Bursa Malaysia derivatives product (factors affecting price movement of crude palm oil futures (FCPO) ) / Wan Noor Ellisa Wan Fauzi

This paper study on Bursa Malaysia Derivatives Product which examines the relationship between the movement of Crude Palm Oil Futures (FCPO) price and the factors affecting which consist of soybean oil price, exchange rate and Crude Palm Oil (CPO) production. This paper is
employed time-series data covered from January 2001 to December 2010. Each of the variables contains a monthly data set of 120 observations. This paper employs Simple Linear Regression Analysis, Multiple Linear Regression Analysis and Hypothesis Testing to determine the statistical relationship. For the diagnostic checking, there is relationship existence between Crude Palm Oil Futures (FCPO) price movement and factors affecting which are soybean oil price, exchange rate and Crude Palm Oil (CPO) production. The result demonstrated that there is a direct relationship between soybean oil price and FCPO price movement. For the exchange rate and CPO production showed that there is an inverse relationship with the movement of FCPO price. The results indicate that FCPO price movement is consistently examined by soybean oil price, exchange rate and CPO production