발전용 유연탄 가격과 여타 상품가격의 동조화 현상에 대한 실증분석

목차 (Table of Contents)

• 요약
• Ⅰ. 서론
• Ⅱ. 일치도 분석
• Ⅲ. 표본자료 및 국면 탐색
• Ⅳ. 상관계수 및 일치도 계수 측정
• V. 결론 및 시사점
• 참고문헌
• 부록
• ABSTRACT

참고문헌 (Reference)

1 Cashin, P., "The myth of comoving commodity prices" IMF 1999

2 Deb, P., "The excess co-movement of commodity prices reconsidered" 11 : 275-291, 1996

3 Pindyck, R., "The excess co-movement of commodity prices" 100 : 1173-1189, 1990

4 Trivedi, P., "Tests of some hypotheses about the time series behavior of commodity prices, In Advances in Econometrics and Quantitative Economics: Essays in Honor of C. Rao" Blackwell 382-412, 1995

5 Burns, A., "Measuring Business Cycles" National Bureau of Economic Research 1946

6 Palaskas, T., "Market commodity prices: the implications of the co-movement and excess co-movement issue, In Economic Crisis in Developing Countries: New Perspectives on Commodities, Trade and Finance" Pinter 89-103, 1993

7 Palaskas, T., "Is there excess co-movement of primary commodity prices?: A co-integration test" International Economics Department, World Bank 1991

8 Harding, D., "Dissecting the cycle" University of Melbourne 1999

9 Bry, G., "Cyclical Analysis of Time Series: Selected Procedures and Computer Programs" National Bureau of Economic Research 1971

10 McDermott, C., "Concordance in business cycles" IMF 2000

11 Cashin, P., "Booms and slumps in world commodity prices" 69 : 277-296, 2002

12 Pagan, A., "A framework for understanding bull and bear markets" Australian National University 1999