Similar Search Results

Market efficiency of oil spot and futures : a mean-variance and stochastic dominance approach

Hooi Hooi Lean; McAleer, Michael; Wong, Wing Keung - 2010

Persistent link: https://www.econbiz.de/10008670002

Investor preferences for oil spot and futures based on mean-variance and stochastic dominance

Hooi Hooi Lean; McAleer, Michael; Wong, Wing Keung - 2010

Persistent link: https://www.econbiz.de/10008688580

Market efficiency of oil spot and futures : a stochastic dominance approach

Hooi Hooi Lean; McAleer, Michael; Wong, Wing Keung - 2010

Persistent link: https://www.econbiz.de/10003987327

Investor preferences for oil spot and futures based on mean-variance and stochastic dominance

Hooi Hooi Lean; McAleer, Michael; Wong, Wing Keung - 2010

Persistent link: https://www.econbiz.de/10003987669

Testing for weak-form efficiency of crude palm oil spot and future markets : new evidence from a GARCH unit root test with multiple structural breaks

Hooi Hooi Lean; Smyth, Russell - In: Applied economics 47 (2015) 16/18, pp. 1710-1721

Persistent link: https://www.econbiz.de/10010511983

Risk-averse and risk-seeking investor preferences for oil spot and futurues

Hooi Hooi Lean; McAleer, Michael; Wong, Wing Keung - 2013

Persistent link: https://www.econbiz.de/10010198257

Market efficiency of oil spot and futures : a mean-variance and stochastic dominance approach

Hooi Hooi Lean; McAleer, Michael; Wong, Wing Keung - In: Energy economics 32 (2010) 5, pp. 979-986

Persistent link: https://www.econbiz.de/10008934355

Trading activities and the volatility of return on Malaysian crude palm oil futures

Yeap, Xiu Wei; Hooi Hooi Lean - In: Journal of risk and financial management : JRFM 15 (2022) 1, pp. 1-15

Trading activities represent the flow of market information to the investors. This paper examines the effect of trading activities, i.e., trading volume and open interest, on the volatility of return for Malaysian Crude Palm Oil Futures. The GARCH model is applied by adding the expected and...

Persistent link: https://www.econbiz.de/10012814162

Risk-averse and risk-seeking investor preferences for oil spot and futures

Hooi Hooi Lean; McAleer, Michael; Wong, Wing Keung - 2013

Persistent link: https://www.econbiz.de/10010188534

Risk-averse and risk-seeking investor preferences for oil spot and futures

Hooi Hooi Lean; McAleer, Michael; Wong, Wing Keung - 2013

Persistent link: https://www.econbiz.de/10010191274