Empirical modeling of futures crude palm oil in Malaysia: An open gap analysis

This study aims to investigate the factors underlying the open gap that occurs daily in the Futures Crude Palm Oil (FCPO) market. This is crucial, as it directly impacts the profit and loss in market participants’ portfolios. This study explored both causality and volatility empirical modelling in o...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριος συγγραφέας: Izaan Azyan Abdul Jamil
Μορφή: Thesis
Γλώσσα:English
English
Έκδοση: 2022
Θέματα:
Διαθέσιμο Online:https://eprints.ums.edu.my/id/eprint/41291/1/24%20PAGES.pdf
https://eprints.ums.edu.my/id/eprint/41291/2/FULLTEXT.pdf