碩士 / 大葉大學 / 管理學院碩士在職專班 / 99 / This study was to investigate the international crude oil prices, gold stocks and solar energy relationship between the interaction. This study, time series taken to the international crude oil prices, gold prices and the mainland, Shenzhen and Taiwan solar energy stocks as the sample, each sample collected 313 pen data, collected a total of 1,565 pen data.
The results of this study show:
First, causality test results, the discovery of a leading solar energy sector between the gold price; the international crude oil prices and solar energy stocks have mutual feedback relationship.
Second, cointegration analysis, the discovery of gold prices and solar energy stocks have long-term cointegration relationship.
Third, gold prices and solar energy stocks have error correction between the items.
In conclusion of this study can be found, solar energy stocks in the future may become the new forecast gold price change indicators.
Keywords: International crude oil prices, Gold prices, Unit root test, Granger causality test, Cointegration test, Error correction model
| Identifer | oai:union.ndltd.org:TW/099DYU01121171 |
| Date | January 2011 |
| Creators | Wang , Chih-Jen, 王志仁 |
| Contributors | Lai, Wen-Quai, 賴文魁 |
| Source Sets | National Digital Library of Theses and Dissertations in Taiwan |
| Language | zh-TW |
| Detected Language | English |
| Type | 學位論文 ; thesis |
| Format | 110 |
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