Asymmetric Volatility Spillover Between Ethanol and Petroleum Prices

碩士 === 國立高雄應用科技大學 === 國際企業研究所 === 104 === The aim of this paper is to investigate the interactions between energy commodity markets with a focus on four major commodities: West Texas Intermediate (WTI) crude oil, Europe Brent crude oil, gasoline, and ethanol. While there are literatures examining th...

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Bibliographic Details
Main Authors: Hsu, Mei-Ping, 許渼蘋
Other Authors: Chiou Wei, Song-Zan
Format: Others
Language:en_US
Published: 2016
Online Access:http://ndltd.ncl.edu.tw/handle/ztd7r2