An empirical evaluation of hedging effectiveness of crude palm oil futures market in Malaysia
This paper evaluates the hedging effectiveness of the Malaysian crude palm oil futures market using daily settlement prices over the periods from January 4, 2010 to August 30, 2017. Hedge ratios and the hedging effectiveness are determined by employing four competing econometric models namely: the s...
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| Format: | Article |
| Language: | English |
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Academic Research Publishing Group
2017
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| Online Access: | http://irep.iium.edu.my/60394/ http://irep.iium.edu.my/60394/ http://irep.iium.edu.my/60394/1/Published_IJEFR.pdf |