Hedging Effectiveness of Malaysian Crude Palm Oil Futures Contracts : The Extended Mean-Gini Framework

QR Code

Hedging Effectiveness of Malaysian Crude Palm Oil Futures Contracts : The Extended Mean-Gini Framework

The stochastic dominance model has long been proven to exhibit greater theoretical advantage than the Minimum-Variance (MV) approach in futures hedging. This paper aims to demonstrate the superiority of Extended Mean-Gini (EMG) framework which is consistent with the secondorder of stochastic dominan...

Full description

Bibliographic Details
Main Author:	Tarn, Ju Yau
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2013
Online Access:	https://eprints.nottingham.ac.uk/26312/

Similar Items

Estimation of the Optimal Hedge Ratio and Hedging Effectiveness: The Case of The Malaysian Crude Palm Oil Futures Contract
by: Lee, Bernard Woen Hao
Published: (2011)

Hedging effectiveness and futures contract maturity: the caseof NYMEX crude oil futures
by: Ripple, Ronald, et al.
Published: (2007)

Hedging Effectiveness and Optimal Hedge Ratios: An Analysis of Malaysian Crude Palm Oil Futures Market
by: OH, STELLA JIA XIN
Published: (2015)

Optimal hedge ratio and the hedging performance of commodity futures: the case of Malaysian crude palm oil futures market
by: Islam, Mohd Aminul
Published: (2017)

Estimating constant and time varying hedge ratios of Crude palm Oil futures (CPO) Contracts in Malaysia
by: Islam, Mohd Aminul
Published: (2016)

Hedging effectiveness of crude palm oil futures market in Malaysia
by: Ong, Tze San, et al.
Published: (2012)

The impacts of the Covid-19 pandemic on the hedging effectiveness of Malaysian crude palm oil futures
by: Lee, Qin Yu
Published: (2022)

The Hedging Effectiveness of Crude Palm Oil Future in Malaysia : Hedging Ratio Estimation, Maturity and Duration Effects
by: Hu, Shan
Published: (2013)

International cross hedging effectiveness: empirical evidence on Egyptian Stock Exchange Index (EGX30) vis-à-vis global futures markets using standard deviation, Extended Mean Gini (EMG) and LnVGini.
by: Abdelwahab, Samar Abuwarda Maher
Published: (2020)

Evaluating the Hedging Performance of Malaysian Crude Palm Oil Futures Contract : Insights Into the Segmentation of Bull/Bear Market and The Impact of The Global Financial Crisis
by: Ku, Lee Yin
Published: (2017)

An empirical evaluation of hedging effectiveness of crude palm oil futures market in Malaysia
by: Islam, Mohd Aminul
Published: (2017)

Estimating Hedge Ratio and The Hedging Effectiveness of Stock Index Futures Contract
by: Islam, Mohd Aminul, et al.
Published: (2014)

The optimal hedge ratio and hedging effectiveness of Malaysia crude palm oil futures: a comparative analysis of static and dynamic models
by: Bea, Khean Thye
Published: (2020)

Hedging performance of futures contracts: The case of FTSE BMKLCI futures and the CPO futures contracts in Malaysia
by: Islam, Mohd Aminul, et al.
Published: (2018)

Effective cross hedging: evidence from physical crude palm oil and its inter-related agricultural futures contracts / Noryati Ahmad … [et al.]
by: Ahmad, Noryati, et al.
Published: (2018)

Overall Performance of Malaysian Futures Market: Evidence Using Crude Palm Oil and Stock Index Futures Contract
by: Chowdury, Taufiq Hassan Shah
Published: (2001)

Hedging effectiveness in crude palm oil market / Rozaimah Zainudin.
by: Rozaimah, Zainudin
Published: (2011)

Cross-hedging effectiveness of jet fuel oil spot prices with future contracts
by: Ahmed, Mohamed Mostafa Elsayed
Published: (2023)

The optimal hedge ratio and hedging effectiveness of stock index futures An empirical study of TAIEX index futures contract
by: Nguyen, Thi Mai Hanh
Published: (2014)

The optimal hedge ratio and hedging effectiveness of stock index futures An empirical study of TAIEX index futures contract
by: Nguyen, Thi Mai Hanh
Published: (2014)

Informational efficiency and hedging effectiveness in Malaysian crude palm oil markets / Go You How
by: Go , You How
Published: (2016)

Effective cross hedging: evidence from physical crude palm oil and its non-interrelated energy futures contracts / Ahmad Danial Zainudin, Noryati Ahmad and Fahmi Abdul Rahim
by: Zainudin, Ahmad Danial, et al.
Published: (2019)

Hedging effectiveness of US soybean oil futures
by: Lee, Jia Wei
Published: (2023)

The Study of Optimal Hedge Ratios and Utility Based Approach to the Crude Oil Hedging Strategies Using Multivariate GARCH
by: Lee, Mei-Ying
Published: (2012)

Long-run relationship between Malaysian crude palm oil spot and futures market
by: Salami, Mansurat Ayojimi, et al.
Published: (2014)

Analysis of crude palm oil futures prices traded on Bursa Malaysia
by: Ahmad, Norfaieqah, et al.
Published: (2011)

Short-term Gini coefficient estimation using nonlinear autoregressive multilayer perceptron model
by: Megat Syahirul Amin, Megat Ali, et al.
Published: (2024)

Application of BukaGini algorithm for enhanced feature interaction analysis in intrusion detection systems
by: Bouke, Mohamed Aly, et al.
Published: (2024)

Dynamic Relationship Between the Spot and Futures Markets : Empirical Evidence From Malaysian Crude Palm Oil and Stock Index Futures
by: Mariady, Jenny
Published: (2014)

An empirical comparison of hedging strategies with financial futures and options on futures
by: Ramin Cooper Maysami,
Published: (1995)

Hedging the risk of oil
by: Tong, Man Chi
Published: (2006)

Impact of crude palm oil export duties on Malaysian palm oil industry
by: Ibragimov, Abdulla Gafurjanovich
Published: (2014)

Volatility Spillover from Soybean Oil to Crude Palm Oil Cash and Futures – Empirical Evidence
by: Kang, ZI Xin
Published: (2015)

Malaysian stock index futures market hedging effectiveness: symmetric and asymmetric model
by: Haron, Razali, et al.
Published: (2017)

Malaysian stock index futures market hedging effectiveness: symmetric and asymmetric model
by: Haron, Razali, et al.
Published: (2019)

Crude palm oil market volatility: Malaysian evidence
by: Haron, Razali, et al.
Published: (2014)

Sustainability assessment for crude palm oil production in Malaysia using the palm oil sustainability assessment framework
by: Lim, C., et al.
Published: (2018)

Price discovery analysis in crude palm oil futures market in Malaysia / Bayre Suadik
by: Suadik, Bayre
Published: (2018)

Comparative analysis of forecasting performance: crude palm oil futures vs expert opinions
by: Ahmed, Abdullahi Farah, et al.
Published: (2002)

An intelligent DDoS attack detection tree-based model using Gini index feature selection method
by: Bouke, Mohamed Aly, et al.
Published: (2023)

Cannot write session to /tmp/vufind_sessions/sess_j4hfsu9moepqc00g8tg290j7pu