依据大连玉米期货和美国芝加哥玉米期货价格日收盘价数据, 对中美玉米期货价格变化进行粗粒化处理. 以玉米价格波动模态为节点, 模态之间的转换为边建立中国玉米和美国玉米期货价格有向加权联动性复杂网络, 通过该复杂网络研究中美农产品期货价格联动性波动规律. 研究表明大连玉米期 货价格与美国玉米期货价格的联动波动趋势为同向联动性, 但中美玉米期货价格的 联动性并不完全保持同向变动; 加权聚集系数和点强度呈负相关, 价格联动波动具 有周期性, 联动模态间的转换周期平均为5--6天; 中美玉米期货价格联动的群发性波 动通过出现概率较小的且中介中心性较高的模态进行交替转换, 通过预测价格联动的 波动状态, 可以为规避市场风险提供决策参考.

On the basis of daily closing price data of Dalian corn futures and Chicago corn futures price, this paper carries out the statistical Physics on Sino US corn futures price changes. It takes corn price fluctuation mode as point and change between modes as edge, set up the directed and weighted linkage complex network of the Chinese corn and American corn futures price, studies the linkage of fluctuation law of the Sino US agricultural products futures price. Research shows that the linkage fluctuation trend of Dalian corn and U.S. corn futures prices is the same directed linkage, but the linkage between Sino US corn futures price does not remain change in the same direction; There is a negative correlation between weighted clustering coefficient and point of strength, the linkage fluctuation of price interaction moves in cycles, the average conversion cycle between linkage modes lasts 5--6 days; The mass fluctuation of Sino US corn futures price linkage carries out alternate conversion by betweenness centrality higher modes of low probability, it can serve as a reference to avoid market risks by forecasting the fluctuation states of price linkage.