An empirical evaluation of hedging effectiveness of crude palm oil futures market in Malaysia

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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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Bibliographic Details
Main Author:	Islam, Mohd Aminul
Format:	Article
Language:	English
Published:	Academic Research Publishing Group 2017
Subjects:	HG Finance HG4001 Financial management. Business finance. Corporation finance. HG4501 Stocks, investment, speculation
Online Access:	http://irep.iium.edu.my/60394/ http://irep.iium.edu.my/60394/1/Published_IJEFR.pdf

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