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

QR Code

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

As crude palm oil (CPO) is one of the most tradable commodities and is exposed to persistence of price instability, the introduction of Bursa Malaysia's Crude Palm Oil Futures contract (FCPO) is playing a key role in the CPO market as it helps facilitate hedgers in hedging and price discovery p...

Full description

Bibliographic Details
Main Author:	Ku, Lee Yin
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2017
Online Access:	https://eprints.nottingham.ac.uk/42000/

Similar Items

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

To Hedge or Not to Hedge: The Impact of the Global Financial Crisis on Corporate Hedging Strategy in FTSE 350 Companies
by: Thompson, Daniel
Published: (2010)

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)

Stock Index Futures Hedging and the Impact of the 2008 Global Financial Crisis : Empirical Evidence from Five Asian Markets
by: Elias, George
Published: (2013)

Hedging Effectiveness of Malaysian Crude Palm Oil Futures Contracts : The Extended Mean-Gini Framework
by: Tarn, Ju Yau
Published: (2013)

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

Insights from the current global financial crisis.
by: Heng Siam-Heng,
Published: (2008)

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)

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

Asian Hedge Fund Risk and Return Dynamics:Impact of the Global Financial Crisis
by: Naeem, Zain
Published: (2012)

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

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)

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

Evaluating the financial performance of the socially responsible investment under the bull and the bear market conditions
by: Liu, Jinxin
Published: (2011)

The Evidence of Size Effect During Bull and Bear Markets
by: Mohd Yacob, Nathrah
Published: (2006)

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)

The Impacts of the Global Financial Crisis on Stock Market Integration and Hedging Effectiveness : Evidence from Six Selected Asian Markets
by: Mponeja, Grace Faustine
Published: (2013)

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

Asian hedge funds risk and return dynamics and diversification benefits before and after the global financial crisis
by: Naeem, Zain
Published: (2012)

The Performance of European Mutual Funds Under Bull and Bear Market Conditions
by: Galea, Daniel
Published: (2020)

Volatility forecasting in Bull and Bear Cycles: Evidence from the Cryptocurrency Market
by: Morris, Jack
Published: (2021)

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

Volatility Forecasting in Bull and Bear Markets: Evidence from the US stock market
by: Sideris, Epameinondas
Published: (2016)

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

Board monitoring and covenant restrictiveness in private debt contracts during the global financial crisis
by: Abu Bakar, Intan Suryani, et al.
Published: (2020)

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

The Impact of Global Financial Crisis and the Performance of Malaysian SMEs
by: Wong, Shuh Yin
Published: (2010)

Monetary policy and stock market volatility in ASEAN5: asymmetries over bull and bear markets
by: Zare, Roohollah, et al.
Published: (2013)

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)

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)

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

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

Australia after the global financial crisis
by: Edwards, John
Published: (2010)

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

Asymmetric effects of monetary policy over bull and bear stock market cycles in selected Asean countries
by: Zare, Roohollah
Published: (2014)

Disaggregated accruals and prediction of future cash flows: An effect of global financial crisis 2008-09
by: Rai, I. H., et al.
Published: (2019)

Malaysia’s Financial Crisis And Contraction In Human Resource: Policies And Lessons For SMIs
by: Rujhan, Mustafa, et al.
Published: (2005)

Global financial crisis and China’s pawnbroking industry
by: Zhou, Liming, et al.
Published: (2016)

Global financial crisis: causes, consequences and response
by: Mydin Meera, Ahamed Kameel
Published: (2010)