Causality among selected oils and fats prices
This paper aims at ascertaining the casual relationship in particular the lead-lag relationship between selected fats and oils prices. The study utilises cross-correlation technique suggested by Haugh (1972, 1976) and Pierce (1977), which is essentially looking at the relationship between the estima...
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Main Authors: | Mohd. Arshad, Fatimah, A. Ghaffar, Roslan |
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Format: | Conference or Workshop Item |
Language: | English |
Published: |
PORIM
1988
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Online Access: | http://psasir.upm.edu.my/id/eprint/17853/1/ID%2017853.pdf http://psasir.upm.edu.my/id/eprint/17853/ |
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