The Behaviors of Speculators and Hedgers in Energy Futures Markets
碩士 === 國立中正大學 === 財務金融所 === 97 === This study uses vector autoregressive analysis (VAR) to examine the dynamic interactions among futures price volatility, trading volume (speculators), and open interest (hedgers) in light, sweet crude oil futures market. Granger causality, forecast error of varianc...
| Main Authors: | , |
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| Format: | Others |
| Language: | en_US |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/92921613650524693461 |