671.8

561.2

1.2206

89.2

2360

2600

06-4-13

2636.0

560.3

1.2113

89.5

2360

2600

06-4-21

2658.6

575.0

1.2320

88.2

2348

2564

06-4-28

2685.0

592.6

1.2490

87.0

2300

2420

06-5-12

2800.6

607.2

1.2805

84.5

2316

2420

06-5-19

2822.0

599.2

1.2799

84.6

2340

2420

06-5-26

2808.0

583.6

1.2788

84.8

2340

2420

06-6-2

2822.5

589.6

1.2850

84.5

2324

2420

06-6-9

2860.0

593.4

1.2769

85.1

2300

2420

06-6-16

2836.2

595.5

1.2600

86.1

2300

2420

06-6-23

2806.4

604.8

1.2583

86.3

2288

2420

06-6-30

2784.2

607.0

1.2629

86.2

2264

2420

06-7-7

2804.3

628.3

1.2780

85.3

2256

2420

06-7-14

2681.0

627.7

1.2709

85.6

2236

2420