Long-run relationship between Malaysian crude palm oil spot and futures market

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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...

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Bibliographic Details
Main Authors:	Salami, Mansurat Ayojimi, Haron, Razali
Format:	Proceeding Paper
Language:	English
Published:	2014
Subjects:	HG4501 Stocks, investment, speculation
Online Access:	http://irep.iium.edu.my/39580/ http://irep.iium.edu.my/39580/1/Long_Run_Relationship_CPO_Spot_Futures_IREP.pdf

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