參考文獻
王加欽(2010) 原油、原物料與台灣股市變動之關聯性研究，樹德科技大學金融與風險管理系碩士論文。巫春州、劉炳麟、楊奕農(2009) 農產品期貨動態避險策略的評價, 農業與經濟, 42 期, 頁39-62。
巫怡華(2011) 模擬投資組合之指數期貨避險策略, 國立中正大學財務金融研究所畢業碩士論文。林威棟(2006) 匯率風險下，雙重風險避險比率之績效研究-以MSCI台股指數為例,國立中正大學財務金融研究所畢業碩士論文。吳俞蓉(2012) 個股期貨契約避險績效之研究, 國立中正大學財務金融研究所畢業碩士論文。張巧宜、賴靖宜、莊益源(2013) 期貨最適組合避險模型:新興市場為例,管理與系統，20期，頁355-383。張簡彰程、林楚雄、趙婉辛(2012) 期貨最適避險比率之估計-Bias-Corrected EWMA 法, 經濟研究，48期，頁225-252。
劉文祺、張文娟、廖秀湘(2015),黃豆期貨對台灣食品類股股價的影響度研究,財金論文叢刊，22期，頁1-14。謝孟玲(2000) 產業類股利用股價指數期貨避險之研究,淡江大學會計學系碩士班碩士論文。謝振環 編譯(2012) 計量經濟學概論, 華泰文化出版社, 一版。
Anderson, R.W., Danthine, J. (1981) Cross Hedging, Journal of Political Economy, Vol.89, 1182-1196.
Baille, R., Myers, R. (1991) Bivariate GARCH Estimation of the Optimal Commodity Futures Hedge, Journal of Applied Econometrics, Vol.6,109-124.
Bollerslev, T. (1986) Generalized Autoregressive Conditional Heteroscedasticity, Journal of Econometrics, Vol.31, 307-327.
Browen, S. L. (1985) A Reformulation of the Portfolio Model of Hedging, American Agricultural Economics, Vol.67, 508-512.
Bystrom,H. N. E. (2003), The Hedging Performance of Electricity Futures on the Nordic Power Exchange, Applied Economics, Vol.35,1-11
Chakraborty, A, Barkoulas, J. T. (1999), Dynamic Futures Hedging in Currency Markets , European Journal of Finance, Vol.5, 299-314.
Chen, F., Sutcliffe, C. (2012) Better Cross Hedges with Composite Hedging? Hedging Equity Portfolios Using Financial and Commodity Futures, The European Journal of Finance, Vol.18, 575-595.
Chen, S. S., Lee, C. F., Shrestha, K (2001) Futures Hedge Ratios: A Review. The Quarterly Review of Economics and Finance, Vol.43, 433-465.
Guermat, C., Harris, R. D. F. (2002) Forecasting Value at Risk Allowing for Time Variation in the Variance and Kurtosis of Portfolio Returns, International Journal of Forecasting, Vol.18, 409-419
Cheung, C. S., Kwan, C. C.Y., Yip, P. C.Y. (1990) The Hedging Eeffectiveness of Options and Futures: A mean-GINI Approach, Journal of Futures Markets, Vol.10, 61-74.
Choudhry, T. (2004) The Hedging Effectiveness of Constant and Time-Varying Hedge Ratios Using Three Pacific Basin stock Futures, International Review of Economics and Finance, Vol.13, 371-385.
Brooks, C., Chong, J. (2001) The Cross-Currency Hedging Performance of Implied Versus Statistical Forecasting Models, Journal of Futures Market, Vol.21, 1043-1069.
Cotter, J., Hanly, J. (2006) Reevaluating Hedging Performance, Journal of Futures Markets, Vol.26, 677-702
Ederington, L. H. (1979) The Hedging Performance of the New Futures Markets. The Journal of Finance, Vol.34, 157-170.
Engle, R. F. (1982) Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of Kingdom Inflation, Econometrica, Vol.50, 987-1007.
Harris, R. D. F., Shen, J. (2003) Robust Estimation of the Optimal Hedge Ratio, Journal of Futures Markets, Vol. 23,799-816.
Harward C. T., D’Antonio L. J. (1984) A Risk-Return Measure of Hedging Effectiveness, Journal of Financial and Quantitative Analysis, Vol.19,101-112.
Heifner R.G. (1972) Optimal Hedging Levels and Hedging Effectiveness in Cattle Feeding, Agricultural Economics Research, Vol.24, 25-36
Johnson L.(1960) The Theory of Hedging and Speculation in Commodity Futures, Review of Economic Studies, Vol.27, 139-151
Kahl K. H. (1983) Determination of the Recommended Hedging Ratio, American Journal of Agricultural Economics, Vol.65, 603-605
Liu, K. E., Geaun J., Lei, L. F. (2001) Optimal Hedging Decisions for Taiwanese Corn Traders on the Way to Liberalisation. Agricultural Economics, Vol.25, 303-309.
Kolb, R.W., Okunev, J.(1992) An Empirical Evaluation of the Extended Mean-Gini Coefficient for Futures Hedging, Journal of Futures Markets, vol.12,177-18
Lei, L.F. and Ko, C. J. (1994) Alternative Estimates of Optimal Hedge Ratio for Corn, Soybeans, Cattle, and Hogs. Agriculture and Economics, Vol.15, 69-85.
Lien D.(2005) A Note on the Superiority of the OLS Hedge Ratio, Journal of Futures Market,Vol.25, 1121-1126
Lien D., Shrestha, K. (2008) Hedging Effectiveness Comparisons: A Note, International Review of Economics and Finance, Vol.17, 391-396
Lien, D.,Tse, Y. K. (2002) Some Recent Developments in Futures Hedging, Journal of Economic Surveys,Vol.16, 357-396.
Lien, D., Tse, Y. K., Tsui, A. (2002) Evaluating the Hedging Performance of the Constant-Correlation GARCH Models, Applied Financial Economics, Vol.12, 791-798.
Moon , G. H.,Yu, W. C., Hong, C. H. (2009) Dynamic Hedging Performance with the Evaluation of Multivariate GARCH Model: Evidence from KOSTAR Index futures, Applied Economics Letters, Vol.16, 913-919.
Myers, R. J., Thomoson, S. (1989) Generalized Optimal Hedge Ratio Estimation, American Journal of Agricultural Economics, Vol.77, 858-868.
Park, T., Switzer, L. N. (1995) Index Participation Units and the Performance of Index Futures Market: Evidence from the Toronto 35 Index Participation Units Market, Journal of Futures Markets, Vol.15, 187-200.
Rutledge, D. J. S. (1972) Hedgers’Demand for Futures Contracts:A Theoretical Framework with Application to the United States Soy-Bean Complex, Food Research Institute Studies, Vol.11, 237-256.
Stein, J. L. (1961) The Simultaneous Determination of Spot and Futures Prices. The American Economic Review, Vol.51, 1012-1025.
Tse. Y. K., Tung, S. H. (1992) Forecasting Volatility in the Singapore Stock Market, Asia Pacific Journal of Management, Vol.9, 1-13.
Working, H. (1953) Hedging Reconsidered, Journal of Farm Economics, Vol. 35, 544-561.
Yang, M. J., Lai, Y. C. (2009) An Out-of-Oample Comparative Analysis of Hedging Performance of Stock Indexes Futures: Dynamic versus Static Hedging, Applied Financial Economics, Vol.19, 1059-1072.