Optimal hedge ratio and the hedging performance of commodity futures: the case of Malaysian crude palm oil futures market
This paper aims to examine the hedging performance of the crude palm Oil futures Market in Malaysia. The optimal hedge ratios and the hedging performance are examined for two different futures contracts denoted as futures 1 and futures 2 using daily settlement prices from January 4, 2010 to October...
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| Format: | Article |
| Language: | English |
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Euro Asia Research and Development Association EARDA
2017
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| Online Access: | http://irep.iium.edu.my/60400/ http://irep.iium.edu.my/60400/ http://irep.iium.edu.my/60400/1/Published_IJRFM.pdf |