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
Recent researchers found that Crude Palm Oil Futures contract (FCPO) in Bursa Malaysia Derivatives is no longer an effective hedging tool to mitigate the price risk in cash market due to the excessive speculation trading activities. This is very alarming to the hedgers hence possible hedge pair alte...
| Main Authors: | Zainudin, Ahmad Danial, Ahmad, Noryati, Abdul Rahim, Fahmi |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Universit Teknologi MARA Cawangan Selangor
2019
|
| Subjects: | |
| Online Access: | https://ir.uitm.edu.my/id/eprint/29331/ |
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