Songsiengchai P., Sidique S.F., Djama M., Hook L.S.
2018
This paper investigates the effect of global prices in the Thai palm oil market. We provide comprehensive evidence of growth and volatility spillovers for the key crop, crude palm oil in Thailand over the period 1996 to 2015. The Dynamic Conditional Correlation model (DCC) and Granger Causality tests are used, to analyze price volatility effects among Thai and Malaysian crude palm oil and World ...
Commerce, commercialisation et distribution; Economie de la production; Commerce international; Méthodes mathématiques et statistiques
2018
This paper investigates the effect of global prices in the Thai palm oil market. We provide comprehensive evidence of growth and volatility spillovers for the key crop, crude palm oil in Thailand over the period 1996 to 2015. The Dynamic Conditional Correlation model (DCC) and Granger Causality tests are used, to analyze price volatility effects among Thai and Malaysian crude palm oil and World ...
Commerce, commercialisation et distribution; Economie de la production; Commerce international; Méthodes mathématiques et statistiques