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題名：技術分析在原油價格避險時機之應用：權變避險模式
書刊名：臺灣銀行季刊
作者：許溪南／涂乙偉
出版日期：2014
卷期：65:1
頁次：頁40-64
主題關鍵詞：技術分析；原油價格；權變避險模式
原始連結：連回原系統網址new window
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  • 被引用次數被引用次數:期刊(0) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:0
  • 共同引用共同引用:7
  • 點閱點閱:2
期刊論文
1.Jin, Yanbo、Jorion, Philippe(2006)。Firm value and hedging: Evidence from U.S. oil and gas producers。Journal of Finance，61(2)，893-919。  new window
2.Working, H.(1962)。New Concepts Concerning Futures Markets and Prices。The American Economic Review，52(3)，431-459。  new window
3.Kahl, K. H.(1983)。Determination of the Recommended Hedging Ratio。American Journal of Agricultural Economics，65(3)，603-605。  new window
4.Ghosh, A.(1993)。Hedging in Stock Index Futures: Estimation and Forecasting with Error Correction Model。Journal of Futures Markets，13(7)，743-752。  new window
5.Haushalter, G. David(2000)。Financing Policy, Basis Risk, and Corporate Hedging: Evidence from Oil and Gas Producers。The Journal of Finance，55(1)，107-152。  new window
6.Cooper, Michael(1999)。Filter Rules Based on Price and Volume in Individual Security Overreaction。Review of Financial Studies，12(4)，901-935。  new window
7.Graham, John R.、Rogers, Daniel A.(2002)。Do Firms Hedge in Response to Tax Incentives?。Journal of Finance，57(2)，815-839。  new window
8.Stulz, R. M.(1984)。Optimal Hedging Policies。The Journal of Financial and Quantitative Analysis，19(2)，127-140。  new window
9.Guay, Wayne R.(1999)。The Impact of Derivatives on Firm Risk: An Empirical Examination of New Derivative Users。Journal of Accounting & Economics，26(1-3)，319-351。  new window
10.Sweeney, Richard J.(1988)。Some New Filter Rule Test: Methods and Results。Journal of Financial and Quantitative Analysis，23(3)，1647-1691。  new window
11.Working, Holbrook(1953)。Futures trading and hedging。American Economic Review，43(3)，314-343。  new window
12.Engle, R. F.(1982)。Autoregressive Conditional Heteroske- dasticity with Estimates of the Variance of U.K. Inflation。Econometrica，50(4)，987-1008。  new window
13.Howard, Charles T.、D'Antonio, L. J.(1984)。A Risk-Return Measure of Hedging Effectiveness。Journal of Financial and Quantitative Analysis，19(1)，101-112。  new window
14.Leland, Hayne E.(1998)。Agency Cost, Risk Management, and Capital Structure。Journal of Finance，53(4)，1213-1243。  new window
15.Froot, Kenneth A.、Scharfstein, David S.、Stein, Jeremy C.(1993)。Risk Management: Coordinating Corporate Investment and Financing Policies。Journal of Finance，48(5)，1629-1658。  new window
16.Alexander, Sindey S.(1961)。Price Movements in Speculative Markets: Trend or Random Walks。Industrial Management Review，2(2)，7-26。  new window
17.Dolde, Walter(1995)。Hedging, leverage, and primitive risk。Journal of Financial Engineering，4(2)，187-216。  new window
18.Miller, M. H.、Modigliani, F.(1961)。Dividend policy, growth and the valuation of share。The Journal of Business，34(4)，411-433。  new window
19.許溪南、何怡滿、劉泰山(20110300)。KD及MACD在避險時機之應用：以臺指期貨避險為例。東吳經濟商學學報，72，109-138。new window  延伸查詢new window
20.Barclay, M. J.、Smith, C. W. Jr.(1995)。The maturity structures of corporate debt。Journal of Finance，50(20)，609-631。  new window
21.Barclay, M. J.、Smith, C. W. Jr.(1995)。The priority structures of corporate liabilities。Journal of Finance，50(3)，671-689。  new window
22.Corrado, C. J.、Lee, S.-H.(1992)。Filter Rule Test of the Economic Significance of Serial Dependencies in Daily Stock Return。Journal of Financial Research，15(4)，369-387。  new window
23.Fama, Eugene F.、Blume, Marshall E.(1966)。Filter rules and stock market trading profit。Journal of Business，39(1)，226-241。  new window
24.Leibenstein, H.(1966)。Allocative efficiency versus X-efficiency。American Economic Review，56(3)，392-416。  new window
25.Park, T. H.、Switzer, L. N.(1995)。Time-varying distributions and the optimal hedge rations for stock index future。Applied Financial Economics，5(3)，131-137。  new window
26.Smith, Clifford W.、Stulz, René M.(1985)。The determinants of firms' hedging policies。Journal of Financial and Quantitative Analysis，20(4)，391-405。  new window
27.Markowitz, Harry M.(1952)。Portfolio Selection。The Journal of Finance，7(1)，77-91。  new window
28.Titman, Sheridan、Wessels, Roberto(1988)。The determinants of capital structure choice。The Journal of Finance，43(1)，1-19。  new window
29.Bollerslev, Tim(1986)。Generalized Autoregressive Conditional Heteroskedasticity。Journal of Econometrics，31(3)，307-327。  new window
30.Bollerslev, Tim(1987)。A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return。The Review of Economics and Statistics，69(3)，542-547。  new window
31.許溪南、何怡滿、張瓊如(20120100)。KD 與MA 技術指標在避險時機之應用：以臺指選擇權為例。輔仁管理評論，19(1)，27-46。new window  延伸查詢new window
32.Mayers, David、Smifh, Clifferd W. Jr.(1982)。On the corporate demand for insurance。Journal of Business，55(2)，281-296。  new window
33.Ederington, Louis H.(1979)。The Hedging Performance of the New Futures Markets。Journal of Finance，34(1)，157-170。  new window
34.Johnson, Leland L.(1960)。The Theory of Hedging and Speculation in Commodity Futures。The Review of Economic Studies，27(3)，139-151。  new window
35.Allayannis, George、Weston, James P.(2001)。The Use of Foreign Currency Derivatives and Firm Market Value。The Review of Financial Studies，14(1)，243-276。  new window
36.Nance, Deana R.、Smith, Clifford W. Jr.、Smithson, Charles W.(1993)。On the determinants of corporate hedging。Journal of Finance，48(1)，267-284。  new window
37.許溪南、何怡滿、劉玉琦(20090200)。權變避險模式在臺灣股市之應用。臺灣管理學刊，9(1)，23-46。new window  延伸查詢new window
38.Modigliani, Franco、Miller, Merton H.(1958)。The Cost of Capital, Corporation Finance and the Theory of Investment。American Economic Review，48(3)，261-297。  new window
39.Zimmerman, Jerold L.(1983)。Taxes and firm size。Journal of Accounting and Economics，5，119-149。  new window
40.Mandelbrot, Benoit B.(1963)。The Variation of Certain Speculative Prices。The Journal of Business，36(4)，394-419。  new window
研究報告
1.Claessens, Stijn、Varaiigis, Panos(1991)。Hedging crude oil imports in developing countries。  new window
學位論文
1.溫曜誌(1998)。以SIMEX摩根台股指數期貨規避台灣股價指數風險之研究(碩士論文)。國立政治大學。  延伸查詢new window
2.周怡貞(2004)。台灣進出口商最適避險時機之探討--以新台幣對美元為例(碩士論文)。國立成功大學。  延伸查詢new window
3.賴昌作(2000)。股價指數期貨之避險比率與避險效益(碩士論文)。國立台灣科技大學。  延伸查詢new window
4.林宗永(1989)。技術分析指標獲利性之實證研究(碩士論文)。國立政治大學。  延伸查詢new window
5.李惠宏(1985)。台灣股票市場弱式效率性之實證研究(碩士論文)。國立中山大學。  延伸查詢new window
6.鄭淑貞(1994)。台灣股票市場弱式效率性實證研究--過濾法則之應用(碩士論文)。國立台灣工業技術學院。  延伸查詢new window
7.盧廷當(1996)。以參考成交量之濾嘴法則檢定資本市場弱式效率性--台灣股票市場之實證研究(碩士論文)。國立交通大學。  延伸查詢new window
8.林義祥(1998)。基金避險與台股指數期貨--比較各計量模型之避險績效(碩士論文)。淡江大學。  延伸查詢new window
 
 
 
 
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