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Selected seasonality effect in crude palm oil futures contract quoted on bursa Malaysia derivatives

The seasonality effect has many types which are daily effect, weekly effect, monthly effect, turn of the month effect, within of month effect, and holiday effect. As this study focus on selected seasonal effect the result may vary from other studied. The Crude Palm Oil Futures (FCPO) can be influenc...

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Main Author: Zaharudin, Haziratul Qudsiah
Format: Thesis
Language:English
English
English
Published: 2022
Subjects:
HG Finance
Online Access:https://etd.uum.edu.my/11112/1/Depositpermission-not%20allow_s820313.pdf
https://etd.uum.edu.my/11112/2/s820313_01.pdf
https://etd.uum.edu.my/11112/3/s820313_02.pdf
https://etd.uum.edu.my/11112/
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spelling my.uum.etd.111122024-05-27T06:13:59Z https://etd.uum.edu.my/11112/ Selected seasonality effect in crude palm oil futures contract quoted on bursa Malaysia derivatives Zaharudin, Haziratul Qudsiah HG Finance The seasonality effect has many types which are daily effect, weekly effect, monthly effect, turn of the month effect, within of month effect, and holiday effect. As this study focus on selected seasonal effect the result may vary from other studied. The Crude Palm Oil Futures (FCPO) can be influence by seasonal effect or known as anomalies. This study investigated the selected seasonal effect towards FCPO in Malaysia. The research used secondary data from Data Stream which is from year 2001-2021. In addition, the Z-test and descriptive statistic were used to measure the seasonal effect to the rate of returns of FCPO. The result indicated that the daily seasonal effect showed significant results which are Tuesday and Wednesday affect FCPO return. Whereas for the monthly seasonal effect analysis showed significant results which are June and December, respectively. While for the within of the month effect the null hypothesis were not rejected for both analysis for all the days and for first half and second half of the months. This study provided suggestions for future research work and several recommendations to use other seasonal effect in their study and not just limit to commodities. 2022 Thesis NonPeerReviewed text en https://etd.uum.edu.my/11112/1/Depositpermission-not%20allow_s820313.pdf text en https://etd.uum.edu.my/11112/2/s820313_01.pdf text en https://etd.uum.edu.my/11112/3/s820313_02.pdf Zaharudin, Haziratul Qudsiah (2022) Selected seasonality effect in crude palm oil futures contract quoted on bursa Malaysia derivatives. Masters thesis, Universiti Utara Malaysia.
institution Universiti Utara Malaysia
building UUM Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Utara Malaysia
content_source UUM Electronic Theses
url_provider http://etd.uum.edu.my/
language English
English
English
topic HG Finance
spellingShingle HG Finance
Zaharudin, Haziratul Qudsiah
Selected seasonality effect in crude palm oil futures contract quoted on bursa Malaysia derivatives
description The seasonality effect has many types which are daily effect, weekly effect, monthly effect, turn of the month effect, within of month effect, and holiday effect. As this study focus on selected seasonal effect the result may vary from other studied. The Crude Palm Oil Futures (FCPO) can be influence by seasonal effect or known as anomalies. This study investigated the selected seasonal effect towards FCPO in Malaysia. The research used secondary data from Data Stream which is from year 2001-2021. In addition, the Z-test and descriptive statistic were used to measure the seasonal effect to the rate of returns of FCPO. The result indicated that the daily seasonal effect showed significant results which are Tuesday and Wednesday affect FCPO return. Whereas for the monthly seasonal effect analysis showed significant results which are June and December, respectively. While for the within of the month effect the null hypothesis were not rejected for both analysis for all the days and for first half and second half of the months. This study provided suggestions for future research work and several recommendations to use other seasonal effect in their study and not just limit to commodities.
format Thesis
author Zaharudin, Haziratul Qudsiah
author_facet Zaharudin, Haziratul Qudsiah
author_sort Zaharudin, Haziratul Qudsiah
title Selected seasonality effect in crude palm oil futures contract quoted on bursa Malaysia derivatives
title_short Selected seasonality effect in crude palm oil futures contract quoted on bursa Malaysia derivatives
title_full Selected seasonality effect in crude palm oil futures contract quoted on bursa Malaysia derivatives
title_fullStr Selected seasonality effect in crude palm oil futures contract quoted on bursa Malaysia derivatives
title_full_unstemmed Selected seasonality effect in crude palm oil futures contract quoted on bursa Malaysia derivatives
title_sort selected seasonality effect in crude palm oil futures contract quoted on bursa malaysia derivatives
publishDate 2022
url https://etd.uum.edu.my/11112/1/Depositpermission-not%20allow_s820313.pdf
https://etd.uum.edu.my/11112/2/s820313_01.pdf
https://etd.uum.edu.my/11112/3/s820313_02.pdf
https://etd.uum.edu.my/11112/
_version_ 1800725050656030720
score 13.211869

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