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INVESTIGATING RELATIONSHIP BETWEEN CRUDE PALM OIL AND CRUDE OIL PRICES – COINTEGRATION APPROACH

Abdul Razak Abdul Hadi (), Mohamed Hisham Yahya, Abu Hassan Shaari and Mohd Hanafia Huridi
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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

No 2011-281, 2nd International Conference on Business and Economic Research (2nd ICBER 2011) Proceeding from Conference Master Resources

Keywords: Crude Palm Oil Price; Crude Oil Price; Engle-Granger Cointegration Test and Error Correction Model, Cusum Test For Structural Break, Granger-Causality Test (search for similar items in EconPapers)
JEL-codes: M0 (search for similar items in EconPapers)
Date: 2011-03
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Published in 2nd ICBER 2011 Proceeding, March 2011

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