The Lead Lag Relationship between Spot and Futures Markets In the Energy sector

碩士 === 國立成功大學 === 國際經營管理研究所 === 103 === The present research aims to examine the lead-lag relationship between spot and futures markets of the most representative energy sources; crude oil, heating oil natural gas and gasoline from 1979 to 2013. A key feature of the study is the examination of the r...

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Bibliographic Details
Main Authors: YolandaPrince, 尤蘭妲
Other Authors: Jeng-Chung Chen
Format: Others
Language:en_US
Published: 2014
Online Access:http://ndltd.ncl.edu.tw/handle/96660199257380973649