Hedging Effectiveness and Optimal Hedge Ratios: An Analysis of Malaysian Crude Palm Oil Futures Market

This paper deals with the estimation of hedge ratios and hedging effectiveness of crude palm oil futures market in Malaysia for the period from January 2000 to August 2015. To measure hedging performances of optimal hedge ratio, different measures have been employed such as the static hedge ratio es...

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Main Author: OH, STELLA JIA XIN
Format: Dissertation (University of Nottingham only)
Language:English
Published: 2015
Online Access:https://eprints.nottingham.ac.uk/30156/
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author OH, STELLA JIA XIN
author_facet OH, STELLA JIA XIN
author_sort OH, STELLA JIA XIN
building Nottingham Research Data Repository
collection Online Access
description This paper deals with the estimation of hedge ratios and hedging effectiveness of crude palm oil futures market in Malaysia for the period from January 2000 to August 2015. To measure hedging performances of optimal hedge ratio, different measures have been employed such as the static hedge ratio estimation models of conventional Ordinary Least Square (OLS) model and Vector Error Correction Model (VECM), while the time-varying model is presented by the Diagonal Vech Multivariate Generalized Autoregressive Conditional Heteroscedasticity (DVEC-MGARCH) model. Using daily spot and futures prices of crude palm oil which are traded on the Bursa Malaysia Derivatives Berhad, OLS regression model provides the largest variance reduction of the return portfolio. This result has been evidenced by many previous studies.
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format Dissertation (University of Nottingham only)
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institution University of Nottingham Malaysia Campus
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language English
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spelling nottingham-301562017-10-19T14:52:48Z https://eprints.nottingham.ac.uk/30156/ Hedging Effectiveness and Optimal Hedge Ratios: An Analysis of Malaysian Crude Palm Oil Futures Market OH, STELLA JIA XIN This paper deals with the estimation of hedge ratios and hedging effectiveness of crude palm oil futures market in Malaysia for the period from January 2000 to August 2015. To measure hedging performances of optimal hedge ratio, different measures have been employed such as the static hedge ratio estimation models of conventional Ordinary Least Square (OLS) model and Vector Error Correction Model (VECM), while the time-varying model is presented by the Diagonal Vech Multivariate Generalized Autoregressive Conditional Heteroscedasticity (DVEC-MGARCH) model. Using daily spot and futures prices of crude palm oil which are traded on the Bursa Malaysia Derivatives Berhad, OLS regression model provides the largest variance reduction of the return portfolio. This result has been evidenced by many previous studies. 2015-09-17 Dissertation (University of Nottingham only) NonPeerReviewed application/pdf en https://eprints.nottingham.ac.uk/30156/1/MSC%20FINANCE%20AND%20INVESTMENT%20STELLA%20OH%20JIA-XIN.pdf OH, STELLA JIA XIN (2015) Hedging Effectiveness and Optimal Hedge Ratios: An Analysis of Malaysian Crude Palm Oil Futures Market. [Dissertation (University of Nottingham only)]
spellingShingle OH, STELLA JIA XIN
Hedging Effectiveness and Optimal Hedge Ratios: An Analysis of Malaysian Crude Palm Oil Futures Market
title Hedging Effectiveness and Optimal Hedge Ratios: An Analysis of Malaysian Crude Palm Oil Futures Market
title_full Hedging Effectiveness and Optimal Hedge Ratios: An Analysis of Malaysian Crude Palm Oil Futures Market
title_fullStr Hedging Effectiveness and Optimal Hedge Ratios: An Analysis of Malaysian Crude Palm Oil Futures Market
title_full_unstemmed Hedging Effectiveness and Optimal Hedge Ratios: An Analysis of Malaysian Crude Palm Oil Futures Market
title_short Hedging Effectiveness and Optimal Hedge Ratios: An Analysis of Malaysian Crude Palm Oil Futures Market
title_sort hedging effectiveness and optimal hedge ratios: an analysis of malaysian crude palm oil futures market
url https://eprints.nottingham.ac.uk/30156/