The effect of temperature on the Oil and Stock markets: A VECM Approach

碩士 === 明新科技大學 === 管理研究所碩士班 === 103 === This research is to investigate correlation between Stock market and oil prices, exchange rate: the effect of temperature. The monthly data of total 395 observations are from January, 1980 to November, 2012. This paper uses Unit Root tests, Augmented Dickey-Ful...

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Bibliographic Details
Main Authors: DO MANH HUNG, 杜孟雄
Other Authors: Lii-Tarn Chen
Format: Others
Language:en_US
Published: 2014
Online Access:http://ndltd.ncl.edu.tw/handle/c97q93