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...
Saved in:
| Main Authors: | , |
|---|---|
| 格式: | Article |
| 出版: |
Penerbit Universiti Kebangsaan Malaysia
1998
|
| 在線閱讀: | http://journalarticle.ukm.my/1340/ http://www.ukm.my/~penerbit |
| 標簽: |
添加標簽
沒有標簽, 成為第一個標記此記錄!
|