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Copper Futures Investment Model

Posted on:2007-12-18Degree:MasterType:Thesis
Country:ChinaCandidate:S H DuanFull Text:PDF
GTID:2209360212986674Subject:Business Administration
Abstract/Summary:PDF Full Text Request
Firstly, the thesis focuses on copper commodity, and explains supply, demand and other effects of the copper futures. From the plenty of lessons that we have learned on the futures and derivatives markets, I point out the importance and realist meaning of reasonable and scientific manipulation on copper futures market.Secondly, based on the concept of reasonable and scientific manipulation, I recognize that establishing copper futures investment model is one of the most important manipulation instruments. Therefore I indicate the theory and method of building investment model of copper futures, and illustrate the way I though and the process of building the investment model.The next step is to build the mathematics' model in the proper sequence of qualitative analysis to quantitative analysis.Before establishing the model, I investigate experts and relative workers by questionnaire. Then I use DELPHI method for statistics analysis. From Qualitative analysis to quantitative analysis, AHP method is being used. The first step is building the long and short judge model of trimester, tracking the model. And then using the regression analysis and time serial forecast the following each trimester.Finally, I explain the model's operation method, the usage condition, and analysis its forecast precision. As well, I explain the using effect in practice.
Keywords/Search Tags:Copper futures, futures on copper, Investment model Derivative, Expectation, forecast, Qualitative and quantitative forecast, Forecast accuracy, Model usage, Hedging Speculate, speculation
PDF Full Text Request
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