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...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | en_US |
Published: |
2014
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Online Access: | http://ndltd.ncl.edu.tw/handle/96660199257380973649 |