Effective cross hedging: evidence from physical crude palm oil and its inter-related agricultural futures contracts / Noryati Ahmad ... [et al.]

• Hoofdauteurs: Ahmad, Noryati (Auteur), Zainudin, Ahmad Danial (Auteur), Abdul Rahim, Fahmi (Auteur), Ho, Catherine S F (Auteur)
• Formaat: Boek
• Gepubliceerd in: Universiti Teknologi MARA Cawangan Selangor, 2018-08.
• Onderwerpen: Article; PeerReviewed
• Online toegang: Link Metadata

Since its establishment, Crude Palm Oil futures contract (FCPO) has been used to directly hedge its physical crude palm oil (CPO). However, due to the excessive speculation activities on crude palm oil futures market, it has been said to be no longer an effective hedging tool to mitigate the price r...