Impact Analysis of the External Shocks on the Prices of Malaysian Crude Palm Oil: Evidence from a Structural Vector Autoregressive Model

Impact Analysis of the External Shocks on the Prices of Malaysian Crude Palm Oil: Evidence from a Structural Vector Autoregressive Model

Palm oil prices, similar to other edible oils and commodity prices, are highly sensitive to external shocks which have become particularly prominent in the wake of COVID-19 pandemic. The non-stationary nature of the palm oil price complicates the modelling and forecasting of its behaviour. This stud...

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Bibliographic Details
Main Authors: Mohd Syafiq Sabri, Norlin Khalid, Abdul Hafizh Mohd Azam, Tamat Sarmidi
Format: Article
Language:English
Published: MDPI AG 2022-12-01
Series:Mathematics
Subjects:
palm oil
structural vector autoregressive (SVAR)
COVID-19
infectious disease volatility tracker
economic policy uncertainty index
Online Access:https://www.mdpi.com/2227-7390/10/23/4599

Internet

https://www.mdpi.com/2227-7390/10/23/4599

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