Does the performance of global commodities exhibit co-movement and long-run relationship with the palm oil companies?
While numerous papers investigate on the co-movement of global commodities and stock indices, this paper extends to previous papers by focusing on the individual stock price of palm oil companies namely Sime Darby Plantation, Wilmar International, and Astra Agri Lestari. Weekly data spanning from Ja...
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Main Authors: | Izaan Jamil, Mori Kogid, Thien Sang Lim, Nelson Lajuni |
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Format: | Proceedings |
Language: | English English |
Published: |
ResearchGate
2024
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Subjects: | |
Online Access: | https://eprints.ums.edu.my/id/eprint/39273/1/ABSTRACT.pdf https://eprints.ums.edu.my/id/eprint/39273/2/FULL%20TEXT.pdf https://eprints.ums.edu.my/id/eprint/39273/ https://www.researchgate.net/publication/379891843_Does_the_Performance_of_Global_Commodities_Exhibit_Co-movement_and_Long-run_Relationship_with_the_Palm_Oil_Companies |
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