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Pricing and Causality Among Selected Fats and Oils

This paper studies the nature of price relationships among selected prices of five fats and oils (palm oil, soybean, coconut, fish oils and tallow) to provide empirical evidence as to the competitive structure of the fats and oils market. The fats and oils market is highly competitive and price is...

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Main Authors: Mohd. Arshad, Fatimah, Lubis, A. Rahman, A. Ghaffar, Roslan
Format: Article
Language:English
English
Published: Universiti Putra Malaysia Press 1993
Online Access:http://psasir.upm.edu.my/id/eprint/2963/1/Pricing_and_Causality_Among_Selected_Fats_and_Oils.pdf
http://psasir.upm.edu.my/id/eprint/2963/
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spelling my.upm.eprints.29632013-05-27T07:04:45Z http://psasir.upm.edu.my/id/eprint/2963/ Pricing and Causality Among Selected Fats and Oils Mohd. Arshad, Fatimah Lubis, A. Rahman A. Ghaffar, Roslan This paper studies the nature of price relationships among selected prices of five fats and oils (palm oil, soybean, coconut, fish oils and tallow) to provide empirical evidence as to the competitive structure of the fats and oils market. The fats and oils market is highly competitive and price is shown to be simultaneously discovered by the market with minimum lags and distortions. Statistical causality models developed by Granger, Sims and Haugh-Pierce were used to examine this hypothesis. Inferences are made as to the applicability of the models in understanding the nature of the market. Universiti Putra Malaysia Press 1993 Article PeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/2963/1/Pricing_and_Causality_Among_Selected_Fats_and_Oils.pdf Mohd. Arshad, Fatimah and Lubis, A. Rahman and A. Ghaffar, Roslan (1993) Pricing and Causality Among Selected Fats and Oils. Pertanika Journal of Social Sciences & Humanities, 1 (2). pp. 133-142. ISSN 0128-7702 English
institution Universiti Putra Malaysia
building UPM Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Putra Malaysia
content_source UPM Institutional Repository
url_provider http://psasir.upm.edu.my/
language English
English
description This paper studies the nature of price relationships among selected prices of five fats and oils (palm oil, soybean, coconut, fish oils and tallow) to provide empirical evidence as to the competitive structure of the fats and oils market. The fats and oils market is highly competitive and price is shown to be simultaneously discovered by the market with minimum lags and distortions. Statistical causality models developed by Granger, Sims and Haugh-Pierce were used to examine this hypothesis. Inferences are made as to the applicability of the models in understanding the nature of the market.
format Article
author Mohd. Arshad, Fatimah
Lubis, A. Rahman
A. Ghaffar, Roslan
spellingShingle Mohd. Arshad, Fatimah
Lubis, A. Rahman
A. Ghaffar, Roslan
Pricing and Causality Among Selected Fats and Oils
author_facet Mohd. Arshad, Fatimah
Lubis, A. Rahman
A. Ghaffar, Roslan
author_sort Mohd. Arshad, Fatimah
title Pricing and Causality Among Selected Fats and Oils
title_short Pricing and Causality Among Selected Fats and Oils
title_full Pricing and Causality Among Selected Fats and Oils
title_fullStr Pricing and Causality Among Selected Fats and Oils
title_full_unstemmed Pricing and Causality Among Selected Fats and Oils
title_sort pricing and causality among selected fats and oils
publisher Universiti Putra Malaysia Press
publishDate 1993
url http://psasir.upm.edu.my/id/eprint/2963/1/Pricing_and_Causality_Among_Selected_Fats_and_Oils.pdf
http://psasir.upm.edu.my/id/eprint/2963/
_version_ 1643822472713207808
score 13.211869

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