2013-08-012024-05-17https://scholars.lib.ntu.edu.tw/handle/123456789/681102摘要：本計畫為三年期計畫, 其目的在於探討油價,原物料價格以及相關股票價格之動態關係。 本計畫將著重於原物料類股是否對於油價以及其他重要原物料價格具有預測能力。 我將首先透過樣本內與樣本外預測評估石油類股是否能夠預測原油價格。接下來,我將利用多種預測模型探討油價預測。 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。<br> 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 commodities. 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.石油價格原物料價格相關產業股票價格Oil PricesCommodity PricesCommodity-Sensitive Stock