碩士 / 大葉大學 / 管理學院碩士在職專班 / 107 / This study considers VAR model to probe the correlation between crude oil
prices and Baltic Dry Index(BDI) and uses daily data over the period of January 4, 2010 to December 25, 2018.
The empirical analysis supports evidence on one-way causality running from
crude oil prices to BDI. That is, crude oil prices significantly positively lead BDI by day. However, there is no significant causal relationship verified from BDI to crude oil prices.
| Identifer | oai:union.ndltd.org:TW/107DYU01121051 |
| Date | January 2019 |
| Creators | CHEN, YI-CHEN, 陳翊榛 |
| Contributors | Chang, Chun-Po, Chen, Chen-Chieh, 張椿柏, 陳振傑 |
| Source Sets | National Digital Library of Theses and Dissertations in Taiwan |
| Language | zh-TW |
| Detected Language | English |
| Type | 學位論文 ; thesis |
| Format | 27 |
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