Optimal Hedge Ratio of Energy Futures Using CCC and DCC Models
碩士 === 國立交通大學 === 經營管理研究所 === 95 === Crude oil keeps country’s economy running, and crude oil futures is one of the most actively traded commodity, as well as the world's largest-volume futures contract trading on a physical commodity. Energy price is highly dependent on global macroeconomic...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/71366762412200080538 |