Investor demand, market efficiency and spot-futures relation: Further evidence from crude palm oil
This study examines the hypothesis of Tilton et al. (2011) that assert investor demand affects commodity prices when spot and futures prices are closely correlated during strong contango in a hard commodity like copper. However, using daily data of crude palm oil (CPO) spot and futures prices from J...
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| Main Authors: | , |
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| Format: | Article |
| Published: |
Elsevier
2017
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| Subjects: | |
| Online Access: | http://eprints.um.edu.my/17633/ http://dx.doi.org/10.1016/j.resourpol.2017.06.009 |
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