Offshore Hedging Strategy of Taiwan-Based Crude Oil Traders and the Factors Influencing Hedging Effectiveness

碩士 === 國立中興大學 === 財務金融學系所 === 103 === This study stands at the Taiwan crude oil traders'' point of view to explore whether different hedge strategies, the different models to estimate the hedge ratio and the different hedge period would affect the variance of return, and figure out the op...

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Bibliographic Details
Main Authors: Po-Han Huang, 黃柏翰
Other Authors: 楊聲勇
Format: Others
Language:zh-TW
Published: 2015
Online Access:http://ndltd.ncl.edu.tw/handle/28094893337654501538