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Crude Palm Oil Price Forecasting in Malaysia: An Econometric Approach

Norlin Khalid · Hakimah Nur Ahmad Hamidi · Sharmila Thinagar · Nur Fakhzan Marwan (Universiti Teknologi MARA (UiTM) Kedah) ·Jurnal Ekonomi Malaysia ·2018

This paper aims to forecast the performance of crude palm oil price (CPO) in Malaysia by comparing several econometric forecasting techniques, namely Autoregressive Distributed Lag (ARDL), Autoregressive Integrated Moving Average (ARIMA) an...

Long Run Dynamic Relationships between Oil Prices, Exchange Rates, Stock Market and Interest Rate in Malaysia

Sabariah Nordin · Afiruddin Tapa · Hamdan Al-Jaifi ·International Journal of Supply Chain Management ·2018

This study intends to identify the long run relationships between oil price, exchange rates, stock market and interest rate in the context of Malaysia. Weekly data from 1 January 2006 until 22 April 2018 were used. Unit root tests of ADF an...

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