Optimal hedge ratio and the hedging performance of commodity futures: the case of Malaysian crude palm oil futures market

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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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Bibliographic Details
Main Author:	Islam, Mohd Aminul
Format:	Article
Language:	English
Published:	Euro Asia Research and Development Association EARDA 2017
Subjects:	HG4001 Financial management. Business finance. Corporation finance. HG4501 Stocks, investment, speculation
Online Access:	http://irep.iium.edu.my/60400/ http://irep.iium.edu.my/60400/1/Published_IJRFM.pdf

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