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Valuing the overseas mergers and acquisitions price risk of chinese oil companies: Based on VaR modeling

  • Yixiang Zhang*
  • , Jinhua Cheng
  • *此作品的通讯作者
  • Wuhan University of Science and Technology
  • China University of Geosciences, Wuhan

科研成果: 书/报告/会议事项章节会议稿件同行评审

摘要

This papers analysis the Market Risk Chinese oil companies facing in overseas mergers and acquisitions (M & A) by using Historical simulation ARMA forecasting (HSAF) as the basic analysis method and the spot price of WTI crude oil as the basic analysis variables. It makes the conclusions that the VaR predictive value is much greater than the actual value under the confidence level of 97.6 percent; and, at the most time , the predictive value is 1-2 times than the actual value. This shows that China's oil companies are facing with a great deal of risk when carrying out overseas mergers and acquisitions. Finally, discuss the avoidance way from strengthening market risk assessment in host country, reducing the interest rate and exchange rate risks, determining the ways mergers and acquisitions will take carefully, establishing overseas strategic alliances, entering the region on strategic choice.

源语言英语
主期刊名Proceedings - International Conference on Management and Service Science, MASS 2009
DOI
出版状态已出版 - 2009
已对外发布
活动International Conference on Management and Service Science, MASS 2009 - Wuhan, 中国
期限: 20 9月 200922 9月 2009

出版系列

姓名Proceedings - International Conference on Management and Service Science, MASS 2009

会议

会议International Conference on Management and Service Science, MASS 2009
国家/地区中国
Wuhan
时期20/09/0922/09/09

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