[1] 陈君,常清.我国期货市场国际定价影响力研究[J].技术经济,2010,29(3):106-113. [2] 李自学,常清.我国商品期货国际定价影响力分类比较研究[J].金融理论与实践,2014(2):1-6. [3] 姚林.我国商品期货国际定价影响力研究[J].价格理论与实践,2018(11):83-86. [4] 常清.建立定价中心与期货市场的国际化[J].价格理论与实践,2006(1):58-59. [5] 胡俞越,刘志超,张慧."一带一路"战略与大宗商品定价权——兼议期货市场国际化路径选择[J].商业经济研究,2017(12):138-141. [6] 常清.论中国期货市场实现亚太时区定价中心梦[J].价格理论与实践,2017(1):40-41. [7] 张屹山,方毅,黄琨.中国期货市场功能及国际影响的实证研究[J].管理世界,2006(4):28-34. [8] 李敬.中国油脂期货市场效率研究[D].武汉:华中农业大学,2010. [9] 王骏.中外期货市场国际关联性与定价权研究——以植物油市场为例[J].同济大学学报(社会科学版),2008(4):108-117. [10] 李新建.我国农产品期货市场运行绩效及提升策略研究[D].武汉:华中农业大学,2013. [11] 高杰,王骏.中、美、马植物油期货市场国际关联性实证研究[J].沈阳农业大学学报(社会科学版),2008,10(5):528-533. [12] 柳松,唐婷斐.国内外油脂期货市场溢出效应及信息传导关系[J].华南农业大学学报(社会科学版),2014,13(1):72-82. [13] GRANGER C W J. Some properties of time series data and their use in econometric model specification[J].Journal of Econometrics,1981,16(1):121-130. [14] ENGLE R F, GRANGER C W J. Co-integration and error correction:Representation, estimation, and testing[J]. Econometrica:Journal of the Econometric Society,1987,55(2):251-276. [15] BALKE N S, FOMBY T B. Threshold cointegration[J]. International Economic Review,1997,38(3):627-645. [16] HANSEN B E, SEO B. Testing for two-regime threshold cointegration in vector error-correction models[J]. Journal of Econometrics, 2002, 110(2):293-318. [17] SEO M. Bootstrap testing for the null of no cointegration in a threshold vector error correction model[J]. Journal of Econometrics, 2006, 134(1):129-150. [18] 吴蕾,马君潞.价格发现度量方法述评[J].经济学(季刊),2014,13(1):399-424. [19] JOHANSEN S. Statistical analysis of cointegration vectors[J]. Journal of Economic Dynamics and Control, 1988,12(2-3):231-254. [20] JOHANSEN S. Estimation and hypothesis testing of cointegration vectors in Gaussian vector autoregressive models[J]. Econometrica:Journal of the Econometric Society, 1991,59(6):1551-1580. [21] CHOW G C. Tests of equality between sets of coefficients in two linear regressions[J]. Econometrica:Journal of the Econometric Society, 1960,28(3):591-605. [22] HANSEN B E. The new econometrics of structural change:Dating breaks in US labour productivity[J]. Journal of Economic Perspectives, 2001, 15(4):117-128. [23] STOCK J H, WATSON M W. Introduction to Econometrics (global edition)[M]. Edinburgh:Pearson Education,2015:611. |