Long-run relationship between Malaysian crude palm oil spot and futures market
This study aims at establishing a long-run relationship of Malaysian CPO futures market using monthly prices from March 1995 to March 2014. Unit-root and Johansen cointegration test are carried out as preliminary test, followed by Vector Error Correction Model (VECM) which is the main econometric ap...
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Conference or Workshop Item |
| Language: | English |
| Published: |
2014
|
| Subjects: | |
| Online Access: | http://irep.iium.edu.my/39580/1/Long_Run_Relationship_CPO_Spot_Futures_IREP.pdf http://irep.iium.edu.my/39580/ |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|