The Volatility Structure Between Aluminum and Ethanol Prices, and the Stock Returns of Automotive Companies by Copulas
Aluminum and ethanol usages have been accumulating over time under a fluctuated crude oil price and compulsory environmental regulations. The automotive sector is related to these inputs both upstream and downstream in order to meet fuel efficiency standard and lower GHG emission which this sector s...
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| Format: | Theses and Dissertations |
| Language: | English |
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เชียงใหม่ : บัณฑิตวิทยาลัย มหาวิทยาลัยเชียงใหม่
2020
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| Online Access: | http://cmuir.cmu.ac.th/jspui/handle/6653943832/69539 |
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| Institution: | Chiang Mai University |
| Language: | English |