Selected seasonality effect in crude palm oil futures contract quoted on bursa Malaysia derivatives

The seasonality effect has many types which are daily effect, weekly effect, monthly effect, turn of the month effect, within of month effect, and holiday effect. As this study focus on selected seasonal effect the result may vary from other studied. The Crude Palm Oil Futures (FCPO) can be influenc...

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Main Author:	Zaharudin, Haziratul Qudsiah
Format:	Thesis
Language:	eng eng eng
Published:	2022
Subjects:	HG Finance
Online Access:	https://etd.uum.edu.my/11112/1/Depositpermission-not%20allow_s820313.pdf https://etd.uum.edu.my/11112/2/s820313_01.pdf https://etd.uum.edu.my/11112/3/s820313_02.pdf
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id	my-uum-etd.11112
record_format	uketd_dc
spelling	my-uum-etd.111122024-05-27T06:13:59Z Selected seasonality effect in crude palm oil futures contract quoted on bursa Malaysia derivatives 2022 Zaharudin, Haziratul Qudsiah Ahmad, Norzalina School of Economics, Finance & Banking School of Economics, Finance & Banking HG Finance The seasonality effect has many types which are daily effect, weekly effect, monthly effect, turn of the month effect, within of month effect, and holiday effect. As this study focus on selected seasonal effect the result may vary from other studied. The Crude Palm Oil Futures (FCPO) can be influence by seasonal effect or known as anomalies. This study investigated the selected seasonal effect towards FCPO in Malaysia. The research used secondary data from Data Stream which is from year 2001-2021. In addition, the Z-test and descriptive statistic were used to measure the seasonal effect to the rate of returns of FCPO. The result indicated that the daily seasonal effect showed significant results which are Tuesday and Wednesday affect FCPO return. Whereas for the monthly seasonal effect analysis showed significant results which are June and December, respectively. While for the within of the month effect the null hypothesis were not rejected for both analysis for all the days and for first half and second half of the months. This study provided suggestions for future research work and several recommendations to use other seasonal effect in their study and not just limit to commodities. 2022 Thesis https://etd.uum.edu.my/11112/ https://etd.uum.edu.my/11112/1/Depositpermission-not%20allow_s820313.pdf text eng staffonly https://etd.uum.edu.my/11112/2/s820313_01.pdf text eng 2025-08-15 staffonly https://etd.uum.edu.my/11112/3/s820313_02.pdf text eng staffonly other masters Universiti Utara Malaysia
institution	Universiti Utara Malaysia
collection	UUM ETD
language	eng eng eng
advisor	Ahmad, Norzalina
topic	HG Finance
spellingShingle	HG Finance Zaharudin, Haziratul Qudsiah Selected seasonality effect in crude palm oil futures contract quoted on bursa Malaysia derivatives
description	The seasonality effect has many types which are daily effect, weekly effect, monthly effect, turn of the month effect, within of month effect, and holiday effect. As this study focus on selected seasonal effect the result may vary from other studied. The Crude Palm Oil Futures (FCPO) can be influence by seasonal effect or known as anomalies. This study investigated the selected seasonal effect towards FCPO in Malaysia. The research used secondary data from Data Stream which is from year 2001-2021. In addition, the Z-test and descriptive statistic were used to measure the seasonal effect to the rate of returns of FCPO. The result indicated that the daily seasonal effect showed significant results which are Tuesday and Wednesday affect FCPO return. Whereas for the monthly seasonal effect analysis showed significant results which are June and December, respectively. While for the within of the month effect the null hypothesis were not rejected for both analysis for all the days and for first half and second half of the months. This study provided suggestions for future research work and several recommendations to use other seasonal effect in their study and not just limit to commodities.
format	Thesis
qualification_name	other
qualification_level	Master's degree
author	Zaharudin, Haziratul Qudsiah
author_facet	Zaharudin, Haziratul Qudsiah
author_sort	Zaharudin, Haziratul Qudsiah
title	Selected seasonality effect in crude palm oil futures contract quoted on bursa Malaysia derivatives
title_short	Selected seasonality effect in crude palm oil futures contract quoted on bursa Malaysia derivatives
title_full	Selected seasonality effect in crude palm oil futures contract quoted on bursa Malaysia derivatives
title_fullStr	Selected seasonality effect in crude palm oil futures contract quoted on bursa Malaysia derivatives
title_full_unstemmed	Selected seasonality effect in crude palm oil futures contract quoted on bursa Malaysia derivatives
title_sort	selected seasonality effect in crude palm oil futures contract quoted on bursa malaysia derivatives
granting_institution	Universiti Utara Malaysia
granting_department	School of Economics, Finance & Banking
publishDate	2022
url	https://etd.uum.edu.my/11112/1/Depositpermission-not%20allow_s820313.pdf https://etd.uum.edu.my/11112/2/s820313_01.pdf https://etd.uum.edu.my/11112/3/s820313_02.pdf
_version_	1804888193015742464

Selected seasonality effect in crude palm oil futures contract quoted on bursa Malaysia derivatives

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