教師資料查詢 | 類別: 會議論文 | 教師: 廖惠珠 LIAO HUEI-CHU (瀏覽個人網頁)

標題:Oil Price and Oil Company Performance: Quantile Regression Analysis
學年96
學期1
發表日期2007/11/05
作品名稱Oil Price and Oil Company Performance: Quantile Regression Analysis
作品名稱(其他語言)
著者廖惠珠
作品所屬單位淡江大學經濟學系
出版者
會議名稱國際能源經濟學會第1屆亞洲年會=The 1st IAEE Asian Conference:Asian Energy Security and Economic Development in an Era of High Oil Price
會議地點Taipei, Taiwan
摘要By implementing the parametric and semi-parametric quantile analysis, this paper found positive relationship between excess returns of stock price and oil price returns for most oil companies issued in NYSE. However, some oil companies get higher but the others get poorer or even negative excess returns as oil price return is getting higher. Most of these poor performance companies are the refinery firms.
關鍵字Oil company performance;Oil price;Quantile method
語言英文
收錄於
會議性質國際
校內研討會地點
研討會時間20071105~20071106
通訊作者
國別中華民國
公開徵稿Y
出版型式紙本
出處國際能源經濟學會第1屆亞洲年會論文集=Proceedings of the 1st IAEE Asian Conference:Asian Energy Security and Economic Development in an Era of High Oil Price,12頁
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