Effective cross hedging: evidence from physical crude palm oil and its interrelated and non-interrelated agricultural and energy futures contracts / Ahmad Danial Zainudin

Since its establishment, Crude Palm Oil futures contract (FCPO) has been used to hedge its physical crude palm oil (CPO) in cash market. However, due to the excessive speculation activities on crude palm oil futures market, the recent researchers found that FCPO to be no longer an effective hedging...

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Bibliographic Details
Main Author: Zainudin, Ahmad Danial
Format: Thesis
Language:English
Published: 2018
Online Access:https://ir.uitm.edu.my/id/eprint/79077/1/79077.pdf
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