Hedging strategy when spot price changes are partially predictable
碩士 === 淡江大學 === 財務金融學系碩士班 === 97 === The data used in the research are weekly prices of thirty-one crude oil markets in twenty-six countries and crude oil futures in NYMEX. The sample period extends from January, , 1997 to December, 26, 2008. In many markets, the changes in the spot price are partia...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/47965824517153900704 |