Estimation of the Optimal Hedge Ratio and Hedging Effectiveness: The Case of The Malaysian Crude Palm Oil Futures Contract
Operated by Bursa Malaysia and constituting the most liquid Crude Palm Oil (CPO) Futures Contract in the world, there is an eminent concern as to its hedging effectiveness in reducing the risk of the investors’ portfolio in the cash market. Hence, this paper attempts to examine the best minimum vari...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2011
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| Online Access: | https://eprints.nottingham.ac.uk/25411/ |