Evaluating the hedging effectiveness in crude palm oil futures market during financial crises

This study examines whether there is a significant change in hedging effectiveness on Crude Palm Oil (CPO) futures market from January 1986 to December 2013. Eight hedging models with different mean and variance-covariance specifications have been evaluated. As the volatility of spot and futures mar...

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Bibliographic Details

Main Authors:	Go, Y.H., Lau, W.Y.
Format:	Conference or Workshop Item
Language:	en
Published:	2014
Subjects:	HG Finance
Online Access:	http://eprints.um.edu.my/13028/1/Evaluating_the_Hedging_Effectiveness.pdf http://eprints.um.edu.my/13028/
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