The linkages among the return of oil price, energy futures, stock index futures and stock markets
碩士 === 國立彰化師範大學 === 企業管理學系 === 95 === This study analyzes the linkages among the return of oil prices, energy futures, stock index futures and stock markets. The Cointegration test, Granger causality test, the impulse response function, and variance decomposition of forecast error are utilized to ex...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/54090181892049875569 |