The Hedging Effectiveness of Crude Palm Oil Future in Malaysia : Hedging Ratio Estimation, Maturity and Duration Effects

The Hedging Effectiveness of Crude Palm Oil Future in Malaysia : Hedging Ratio Estimation, Maturity and Duration Effects

Since the trade of crude palm oil in Malaysia is highly active and the use of the commodity is mainly for expert rather than consumption, the commodity futures trading which was introduced in Malaysia in October 1980, especially high trading volume of the crude palm oil futures (FCPO) has made the B...

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Bibliographic Details
Main Author: Hu, Shan
Format: Dissertation (University of Nottingham only)
Language:English
Published: 2013
Online Access:https://eprints.nottingham.ac.uk/26310/

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