Zainudin, Rozaimah; Shaharudin, Roselee Shah - In: Asian Academy of Management Journal of Accounting and … 7 (2011) 1, pp. 111-130
This paper provides evidence of hedging performance in the crude palm oil market using risk minimisation and the … hedging performance results, especially in relation to the risk minimisation result. However, the difference in the … sophisticated model does not warrant better hedging performance results, we suggest that a parsimony model may be appropriate when …