Long-term relationship of crude palm oil commodity pricing under structural break

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Long-term relationship of crude palm oil commodity pricing under structural break

The purpose of this paper is to examine the pricing efficiency of the Malaysian crude palm oil (CPO) market before and after the structural break. This study uses the daily closing price of CPO and CPO futures (CPO-F) for the period ranging from June 2009 to August 2016 while taking structural break...

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Bibliographic Details
Main Authors:	Ayojimi, Salami Monsurat, Haron, Razali
Format:	Article
Language:	English
Published:	Emerald Publishing Limited 2018
Subjects:	HG4501 Stocks, investment, speculation
Online Access:	http://irep.iium.edu.my/67543/ http://irep.iium.edu.my/67543/7/67543%20Long-term%20relationship%20of%20crude.pdf

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