Long-term relationship of crude palm oil commodity pricing under structural break
The purpose of this paper is to examine the pricing efficiency of the Malaysian crude palm oil (CPO) market before and after the structural break. This study uses the daily closing price of CPO and CPO futures (CPO-F) for the period ranging from June 2009 to August 2016 while taking structural break...
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Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
Emerald Publishing Limited
2018
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Subjects: | |
Online Access: | http://irep.iium.edu.my/67543/7/67543%20Long-term%20relationship%20of%20crude.pdf http://irep.iium.edu.my/67543/ https://www.emeraldinsight.com/doi/pdfplus/10.1108/JCMS-09-2018-0032 |
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