A Cross-Country Analysis on the Linkages between Energy Stocks and Oil Prices

碩士 === 中原大學 === 國際貿易研究所 === 94 === The purpose of this study is to examine the linkages between energy stock prices and crude oil prices. Comparisons are also made among different areas. We use vector autoregression (VAR), vector error correction model (VECM), impulse response, and variance decompos...

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Bibliographic Details
Main Authors: Yi-Wen Hu, 胡怡文
Other Authors: Shih-Mo Lin
Format: Others
Language:zh-TW
Published: 2006
Online Access:http://ndltd.ncl.edu.tw/handle/36155398415876871196