碩士 / 逢甲大學 / 財務金融學系碩士班 / 102 / This study investigates the impact of financial crisis on the relationship between international oil price and industrial group stock return in Taiwan. The empirical data are from the U.S. Energy Information Administration and the Taiwan Economic Journal database, including the 1996-2013 West Texas Intermediate and Taiwan listed companies. The results show that there is no significant correlation between oil prices and stock returns before the financial crisis; after the financial crisis, oil prices will affect the stock returns of paper, plastics, tourism, finance, fly industry; and the stock returns of the electronics industry and oil prices have bidirectional reaction. This study provides investors a reference for future investment or hedge.
| Identifer | oai:union.ndltd.org:TW/102FCU05304003 |
| Date | January 2014 |
| Creators | 黎鎮葳 |
| Contributors | 陳麗君 |
| Source Sets | National Digital Library of Theses and Dissertations in Taiwan |
| Language | zh-TW |
| Detected Language | English |
| Type | 學位論文 ; thesis |
| Format | 55 |
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