The Analysis of Cross Hedging and Arbitrage Trading Strategies at Oil Price
碩士 === 輔仁大學 === 金融研究所 === 98 === This essay uses portfolio hedging theory and pair trading theory to investigate different hedging and trading strategies of oil. The sampled data includes the spot and future price of WTI and exchange rate between euro and U.S. dollars during 2000 to 2009. In hedging...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/80963261864259274416 |