The effects of trading volume, Crude Palm Oil (CPO) price and Soybean Oil Price on the volatility of Crude Palm Oil Futures (FCPO) price / Khadijah Hassan Ali and Nur Syafiqah Mohd Ali

Hassan Ali, Khadijah and Mohd Ali, Nur Syafiqah (2014) The effects of trading volume, Crude Palm Oil (CPO) price and Soybean Oil Price on the volatility of Crude Palm Oil Futures (FCPO) price / Khadijah Hassan Ali and Nur Syafiqah Mohd Ali. [Student Project] (Unpublished)

Abstract

The purpose of this study is to identify the relationship and to determine which of the independent variables (trading volume, Crude Palm Oil prices and Soybean Oil prices) will most influence the dependent variable (volatility of Crude Palm Oil Futures prices). A secondary data was used which it is extracted from Bloomberg, Malaysia Palm Oil Board (MPOB) and Bursa Malaysia Derivatives Berhad and the data covered from January 2003 until December 2013. All data in this study are analyzed using SPSS version 19. The method used by researcher is regression method. After proper analyzing, it has been found that the most factors of Crude Palm Oil Futures Prices are trading volume, Soybean Oil prices and Crude Palm Oil prices.

Metadata

Item Type:	Student Project
Creators:	Creators Email / ID Num. Hassan Ali, Khadijah UNSPECIFIED Mohd Ali, Nur Syafiqah UNSPECIFIED
Subjects:	H Social Sciences > HB Economic Theory. Demography > Macroeconomics H Social Sciences > HB Economic Theory. Demography > Consumption. Demand (Economic theory) H Social Sciences > HF Commerce > Commodities. Commercial products. Generic products
Divisions:	Universiti Teknologi MARA, Melaka > Bandaraya Melaka Campus > Faculty of Business and Management
Keywords:	Crude Palm Oil Prices; Trading volume; Soybean Oil Prices; Crude palm oil futures prices
Date:	2014
URI:	https://ir.uitm.edu.my/id/eprint/25066