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題名:Predicting the Price Change of Raw Materials Based on Currency Development Trend
書刊名:創新與管理
作者:Chang, Hau-mingLiao, JasonChen, Patrick S.
出版日期:2016
卷期:12:2
頁次:頁29-52
主題關鍵詞:Oil pricePound sterlingUnit root testCo-integration testGranger causality test
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:0
  • 點閱點閱:13
期刊論文
1.Narayan, P. K.、Narayan, S.、Zheng, X.(2010)。Gold and oil futures markets: Are markets efficient?。Applied Energy,87(10),3299-3303。  new window
2.Granger, C. W. J.(1969)。Investigating Causal Relations by Econometric Methods and Cross-Spectral Methods。Econometrica,34,424-438。  new window
3.Liu, J. Y.(2003)。A Preliminary Study of the Pattern of Yen Exchange Rate Fluctuation。Japanese Studies,76,101-115。  new window
4.Johansen, S.(1988)。Statistical Analysis of Co-integration Vector。Journal of Economic Dynamics and Control,12,231-254。  new window
5.Cheng, W. L.(2005)。Quantitative Analysis of Factors that Affect International Oil Prices。International Petroleum Economics,8,40-43。  new window
6.Nelson, C. R.、Plosser, C. I.(1982)。Trends and Random Walks in Macroeconomic Time Series: Some Evidence and Implications。Journal of Monetary Economics,10(2),139-162。  new window
7.Engle, Robert F.、Granger, Clive W. J.(1987)。Cointegration and Error Correction: Representation, Estimation, and Testing。Econometrica,55(2),251-276。  new window
會議論文
1.Giorgio, C. G.、Richard, G.(2012)。The Impact of Exchange Rate & Oil Price Return on Wholesale Electricity Spot Price Returns: An Empirical Study of European Markets。31st USAEE/IAEE Annual North-American Conference on Energy Economics。London:Imperial College Business School。  new window
研究報告
1.Oyetunji, B.(2013)。Price and Exchange Rate Volatility in Nigeria。  new window
2.Le, T. H.、Chang, Y.(2011)。Oil and Gold: Correlation or Causation?。Division of Economics, Nanyang Technological University。  new window
學位論文
1.Yu, C. S.(2007)。Co-movement and Spillover Effects Among Crude Oil, Gold and Pound/Dollar Exchange Rate Markets(碩士論文)。Chung Yung Christian University。  new window
2.Wang, Y. J.(2009)。A Study of the Relationship between Exchange Rate, Oil Price, Gold Price, and Real Interest Rate(碩士論文)。National Cheng Kung University。  new window
3.Huang, T. Y.(2009)。A Research of the Interactive Relationship Among the Price of Crude Oil, Gold, Exchange Rate and International Stock Markets(碩士論文)。I-Shou University。  new window
4.Sun, W. T.(2007)。International crude oil prices and the dynamic relationship between equity and currency markets - Case Study of the Asian Four Little Dragons(碩士論文)。Kao Yuan University。  new window
圖書
1.Rainer, S.、Martin, W.(2015)。Forecasting the Oil Price Using House Prices。University of Aberdeen Business School。  new window
單篇論文
1.Zhang, H. J.,Dufour, J. M.,Galbraith, J.(2013)。Exchange Rates and Commodity Prices: Measuring Causality at Multiple Horizons,CIRANO。(2013s-39)。  new window
 
 
 
 
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