Econometric Analysis of energy-related products: Recent Evidence from the BlackRock Global Funds World Energy A2
碩士 === 輔仁大學 === 經濟學研究所 === 101 === Crude oil is in shortage in the long-term,so oil high price may be a trend. Because of this trend,energy fund has attracted much attention. This paper uses econometric analysis to analyze the factors that affect the price of Black Rock Global Fund-World Energy A2(U...
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ndltd-TW-101FJU003890092019-05-15T20:53:02Z http://ndltd.ncl.edu.tw/handle/p8qgbh Econometric Analysis of energy-related products: Recent Evidence from the BlackRock Global Funds World Energy A2 能源相關產品之計量模型-以貝萊德世界能源基金A2為例 Chuang,Ya-Yun 莊雅雲 碩士 輔仁大學 經濟學研究所 101 Crude oil is in shortage in the long-term,so oil high price may be a trend. Because of this trend,energy fund has attracted much attention. This paper uses econometric analysis to analyze the factors that affect the price of Black Rock Global Fund-World Energy A2(USD),the world top asset traditional energy fund. The period of study is from 2003/01/02 to 2012/12/31. Except the whole period, this research also divides the whole time period into three. One is 2003/01/02 through 2007/08/09, and another is from 2008/09/15 through 2009/03/10,and the last period is 2009/12/01 through 2012/12/31.Related stock prices, WTI crude oil price, USD price index, platinum price, cracking spread, S&P price index are considered. The study shows all the coefficient signs of the variables are in line with expectations except that the USD index is negatively correlated with the fund price during the first period. This may result from the IraqiWar in that period. Black Rock Global Fund-World Energy A2 is negatively correlated with its previous price, this shows Black Rock Global Fund-World Energy A2 is in oscillation. CHEN,NENG-JING 陳能靜 2013 學位論文 ; thesis 38 zh-TW |
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碩士 === 輔仁大學 === 經濟學研究所 === 101 === Crude oil is in shortage in the long-term,so oil high price may be a trend. Because of this trend,energy fund has attracted much attention. This paper uses econometric analysis to analyze the factors that affect the price of Black Rock Global Fund-World Energy A2(USD),the world top asset traditional energy fund.
The period of study is from 2003/01/02 to 2012/12/31. Except the whole period, this research also divides the whole time period into three. One is 2003/01/02 through 2007/08/09, and another is from 2008/09/15 through 2009/03/10,and the last period is 2009/12/01 through 2012/12/31.Related stock prices, WTI crude oil price, USD price index, platinum price, cracking spread, S&P price index are considered.
The study shows all the coefficient signs of the variables are in line with expectations except that the USD index is negatively correlated with the fund price during the first period. This may result from the IraqiWar in that period. Black Rock Global Fund-World Energy A2 is negatively correlated with its previous price, this shows Black Rock Global Fund-World Energy A2 is in oscillation.
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author2 |
CHEN,NENG-JING |
author_facet |
CHEN,NENG-JING Chuang,Ya-Yun 莊雅雲 |
author |
Chuang,Ya-Yun 莊雅雲 |
spellingShingle |
Chuang,Ya-Yun 莊雅雲 Econometric Analysis of energy-related products: Recent Evidence from the BlackRock Global Funds World Energy A2 |
author_sort |
Chuang,Ya-Yun |
title |
Econometric Analysis of energy-related products: Recent Evidence from the BlackRock Global Funds World Energy A2 |
title_short |
Econometric Analysis of energy-related products: Recent Evidence from the BlackRock Global Funds World Energy A2 |
title_full |
Econometric Analysis of energy-related products: Recent Evidence from the BlackRock Global Funds World Energy A2 |
title_fullStr |
Econometric Analysis of energy-related products: Recent Evidence from the BlackRock Global Funds World Energy A2 |
title_full_unstemmed |
Econometric Analysis of energy-related products: Recent Evidence from the BlackRock Global Funds World Energy A2 |
title_sort |
econometric analysis of energy-related products: recent evidence from the blackrock global funds world energy a2 |
publishDate |
2013 |
url |
http://ndltd.ncl.edu.tw/handle/p8qgbh |
work_keys_str_mv |
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