RT Journal Article
SR Electronic
T1 Correlation among the Stocks of 28 Major Industries in Taiwan and Prices of Dubai Crude and Brent Crude
JF The Journal of Private Equity
FD Institutional Investor Journals
SP 69
OP 81
DO 10.3905/jpe.2018.1.069
VO 21
IS 3
A1 Tzu-Yi Yang
A1 Chin-Mei Chou
A1 Yu-Tai Yang
A1 Nguyen Phuc Nguyen
YR 2018
UL https://pm-research.com/content/21/3/69.abstract
AB Crude oil imports have significantly impacted many industries in Taiwan’s economy and investment market. This study applies EViews9 statistical software and multiple regression methods to design a model to compare Dubai and Brent crude oil price with trading volumes of 28 major industries in Taiwan. The results show that stocks of most sectors correlate with Dubai and Brent crude prices. The authors investigate the strength and directional impact of this relationship with oil prices.TOPICS: Private equity, emerging, commodities, performance measurement