期刊論文| 1. | 胡均立、高志宏、黃旭淳(2007)。國際原油價格對台灣總體經濟變數之影響。能源季刊，37(2)，104-121。 延伸查詢 |
| 2. | Granger, C. W. J.(1966)。The Typical Spectral Shape of an Economic Variable。Econometrica，34(1)，150-161。  |
| 3. | Guo, H.、Kliesen, K. L.(2005)。Oil Price Volatility and U.S. Macroeconomic Activity。Review of Federal Reserve Bank of St. Louis，11，669-684。 |
| 4. | Hu, J. L.、Fang, C. Y.、Kuo, T. H.(2009)。Linkage of Global Raw Material Prices and Taiwan's CPI Level。Empirical Economics Letters，8(3)，261-270。 |
| 5. | Yeh, F. Y.、Hu, J. L.、Lin, C. H.(2012)。Asymmetric Impacts of International Energy Shocks on Macroeconomic Activities。Energy Policy，44(1)，10-22。 |
| 6. | Gorton, G. B.、Rouwenhorst, K. G.(2005)。And Fantasies about Commodity Futures。Financial Analysts Journal，62，47-68。 |
| 7. | Rosenzweig, C.、Parry, M. L.(1994)。Potential Impact of Climate Change on World Food Supply。Nature，367，133-138。 |
| 8. | Brown, Stephen P. A.、Yucel, Mine K.(1999)。Oil Prices and U.S. Aggregate Economic Activity: A Question of Neutrality。ECONOMIC AND FINANCIAL REVIEW- FEDERAL RESERVE BANK OF DALLAS，2，16-23。 |
| 9. | Akaike, H.(1987)。Factor analysis and AIC。Psychometrika，52(3)，317-332。 |
| 10. | Hsiao, Cheng(1981)。Autoregressive Modeling and Money-Income Causality Detection。Journal of Monetary Economics，7(1)，85-106。 |
| 11. | Schwert, G. William(1989)。Tests for Unit Roots: A Monte Carlo Investigation。Journal of Business and Economic Statistics，7(2)，147-159。 |
| 12. | Chan, Kalok S.(1992)。A Further Analysis of the Lead-Lag Relationship Between the Cash Market and Stock Index Futures Market。Review of Financial Studies，5(1)，123-152。 |
| 13. | Granger, C. W. J.(1988)。Some Recent Development in a Concept of Causality。Journal of Econometrics，39，199-211。 |
| 14. | Sadorsky, Perry(1999)。Oil Price Shocks and Stock Market Activity。Energy Economics，21(5)。 |
| 15. | Granger, C. W. J.(1981)。Some Properties of Time Series Data and Their Use in Econometric Model Specification。Journal of Econometrics，16(1)，121-130。 |
| 16. | Schwarz, Gideon(1978)。Estimating the Dimension of a model。The Annals of Statistics，6(2)，461-464。 |
| 17. | Dickey, David A.、Fuller, Wayne A.(1981)。Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root。Econometrica: journal of the Econometric Society，49(4)，1057-1072。 |
| 18. | Sims, Christopher A.(1980)。Macroeconomics and Reality。Econometrica: Journal of the Econometric Society，48(1)，1-48。 |
| 19. | Dickey, David A.、Fuller, Wayne A.(1979)。Distribution of the Estimators for Autoregressive Time Series With a Unit Root。Journal of the American Statistical Association，74(366)，427-431。 |
| 20. | Granger, Clive William John、Newbold, Paul(1974)。Spurious Regressions in Econometrics。Journal of econometrics，2(2)，111-120。 |
| 21. | Phillips, Peter C. B.、Perron, Pierre(1988)。Testing for a unit root in time series regression。Biometrika，75(2)，335-346。 |