Estimation of the Optimal Hedge Ratio and Hedging Effectiveness: The Case of The Malaysian Crude Palm Oil Futures Contract

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...

Full description

Bibliographic Details
Main Author: Lee, Bernard Woen Hao
Format: Dissertation (University of Nottingham only)
Language:English
Published: 2011
Online Access:https://eprints.nottingham.ac.uk/25411/

Similar Items

Similar Items