Price disparity in international commodity markets: the case of Malaysian key exports

QR Code

Price disparity in international commodity markets: the case of Malaysian key exports

According to the law of one price (LOP), the export price of a well defined commodity should be the same in different markets. This paper investigates the empirical validity of this hypothesis using cointegration technique suggested by Engle and Granger (1985) and Johansen (1988). Monthly data on t...

Full description

Bibliographic Details
Main Authors:	Baharumshah, Ahmad Zubaidi, Habibullah, Muzafar Shah
Format:	Conference or Workshop Item
Language:	English
Published:	Universiti Putra Malaysia 1994
Online Access:	http://psasir.upm.edu.my/id/eprint/47457/ http://psasir.upm.edu.my/id/eprint/47457/1/Price%20disparity%20in%20international%20commodity%20markets%20the%20case%20of%20Malaysian%20key%20exports.pdf

Similar Items

Testing the Law of One Price on Exports of Tropical Forest Products: A Co-integration Approach
by: Baharumshah, Ahmad Zubaidi, et al.
Published: (1995)

Commodity Prices and the Dynamics of Inflation in Commodity-exporting Nations: Evidence from Australia and Canada
by: Bloch, Harry, et al.
Published: (2005)

Commodity prices and the dynamics of inflation in commodity-exporting nations: Evidence from Australia and Canada
by: Bloch, Harry, et al.
Published: (2006)

Commodity Prices and the Dynamics of Inflation in Commodity-exporting Nations: Evidence from Australia and Canada*
by: Bloch, Harry, et al.
Published: (2005)

Money, Output and Stock Prices in Malaysia: An Application of the Cointegration Tests
by: Habibullah, Muzafar Shah, et al.
Published: (1996)

Money supply, stock prices and the efficient market hypothesis: the case of Malaysia
by: Habibullah, Muzafar Shah, et al.
Published: (1999)

Are black pepper and white pepper markets co-integrateda non-parametric approach
by: Habibullah, Muzafar Shah, et al.
Published: (1994)

Income redistribution through commodity programmes and the marginal welfare cost of taxation
by: Baharumshah, Ahmad Zubaidi
Published: (1992)

Testing for financial-led, export-led and import-led growth hypotheses on four Asian emerging economies
by: Tan, Siow Hooi, et al.
Published: (2007)

Price convergence and market integration: evidence from Malaysia
by: Lee, Chin, et al.
Published: (2008)

Regional income disparities in Malaysia: A stochastic convergence analysis
by: Muzafar Shah Habibullah,, et al.
Published: (2012)

Monetary policy, economic activity and the stock market: an empirical analysis of the Kuala Lumpur Stock Exchange
by: Muzafar Shah Habibullah,, et al.
Published: (1998)

Regional income disparities in Malaysia: A stochastic convergence analysis
by: Muzafar, Shah Habibullah, et al.
Published: (2012)

Examination of price linkage in wood product markets in Malaysia
by: Onwuka, Kevin Odulukwe, et al.
Published: (2003)

Is there a China effect on the exports of East Asia emerging market economies to the US
by: Hooy, Chee Wooi, et al.
Published: (2010)

Commodity Price Characteristics And The Economics of Gold Price Movements
by: Modi, Shripal Alkesh
Published: (2011)

An analysis of price disparity: Peninsular Malaysia and Sabah
by: Siti Marsila Mhd Ruslan,, et al.
Published: (2020)

Is there any regional price disparity in Peninsular Malaysia?
by: Lee, Chin
Published: (2015)

Forecasting the price of wheat and other commodities
by: Pfaffenzeller, Stephan
Published: (2002)

The effect of consumer price index, export volume and exchange rate movement towards a commodity price changes: the case of dried cocoa beans / Nur Syuhadah Mohd Nor Rizan
Published: (2007)

Money, income and the Lucas critique: the case for Malaysia
by: Habibullah, Muzafar Shah, et al.
Published: (2001)

Relationship of iron ore price with other major commodity prices
by: Kim, Yoochan, et al.
Published: (2022)

Relationship between Bioethanol Production and Agricultural Commodity Prices: for the case of Thailand
by: Nathan, Thurai Murugan, et al.
Published: (2015)

Relationship between Bioethanol Production and Agricultural Commodity prices: For the case of Thailand
by: Chiew, Feng Theng, et al.
Published: (2015)

The international effect of economic crises on the volatility of futures prices and the volatility of underlying spot prices of stock indexes and commodities
by: Tham, Lucas Yew Jun
Published: (2022)

Using P-Star model to linking money and prices in a financial liberalised developing economy: The case for Malaysia
by: Muzafar Shah Habibullah,
Published: (1999)

Using P-Star model to linking money and prices in a financial liberalised developing economy: the case for Malaysia
by: Habibullah, Muzafar Shah
Published: (1999)

An economic analysis of the relationship between stock returns and the anticipated and unanticipated money growth: the case of Malaysia
by: Mohamed, Azali, et al.
Published: (1999)

Private capital flows, stock market and economic growth in developed and developing countries: a comparative analysis
by: Choong, Chee Keong, et al.
Published: (2010)

Growth, commodity prices, inflation and the distribution of income
by: Bloch, Harry
Published: (2005)

Growth, Commodity Prices, Inflation and the Distribution of Income
by: Bloch, Harry, et al.
Published: (2007)

The Impact of Commodities Price on Volatility of Ringgit Malaysia
by: Teh, Siong Hwa
Published: (2015)

Price expectations and the demand for agricultural loans
by: Habibullah, Muzafar Shah
Published: (1985)

Competing in a commodity market
by: Thaper, Surinder
Published: (2009)

Pricing options on investment project expansions under commodity price uncertainty
by: Li, N., et al.
Published: (2019)

The impact of oil prices on soybeans commodity prices: asymmetric cointegration evidence
by: R., Balach, et al.
Published: (2016)

Dynamic analysis of commodity prices influence on broiler chicken prices in Malaysia
by: Che Rose, Farid Zamani, et al.
Published: (2024)

Regional Income Disparity In Malaysia: Is Sabah Converging, Catching-Up With Or Falling Behind Other States In Malaysia?
by: Muzafar, Shah Habibullah, et al.
Published: (2009)

Export, imports and economic growth in Malaysia: empirical evidence based on multivariate time series
by: Baharumshah, Ahmad Zubaidi, et al.
Published: (2002)

Malaysian Halal export market: case study on developing countries
by: Mazlan, Azral Izwan, et al.
Published: (2015)