Extreme risk spillovers between crude palm oil prices and exchange rates
This study is the first attempt to examine the extreme risk spillovers between Malaysian crude palm oil (CPO) and foreign exchange currencies of the three largest CPO importers: India, the European Union and China throughout the global financial crisis. Using daily data of three currencies, CPO spot...
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| Main Authors: | , |
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| Format: | Article |
| Published: |
Elsevier Science Inc
2021
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| Subjects: | |
| Online Access: | http://eprints.um.edu.my/26899/ |
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