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Estimating constant and time varying hedge ratios of Crude palm Oil futures (CPO) Contracts in Malaysia

Estimating constant and time varying hedge ratios of Crude palm Oil futures (CPO) Contracts in Malaysia

Futures contracts are one of the most common derivatives instruments used by the investors to hedge the risk exposures that may arise from adverse price movements. The effectiveness of futures contracts in managing risks is critical to the development of futures market. To design a better strategy w...

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Bibliographic Details
Main Author: Islam, Mohd Aminul
Format: Conference or Workshop Item
Language:English
English
English
English
English
Published: 2016
Subjects:
HG Finance
HG4501 Stocks, investment, speculation
Online Access:http://irep.iium.edu.my/54302/
http://irep.iium.edu.my/54302/
http://irep.iium.edu.my/54302/1/IRC_Conference_Paper_Hedging%20of%20CPO%20futures_1615.pdf
http://irep.iium.edu.my/54302/2/IRC_2016_Certificate.pdf
http://irep.iium.edu.my/54302/3/Session%20Plan_IRC_2016.pdf
http://irep.iium.edu.my/54302/4/IRC_2016_Card.pdf
http://irep.iium.edu.my/54302/5/IRC-2016%20Conference_Acceptance.pdf
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Internet

http://irep.iium.edu.my/54302/
http://irep.iium.edu.my/54302/
http://irep.iium.edu.my/54302/1/IRC_Conference_Paper_Hedging%20of%20CPO%20futures_1615.pdf
http://irep.iium.edu.my/54302/2/IRC_2016_Certificate.pdf
http://irep.iium.edu.my/54302/3/Session%20Plan_IRC_2016.pdf
http://irep.iium.edu.my/54302/4/IRC_2016_Card.pdf
http://irep.iium.edu.my/54302/5/IRC-2016%20Conference_Acceptance.pdf

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