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Influencing Factors of Aluminum Futures Price and Forecast Arbitrage

Xiejin Lou

Abstract


With the rapid development of China’s social economy, the development of related industries has driven the rapid growth of aluminum consumption. As the second largest metal, aluminum products have been integrated into real life and widely used in aerospace, construction, transportation, electricity, packaging and other fields. This paper takes Shanghai Aluminum Continuous Futures (AL7777) as an example to study its influencing factors and arbitrage possibilities.


Keywords


Aluminum Futures; Simultaneous Equation Model; AR Model; Cross-Commodity Arbitrage

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References


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DOI: http://dx.doi.org/10.18686/fm.v5i3.2117

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