Abstract
Based on the data from June 13, 2019 to September 1, 2023, this paper analyzes the impact of the grain futures market on the stock price volatility of listed agricultural companies. The results show that the composite price index of grain futures and the composite stock price index of listed agricultural companies are granger reasons for each other in the short term. The cointegration test shows that there is a long-term equilibrium relationship between them. Based on this, a vector error correction model is constructed for impulse response analysis, and the correlation between the two is further verified.
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