An Application and Comparison for the Crude Oil Markets in Hedging with Return- and Range-based Dynamic Conditional Correlation Approaches
碩士 === 國立高雄第一科技大學 === 財務管理所 === 98 === This paper explores the hedge strategies of crude oil markets and it utilizes mainly the new hedge performance criterion, the Certain Equivalent approach, to compare the different strategies. The CE approach is another criterion of this study besides the conven...
| 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/54548032558239745315 |