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	Provedor de dados AgEcon (1) Autor Liu, Xing (1) Palavra-chave Agricultural and Food Policy (1) BMD (1) CPO (1) Cointegration (1) Efficiency (1) Food Consumption/Nutrition/Food Safety (1) Futures (1) VECM. (1) Mais... Tipo do documento Conference Paper or Presentation (1) Ano 2009 (1) País United States (1) Idioma Inglês (1)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 1 Primeira ... 1 ... Última Testing market efficiency of crude palm oil futures to European participants AgEcon Liu, Xing. Palm oil is the most consumed and traded vegetable oils in the EU and the world. Increasing non-food uses for vegetable oils in especially feedstock of biofuels in recent years have caused the price volatility to rise in both EU and global market. The most efficient pricing of crude palm oil (CPO) is to found on Bursa Malaysia (BMD), and it provides by far the world’s most liquid palm oil contract. The goal of this study is to investigate CPO futures market efficiency of BMD for the European participants whose delivery location in EU. Both Johanson cointegration test and Vector Error Cointegration Mechnism (VECM) are conducted to test long-run and short-run efficiency test for the European spot market and four different futures forecasting horizons that... Tipo: Conference Paper or Presentation Palavras-chave: CPO; BMD; Efficiency; Futures; Cointegration; VECM.; Agricultural and Food Policy; Food Consumption/Nutrition/Food Safety. Ano: 2009 URL: http://purl.umn.edu/58085 Registros recuperados: 1 Primeira ... 1 ... Última

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