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...
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| Format: | Thesis |
| Language: | English English |
| Published: |
2022
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| Online Access: | https://eprints.ums.edu.my/id/eprint/41291/1/24%20PAGES.pdf https://eprints.ums.edu.my/id/eprint/41291/2/FULLTEXT.pdf |