1 |
연규영, "일본 상품선물거래소의 거래방법 및 가격형성에 관한 고찰", 농업경영.정책연구, 제28권 제2호, 2001, pp.399-414.
|
2 |
강석규, "새우 선물시장의 투기 효율성에 관한 연구", 수산경영론집, 제38권 제2호, 2007, pp.63-78.
과학기술학회마을
|
3 |
남수현, "일본 냉동새우 선물시장의 가격발견기능에 관한 연구", 수산경영론집, 제37권 제1호, 2006, pp.95-110.
과학기술학회마을
|
4 |
Bera, A., & Jarque, C., "Efficient Tests for Normality, Heteroskedasticity, and Serial Independence of Regression Residuals," Economic Letters, 6, 1980, pp.225 - 259.
DOI
ScienceOn
|
5 |
Johansen, S., "Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models," Econometrica, 59, 1991, pp.1551 - 1580.
DOI
ScienceOn
|
6 |
강석규, "통화선물시장의 헤징유효성 비교: 신흥통화 대 선진통화", 재무관리연구, 제26권 제2호, 2009, pp.155-180.
|
7 |
Ederington, L.H., "The Hedging Performance of the New Futures Markets," The Journal of Finance, 34, 1979, pp.157 - 170.
DOI
ScienceOn
|
8 |
Black, D. G.(1986), Success and Failure of Futures Contract: Theory and Empirical Evidence, New York: Salomon Brothers Center for the Study of Financial Institutions.
|
9 |
Martinez - Garmendia, J. & Anderson, J. L.(1999), "Hedging Performance of Shrimp Futures Contracts with multiple deliverable grades," The Journal of Futures Markets, 19, pp.957 - 990.
DOI
ScienceOn
|
10 |
Maynard, L. J., Hancock, S., & Hoagland, H.(2001), "Performance of Shrimp Futures Markets as Price Discovery and Hedging mechanisms," Aquaculture Economics and Management, 5, pp.115 - 129.
DOI
ScienceOn
|
11 |
Leuthold, R M., Junkus, J. C., & Cordier, J. E.(1989), The Theory and Practice of Futures Markets, Lexington, MA: Lexington Books.
|
12 |
Newey, W., and K. West., "A Simple Positive Semi - definite, Heteroscedasticity and Autocorrelation Consistent Covariance Matrix," Econometrica, 55,1987, pp.703 - 708.
DOI
ScienceOn
|
13 |
Sanders, D. R. & Manfredo, M. R.(2002), "The White Shrimp Futures Market: Lessons in Contract Design and Marketing," Agribusiness, 18, pp.505 - 522.
DOI
ScienceOn
|