Energy futures price bubbles and asset co-movements with crude palm oil futures: through the lenses of geopolitical events and speculation

• Main Authors: Abd Halim Ahmad, Airil Khalid, Siti Nurazira Mohd Daud, Zainudin Arsad, Mohammad Ashraful Mobin
• Format: Article
• Language: English
• Published: Penerbit Universiti Kebangsaan Malaysia 2023
• Online Access: http://journalarticle.ukm.my/22779/1/pengurusan_68_1.pdf; http://journalarticle.ukm.my/22779/; https://www.ukm.my/jurnalpengurusan/volume-main/jurnal-pengurusan/
• Institution: Universiti Kebangsaan Malaysia

The important role played by energy markets has concerned investors regarding the market’s behaviour and interconnections when seeking asset diversification strategies, which has become critical in financial analysis. This study aimed to identify price bubbles in energy futures markets and asset...