Impact of crude oil price, exchange rates and real GDP on Malaysia's food price fluctuations: symmetric or asymmetric?
In this study, we examined the impact of crude oil price, real GDP, and exchange rates on Malaysian food price fluctuation by using the quarterly data from quarter 1 of year 2000 to quarter 2 of year 2016. Considering the possibility that an asymmetric impact exists between the underlying variables,...
| Main Authors: | Wong, Kelly Kai Seng, Shamsudin, Mad Nasir |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Faculty of Economics and Management, Universiti Putra Malaysia
2017
|
| Online Access: | http://psasir.upm.edu.my/id/eprint/56379/ http://psasir.upm.edu.my/id/eprint/56379/1/%2814%29-Paper%2014%20Fnal-IJEM%2011%281%29%2C2017_Food%20price%20and%20oil%20price%20%281%29.pdf |
Similar Items
An analysis of real oil prices and real exchange rates in five African countries: applying symmetric and asymmetric cointegration models
by: Ngoma, Abubakar Lawan, et al.
Published: (2016)
by: Ngoma, Abubakar Lawan, et al.
Published: (2016)
Do oil price fluctuations affect the inflation rate in Indonesia asymmetrically?
by: Lim, Thye Goh, et al.
Published: (2020)
by: Lim, Thye Goh, et al.
Published: (2020)
Nonlinear Adjustment of ASEAN−5 Real Exchange Rates: Symmetrical or Asymmetrical?
by: Liew, Venus Khim-Sen
Published: (2004)
by: Liew, Venus Khim-Sen
Published: (2004)
The relationship between inflation, exchange rate and stock prices toward GDP in Malaysia
by: Boon, Siaw Khim
Published: (2013)
by: Boon, Siaw Khim
Published: (2013)
Asymmetric co-integration analysis of exchange rates and crude oil prices: evidence from India
by: Ali, Hamisu Sadi, et al.
Published: (2016)
by: Ali, Hamisu Sadi, et al.
Published: (2016)
Asymmetric co-integration analysis of exchange rates and crude oil prices: evidence from India
by: Ali, Hamisu Sadi, et al.
Published: (2015)
by: Ali, Hamisu Sadi, et al.
Published: (2015)
The Relationship between Exchange Rate, Crude Oil Prices and Primary Commodity Prices
by: Gyurova, Zlatina
Published: (2011)
by: Gyurova, Zlatina
Published: (2011)
Crude palm oil prices forecast to be higher this year
by: Shamsudin, Mad Nasir
Published: (2019)
by: Shamsudin, Mad Nasir
Published: (2019)
International Oil Price and RMB Real Exchange Rate
by: Pan, Dong
Published: (2012)
by: Pan, Dong
Published: (2012)
The effects of crude oil price volatility, stock price, exchange rate and interest rate on Malaysia’s economic growth
by: Rahim, Farah, et al.
Published: (2020)
by: Rahim, Farah, et al.
Published: (2020)
Examining the effect of oil price pass-through on the domestic prices: asymmetric versus symmetric adjustment modelling
by: Koh, Yan Chyi, et al.
Published: (2020)
by: Koh, Yan Chyi, et al.
Published: (2020)
Reasons for price fluctuations
by: Ali, Fazlin
Published: (2019)
by: Ali, Fazlin
Published: (2019)
Does oil consumption respond asymmetrically to oil price, exchange rate and income differentials?
by: Uche, Emmanuel, et al.
Published: (2021)
by: Uche, Emmanuel, et al.
Published: (2021)
Analysis of the impact of international crude oil price fluctuation on Chinese stock market
by: Wang, Jingyu
Published: (2022)
by: Wang, Jingyu
Published: (2022)
Dynamic relationship of exchange rates and crude oil prices in South Africa: are there asymmetries?
by: Ali, Hamisu Sadi, et al.
Published: (2015)
by: Ali, Hamisu Sadi, et al.
Published: (2015)
Asymmetric adjustment of diesel or petrol retail prices to crude oil price movements: New Zealand evidence
by: Alom, Fardous, et al.
Published: (2012)
by: Alom, Fardous, et al.
Published: (2012)
Asymmetric Effects Of Oil Prices And Exchange Rates On Sectoral Stock Indices In South Asian Countries
by: Asim, Muhammad
Published: (2024)
by: Asim, Muhammad
Published: (2024)
Crude oil price, exchange rate and emerging stock market: evidence from India
by: Sahu, Tarak Nath, et al.
Published: (2014)
by: Sahu, Tarak Nath, et al.
Published: (2014)
Real exchange rate and trade variables: asymmetric cointegration relationship
by: Duasa, Jarita
Published: (2010)
by: Duasa, Jarita
Published: (2010)
Determinants of stock market performance in Malaysia: interest rate, consumer price index, exchange rate and crude palm oil price / Mohamad Asyraf Isa
by: Isa, Mohamad Asyraf
Published: (2019)
by: Isa, Mohamad Asyraf
Published: (2019)
How to tackle rising food prices
by: Shamsudin, Mad Nasir
Published: (2019)
by: Shamsudin, Mad Nasir
Published: (2019)
Relationship between crude oil price with foreign exchange rates and interest rates of South East Asian countries
by: Humaida Banu Samsudin,, et al.
Published: (2019)
by: Humaida Banu Samsudin,, et al.
Published: (2019)
The causal dynamics between renewable energy, real GDP, emissions and oil prices: evidence from OECD countries
by: Apergis, Nicholas, et al.
Published: (2014)
by: Apergis, Nicholas, et al.
Published: (2014)
Sources of Exchange Rate Fluctuations in Thailand
by: Siriwutiset, Trin
Published: (2006)
by: Siriwutiset, Trin
Published: (2006)
Exchange rate dynamics and asset price formation
by: Zarei, Alireza
Published: (2015)
by: Zarei, Alireza
Published: (2015)
Oil Price Fluctuations and Stock Price Volatility in Southeast Asian Stock Markets
by: Ng, Yuen Yein
Published: (2015)
by: Ng, Yuen Yein
Published: (2015)
The asymmetric effect of oil price fluctuation on non-performing loans in Kazakhstan: evidence from the ricardian curse of the resource boom
by: Chin, Lee, et al.
Published: (2022)
by: Chin, Lee, et al.
Published: (2022)
Exploring the asymmetric effect of oil price on exchange rate: Evidence from the top six African net oil importers
by: Saidu, Mohammad Tukur, et al.
Published: (2021)
by: Saidu, Mohammad Tukur, et al.
Published: (2021)
The impact of oil prices on soybeans commodity prices: asymmetric cointegration evidence
by: R., Balach, et al.
Published: (2016)
by: R., Balach, et al.
Published: (2016)
The impact of oil price shocks on the military expenditure of selected MENA oil exporting countries: symmetric and asymmetric cointegration analysis
by: Abdlaziz, Rizgar Abdlkarim, et al.
Published: (2021)
by: Abdlaziz, Rizgar Abdlkarim, et al.
Published: (2021)
Belief aggregation in financial markets and the nature of price fluctuations
by: Schoch, Daniel
Published: (2015)
by: Schoch, Daniel
Published: (2015)
Determinants of stock price fluctuations: Evidence from Singapore
by: Choi, Jun Hui, et al.
Published: (2014)
by: Choi, Jun Hui, et al.
Published: (2014)
Stock price and Foreign Exchange Rate in Malaysian Context
by: Thinagar, Sharmila
Published: (2015)
by: Thinagar, Sharmila
Published: (2015)
The Gibson paradox: real gold, interest rates and prices
by: Abdullah, Adam
Published: (2013)
by: Abdullah, Adam
Published: (2013)
Asymmetric cointegration relationship between real exchange rate and trade variables: the case of Malaysia
by: Duasa, Jarita
Published: (2009)
by: Duasa, Jarita
Published: (2009)
Asymmetric cointegration relationship between real exchange rate and trade variables: the case of Malaysia
by: Duasa, Jarita
Published: (2009)
by: Duasa, Jarita
Published: (2009)
Stock prices, exchange rates, and oil prices : evidence from net oil-importing countries
by: Chua,, Nancy Ko Sin
Published: (2010)
by: Chua,, Nancy Ko Sin
Published: (2010)
Stochastic Models of Crude Oil Prices and Their Applications on Option Pricing
by: Cao, Hang
Published: (2015)
by: Cao, Hang
Published: (2015)
Methods to overcome the effects of fluctuation in cement prices to local contractor
by: Suhaila, Sulong
Published: (2010)
by: Suhaila, Sulong
Published: (2010)
The effect of oil price fluctuations on the Malaysian and Indonesian stock markets
by: Abdul Hadi, Abdul Razak, et al.
Published: (2009)
by: Abdul Hadi, Abdul Razak, et al.
Published: (2009)
Similar Items
-
An analysis of real oil prices and real exchange rates in five African countries: applying symmetric and asymmetric cointegration models
by: Ngoma, Abubakar Lawan, et al.
Published: (2016) -
Do oil price fluctuations affect the inflation rate in Indonesia asymmetrically?
by: Lim, Thye Goh, et al.
Published: (2020) -
Nonlinear Adjustment of ASEAN−5 Real Exchange Rates: Symmetrical or Asymmetrical?
by: Liew, Venus Khim-Sen
Published: (2004) -
The relationship between inflation, exchange rate and stock prices toward GDP in Malaysia
by: Boon, Siaw Khim
Published: (2013) -
Asymmetric co-integration analysis of exchange rates and crude oil prices: evidence from India
by: Ali, Hamisu Sadi, et al.
Published: (2016)