Cointegration between palm oil price and soybean oil price: A study on market integration
The main objective of the paper is to present a cointegration approach to ascertain whether there exists a long run relationship between palm oil price and soybean oil price. A related objective is to investigate causality patterns between the two price series using the Granger causality test. The s...
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| 主要な著者: | , |
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| フォーマット: | 論文 |
| 出版事項: |
Penerbit Universiti Kebangsaan Malaysia
1998
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| オンライン･アクセス: | http://journalarticle.ukm.my/1340/ http://www.ukm.my/~penerbit |
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