| 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 | en |
| 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 | TWN |
| 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 |
| 相關連結 |
機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/95637 ) |
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