Causality among selected oils and fats prices

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Causality among selected oils and fats prices

This paper aims at ascertaining the casual relationship in particular the lead-lag relationship between selected fats and oils prices. The study utilises cross-correlation technique suggested by Haugh (1972, 1976) and Pierce (1977), which is essentially looking at the relationship between the estima...

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Bibliographic Details
Main Authors:	Mohd. Arshad, Fatimah, A. Ghaffar, Roslan
Format:	Conference or Workshop Item
Language:	English
Published:	PORIM 1988
Subjects:	Oils and fats - Prices
Online Access:	http://psasir.upm.edu.my/id/eprint/17853/ http://psasir.upm.edu.my/id/eprint/17853/1/ID%2017853.pdf

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