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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Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
IDOSI Publications
2012
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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 |
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