Forecasting CPO price using ARIMA, ARCH and GARCH models

The oil palm industry in Malaysia directly contributes to the economy through financial returns that enhance the national income. A forecast of crude palm oil (CPO) price is important, especially when the investors will encounter with the increasing risks and uncertainties in the future. Therefore,...

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Bibliographic Details
Main Author: Mahdi Al-Temeeme, Raed Hameed
Format: Thesis
Published: 2016
Subjects:
Online Access:http://eprints.uthm.edu.my/8997/
http://eprints.uthm.edu.my/8997/1/Raed_Hameed_Mahdi_Al%2DTemeeme.compressed.pdf
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