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Investigating Relationship Between Crude Palm Oil And Crude Oil Prices – Cointegration Approach

Author

Listed:
  • Abdul Razak Abdul Hadi Author_Email: abdrazak@ise.unikl.edu.my

    (International School of Entrepreneurship, Universiti Kuala Lumpur)

  • Mohamed Hisham Yahya

    (Malaysian Institute of Information Technology, Universiti Kuala Lumpur)

  • Abu Hassan Shaari

    (School of Economics Study, National University of Malaysia)

  • Mohd Hanafia Huridi

    (International School of Entrepreneurship, Universiti Kuala Lumpur)

Abstract

No abstract is available for this item.

Suggested Citation

  • Abdul Razak Abdul Hadi Author_Email: abdrazak@ise.unikl.edu.my & Mohamed Hisham Yahya & Abu Hassan Shaari & Mohd Hanafia Huridi, 2011. "Investigating Relationship Between Crude Palm Oil And Crude Oil Prices – Cointegration Approach," 2nd International Conference on Business and Economic Research (2nd ICBER 2011) Proceeding 2011-281, Conference Master Resources.
    • Handle: RePEc:cms:2icb11:2011-281
    as

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    References listed on IDEAS

    as
    1. Granger, C. W. J., 1981. "Some properties of time series data and their use in econometric model specification," Journal of Econometrics, Elsevier, vol. 16(1), pages 121-130, May.
    2. Sadorsky, Perry, 1999. "Oil price shocks and stock market activity," Energy Economics, Elsevier, vol. 21(5), pages 449-469, October.
    3. Roger D. Huang & Ronald W. Masulis & Hans R. Stoll, 1996. "Energy shocks and financial markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 16(1), pages 1-27, February.
    4. Engle, Robert & Granger, Clive, 2015. "Co-integration and error correction: Representation, estimation, and testing," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 39(3), pages 106-135.
    5. Lee, Bong-Soo, 1992. "Causal Relations among Stock Returns, Interest Rates, Real Activity, and Inflation," Journal of Finance, American Finance Association, vol. 47(4), pages 1591-1603, September.
    6. Burbidge, John & Harrison, Alan, 1984. "Testing for the Effects of Oil-Price Rises Using Vector Autoregressions," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 25(2), pages 459-484, June.
    Full references (including those not matched with items on IDEAS)

    Citations

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    Cited by:

    1. Iskandar Ali Alam & Hairani Hairani & Faurani Santi Singagerda, 2019. "Price Determination Model of World Vegetable and Petroleum," International Journal of Energy Economics and Policy, Econjournals, vol. 9(5), pages 157-177.

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    More about this item

    Keywords

    Crude Palm Oil Price; Crude Oil Price; Engle-Granger Cointegration Test and Error Correction Model; Cusum Test For Structural Break; Granger-Causality Test;
    All these keywords.

    JEL classification:

    • M0 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - General

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