碩士 / 國立臺北大學 / 企業管理學系 / 105 / International oil prices and international freight index on the operation of the transport industry in Taiwan has a huge impact. This study explores the relationship between the North Sea Brent crude spot, the Baltic dry cargo freight index and the Taiwan transport class weighted share price index. Research data from the Taiwan Economic News (TEJ), during the period from February 2000 to June 2016, a total of 197 months of information. In this paper, we use the vector autoregressive model of time series to decompose the impact response function and the error coefficient of the vector self-regression model with the single test, the causal relationship test, and the leading and backward relationship between the three. Empirical evidence shows that crude oil prices and freight index will affect each other and will affect the Taiwan transport industry stock price index. In addition, the endogencity of the freight index is the weakest, more susceptible to the impact of crude oil, and Taiwan's transport industry share price of the endogenous nature of the strongest, that is, the Taiwan transport industry share price index in addition to the two international factors, the domestic climate factor will also affect the transport industry stock price changes.
| Identifer | oai:union.ndltd.org:TW/105NTPU0121094 |
| Date | January 2017 |
| Creators | TENG,YU-TING, 鄧毓廷 |
| Contributors | LIN, CHUANG-YUANG, LU, TZU-YING, 林泉源, 呂姿瑩 |
| Source Sets | National Digital Library of Theses and Dissertations in Taiwan |
| Language | zh-TW |
| Detected Language | English |
| Type | 學位論文 ; thesis |
| Format | 37 |
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