Derivatives market: the reaction cause by trading activities and currency movement towards the price of crude palm oil / Nurnadia Mahpudz

This paper examines the relationship between derivatives market trading activities (Trading volume and Open interest) and currency movement towards the price of commodities in Malaysia; Crude Palm Oil. Last year alone, Bursa Malaysia earned a significant 2 percent grow worth RM148.Ol millions in der...

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Main Author: Mahpudz, Nurnadia
Format: Student Project
Language:English
Published: 2016
Subjects:
Online Access:https://ir.uitm.edu.my/id/eprint/79874/1/79874.pdf
https://ir.uitm.edu.my/id/eprint/79874/
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spelling my.uitm.ir.798742023-07-21T07:19:25Z https://ir.uitm.edu.my/id/eprint/79874/ Derivatives market: the reaction cause by trading activities and currency movement towards the price of crude palm oil / Nurnadia Mahpudz Mahpudz, Nurnadia Palm oil This paper examines the relationship between derivatives market trading activities (Trading volume and Open interest) and currency movement towards the price of commodities in Malaysia; Crude Palm Oil. Last year alone, Bursa Malaysia earned a significant 2 percent grow worth RM148.Ol millions in derivatives as at December 2015. Apart from there, I l million of Futures Crude Palm Oil (FCPO) contracts were traded. Secondary data were obtained from Bursa Malaysia Derivatives, Bank Negara Malaysia and Malaysia Palm Oil Berhad. Based on the findings, we found that there is a strong positive correlation with open interest while negative correlation exist with MYR exchange rate with price of CPO. 2016-06 Student Project NonPeerReviewed text en https://ir.uitm.edu.my/id/eprint/79874/1/79874.pdf Derivatives market: the reaction cause by trading activities and currency movement towards the price of crude palm oil / Nurnadia Mahpudz. (2016) [Student Project] (Submitted)
institution Universiti Teknologi Mara
building Tun Abdul Razak Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Teknologi Mara
content_source UiTM Institutional Repository
url_provider http://ir.uitm.edu.my/
language English
topic Palm oil
spellingShingle Palm oil
Mahpudz, Nurnadia
Derivatives market: the reaction cause by trading activities and currency movement towards the price of crude palm oil / Nurnadia Mahpudz
description This paper examines the relationship between derivatives market trading activities (Trading volume and Open interest) and currency movement towards the price of commodities in Malaysia; Crude Palm Oil. Last year alone, Bursa Malaysia earned a significant 2 percent grow worth RM148.Ol millions in derivatives as at December 2015. Apart from there, I l million of Futures Crude Palm Oil (FCPO) contracts were traded. Secondary data were obtained from Bursa Malaysia Derivatives, Bank Negara Malaysia and Malaysia Palm Oil Berhad. Based on the findings, we found that there is a strong positive correlation with open interest while negative correlation exist with MYR exchange rate with price of CPO.
format Student Project
author Mahpudz, Nurnadia
author_facet Mahpudz, Nurnadia
author_sort Mahpudz, Nurnadia
title Derivatives market: the reaction cause by trading activities and currency movement towards the price of crude palm oil / Nurnadia Mahpudz
title_short Derivatives market: the reaction cause by trading activities and currency movement towards the price of crude palm oil / Nurnadia Mahpudz
title_full Derivatives market: the reaction cause by trading activities and currency movement towards the price of crude palm oil / Nurnadia Mahpudz
title_fullStr Derivatives market: the reaction cause by trading activities and currency movement towards the price of crude palm oil / Nurnadia Mahpudz
title_full_unstemmed Derivatives market: the reaction cause by trading activities and currency movement towards the price of crude palm oil / Nurnadia Mahpudz
title_sort derivatives market: the reaction cause by trading activities and currency movement towards the price of crude palm oil / nurnadia mahpudz
publishDate 2016
url https://ir.uitm.edu.my/id/eprint/79874/1/79874.pdf
https://ir.uitm.edu.my/id/eprint/79874/
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score 13.211869