最後, 我將建構一個重要原物料價格 (包含鋁,煤,銅,汽油, 金, 鉛, 天然氣, 鎳, 銀, 黃豆, 錫, 以及小麥)之預測模型。
Abstract: In this three-year research project, I will focus on the dynamic links between crude oil prices, commodity prices, and commodity-sensitive Stocks. In particular, this project proposes a new leading indicator, namely, commodity-sensitive stock price indices, to forecast the price of key
In the first year, I will investigate whether oil-sensitive stock price indices is able to forecast crude oil prices. In the second year, I will refine the project in the first year by examining numerous alternative forecasting techniques. Finally, in the third year, I will extend the investigation to many key commodities including Aluminum, Coal, Copper, Gasoline, Gold, Lead, Natural Gas, Nickel, Silver, Soybeans, Tin, and Wheat.