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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Main Author: | Islam, Mohd Aminul |
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Format: | Conference or Workshop Item |
Language: | English English English English English |
Published: |
2016
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Subjects: | |
Online Access: | 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 http://irep.iium.edu.my/54302/ http://www.ircconferences.com |
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