The impact of macroeconomic variables on commodity futures prices: an evidence from Malaysian crude palm oil futures

• Main Authors: Ahmed, Khalil, Zain, Mohamed, Mohd Noor, Azman, Alsaadi, Abdul Rahman, Milhem, Marwan, Ahmad, Alhasan
• Format: Article
• Language: English; English
• Published: Ubiquity Press 2020
• Subjects: HB Economic Theory
• Online Access: http://irep.iium.edu.my/88315/1/88315_The%20impact%20of%20macroeconomic%20variables.pdf; http://irep.iium.edu.my/88315/2/88315_The%20impact%20of%20macroeconomic%20variables_SCOPUS.pdf; http://irep.iium.edu.my/88315/; https://ejmcm.com/pdf_4015_1c9ad8a80319348b036d4281661351d6.html
• Institution: Universiti Islam Antarabangsa Malaysia

The current study aims to fulfil the gap of knowledge in commodity futures by empirically examining the influence of selected macroeconomic variables on the prices of commodity futures particularly Crude Palm Oil Futures (FCPO). Cointegration, Vector Error Correction and Granger causality analyse...