碩士 / 國立成功大學 / 交通管理學系碩博士班 / 96 / The purpose of this study is to examine the relationship among Baltic Dry Index, Taiwan transportation index, Taiwan listed bulk carrier’s stocks and U.S transportation index. The methods of unit root test、Cointegration test and Granger causality are used. The empirical results show the entire variables exist unit root. From Johansen cointegration test and Vector Error Correction Model (VECM) indicate that there are long-term and short-term equilibrium relationships among all variables. In addition, from Granger causality test show the BDI and U.S transportation index lead Taiwan transportation index and Taiwan Listed bulk carrier’s stocks. This paper support some suggestions to predict the volatility of Taiwan dry bulk stocks prices and base on the Baltic Dry Index, U.S. transportation index, and Taiwan transportation index.
| Identifer | oai:union.ndltd.org:TW/096NCKU5119007 |
| Date | January 2008 |
| Creators | Shi-chien Liu, 劉錫謙 |
| Contributors | Ching-Chih Chang, 張瀞之 |
| Source Sets | National Digital Library of Theses and Dissertations in Taiwan |
| Language | zh-TW |
| Detected Language | English |
| Type | 學位論文 ; thesis |
| Format | 75 |
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