Hedging effectiveness of crude palm oil futures market in Malaysia

Hedging effectiveness of crude palm oil futures market in Malaysia

This paper investigated the hedging effectiveness of crude palm oil futures market in Malaysia from January 2009 to June 2011 which traded under Bursa Malaysia Derivatives Berhad. Ordinary Least Squared (OLS) method was used to compute Minimum-Variance hedging ratio (MVHR), R-squared and hedging eff...

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Bibliographic Details
Main Authors: Ong, Tze San, Tan, Wei Fong, Teh, Boon Heng
Format: Article
Language:English
Published: IDOSI Publications 2012
Online Access:http://psasir.upm.edu.my/id/eprint/44212/1/Hedging%20effectiveness%20of%20crude%20palm%20oil%20futures%20market%20in%20Malaysia.pdf
http://psasir.upm.edu.my/id/eprint/44212/
https://www.idosi.org/wasj/wasj19(4)2012.htm
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Institution: Universiti Putra Malaysia
Language: English

Internet

http://psasir.upm.edu.my/id/eprint/44212/1/Hedging%20effectiveness%20of%20crude%20palm%20oil%20futures%20market%20in%20Malaysia.pdf
http://psasir.upm.edu.my/id/eprint/44212/
https://www.idosi.org/wasj/wasj19(4)2012.htm

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