Crude palm oil market volatility: pre and post crisis periods. Evidence from Qarch

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Crude palm oil market volatility: pre and post crisis periods. Evidence from Qarch

This study aims to examine the volatility of Malaysian Crude Palm Oil (CPO) markets for it has important implication to both business communities and policy makers. This study adopted the GARCH (1,1) model and the result of the finding exhibited persistent volatility as well as volatility clustering...

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Bibliographic Details
Main Authors:	Haron, Razali, Salami, Mansurat Ayojimi
Format:	Proceeding Paper
Language:	English English
Published:	2015
Subjects:	H61 Theory. Method HG Finance
Online Access:	http://irep.iium.edu.my/45878/ http://irep.iium.edu.my/45878/2/Crude_Palm_Oil_Market_Volatility-Pre_and_Post_Crisis_Periods_Haron_R_AICIF_2015_10.pdf http://irep.iium.edu.my/45878/7/45878.pdf

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