本文以豆类期货日收盘价数据为研究对象,通过Granger检验,分析了豆类品种间的先后因果;通过建立VEC模型,得出豆类期货间存在长期稳定的均衡关系;通过脉冲响应分析,发现豆类期货间价格传导的动态路径;并在实证相关结论的基础上,对豆类期货跨品种套利和发展豆二期货市场提出相关建议。 In this paper, the daily closing price of legumes was taken as the research object, and the successive causal relationships among legumes were analyzed by Granger test. By establishing the VEC model, the long-term and stable equilibrium relationship among legumes was obtained. By the impulse response analysis, Find out the dynamic path of price transmission between beans and futures; and on the basis of the empirical correlation conclusion, make some suggestions on the cross-species arbitrage of beans futures and the development of soybean futures market.