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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Bibliographic Details
Main Author: Phantanan Chantima
Other Authors: Asst.Prof.Dr.Pathairat Pastpipatkul
Format: Theses and Dissertations
Language:English
Published: เชียงใหม่ : บัณฑิตวิทยาลัย มหาวิทยาลัยเชียงใหม่ 2020
Online Access:http://cmuir.cmu.ac.th/jspui/handle/6653943832/69539
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Institution: Chiang Mai University
Language: English
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