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...

Full description

Bibliographic Details
Main Authors: Salami, Mansurat Ayojimi, Haron, Razali
Format: Conference or Workshop Item
Language:English
Published: 2014
Subjects:
Online Access:http://irep.iium.edu.my/39580/
http://irep.iium.edu.my/39580/1/Long_Run_Relationship_CPO_Spot_Futures_IREP.pdf

Similar Items