Does the performance of global commodities exhibit co-movement and long-run relationship with the palm oil companies?

• Main Authors: Izaan Jamil, Mori Kogid, Thien Sang Lim, Nelson Lajuni
• Format: Proceedings
• Language: English; English
• Published: ResearchGate 2024
• Subjects: HG1-9999 Finance; TD896-899 Industrial and factory wastes
• Online Access: https://eprints.ums.edu.my/id/eprint/39273/1/ABSTRACT.pdf; https://eprints.ums.edu.my/id/eprint/39273/2/FULL%20TEXT.pdf; https://eprints.ums.edu.my/id/eprint/39273/; https://www.researchgate.net/publication/379891843_Does_the_Performance_of_Global_Commodities_Exhibit_Co-movement_and_Long-run_Relationship_with_the_Palm_Oil_Companies

While numerous papers investigate on the co-movement of global commodities and stock indices, this paper extends to previous papers by focusing on the individual stock price of palm oil companies namely Sime Darby Plantation, Wilmar International, and Astra Agri Lestari. Weekly data spanning from Ja...