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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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    File URL: http://www.internationalconference.com.my/proceeding/2ndicber2011_proceeding/281-2nd%20ICBER%202011%20PG%201554-1565%20Investigating%20Relationship.pdf
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    References listed on IDEAS

    as
    1. Engle, Robert & Granger, Clive, 2015. "Co-integration and error correction: Representation, estimation, and testing," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 39(3), pages 106-135.
    2. 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.
    3. 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.
    4. Sadorsky, Perry, 1999. "Oil price shocks and stock market activity," Energy Economics, Elsevier, vol. 21(5), pages 449-469, October.
    5. 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.
    Full references (including those not matched with items on IDEAS)

    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;

    JEL classification:

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

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