計畫
(Principal Investigator)



第 1 到 9 筆結果,共 9 筆。

啟始時間標題P-Investigator經費來源
2018The Construction, Forecasting and Applications of the Composite Sentiment Index in Dry-Bulk Shipping MarketHeng-Chih ChouNational Science and Technology Council
2017How Do Market Sentiments Impact Freight Rate Volatility? Evidence from Long Memory and Range Volatility ApproachesHeng-Chih ChouNational Science and Technology Council
2016Price Co-Movement, Lead-Lag Relationship, Volatility Spillover and Cross-Hedge in Bulk Shipping MarketsHeng-Chih ChouNational Science and Technology Council
2015The Construction, Testing and Hedge Strategy of Shipping Freight Rate Volatility IndexHeng-Chih ChouNational Science and Technology Council
2014The Hedge and Valuation Performance of Freight Option Pricing ModelsHeng-Chih ChouNational Science and Technology Council
2012A Study on the Hedging Performance of Dry Bulk Freight FuturessHeng-Chih ChouNational Science and Technology Council
2011Freight Rate Derivatives and Risk Management in Dry Bulk ShippingHeng-Chih ChouNational Science and Technology Council
2010Re-Examining the Default Forecasting Performance of Naive Merton ModelHeng-Chih ChouNational Science and Technology Council
2008Re-Examine the Maturity and Volume Effects of Futures by the Information Contents of Price RangeHeng-Chih ChouNational Science and Technology Council