Comparison study of different value at risk models and their effectiveness on the Malaysian palm oil futures (FCPO) market

Market risk is an important element of derivatives trading and can cause derivatives market participants to suffer substantial amount of loss if not managed properly. Value at Risk (VaR) is a tool that has been used to manage market risk particularly in the developed markets. This research tries to...

書誌詳細
第一著者:	Thirunavukkarasu, L K. Suppiah
フォーマット:	Dissertation
言語:	英語英語
出版事項:	2015
主題:	HG Finance
オンライン･アクセス:	https://etd.uum.edu.my/5053/1/s812942.pdf https://etd.uum.edu.my/5053/2/s812942_abstract.pdf https://etd.uum.edu.my/5053/
Abstract	Abstract here

類似資料

Validation of Future Crude Palm Oil Futures (FCPO) Price Prediction
著者:: Xhin Rong, Yong, 等
出版事項: (2023)

The effectiveness of hedging between Crude Palm Kernel Oil (CPKO) spot price and Futures Crude Palm Oil Contract (FCPO) in Malaysia
著者:: Tham, Poh Seng
出版事項: (2024)

Selected seasonality effect in crude palm oil futures contract quoted on bursa Malaysia derivatives
著者:: Zaharudin, Haziratul Qudsiah
出版事項: (2022)

A new hybrid forecasting model using wavelet-PCA and artificial neural network for futures markets / Mohammadali Mehralizadeh
著者:: Mohammadali , Mehralizadeh
出版事項: (2018)

The determinants of credit risk in an emerging market
著者:: Ng, Yen Theng
出版事項: (2014)

Financial futures industry in Malaysia / Lee Woon Hwa
著者:: Lee, Woon Hwa
出版事項: (1997)

The Factors That Affect Market Value of Construction and Materials Companies Listed in Malaysia Stock Exchange
著者:: Senousi, Tareg Hassen
出版事項: (2009)

Derivatives market behaviour, risk exposure and awareness among students on derivative industry
著者:: Kamaleswari, Palannal
出版事項: (2016)

A study on risk and predictability of return in the Malaysian securities market / Tan Kia Liang
著者:: Tan, Kia Liang
出版事項: (1997)

Psychological risk perception of investors in the Malaysia stock market: A study in Kota Kinabalu
著者:: Nadia Sofie Suhaimi
出版事項: (2011)

The Impact of Dividend Payout Ratio on Future Earnings Growth: Evidence from Malaysia
著者:: Khairul Zharif, Zaharudin
出版事項: (2010)

Risk Contagion and Price Forecasting of China Carbon Market Based on High Order Moment Attribute
著者:: Li, Ni
出版事項: (2025)

Financial Development, Efficiency and Competition of ASEAN Banking Market
著者:: Vimal Prakash Rao, A/L Subramaniam
出版事項: (2019)

Seasonality in stock returns : the Malaysian phenomenon from 1976 to 1996 : in comparison with selected international stock markets / Beh Teng Soon
著者:: Beh, Teng Soon
出版事項: (1997)

The Relative Ability of Earnings and Cash Flows Data in Forecasting Future Cash Flows: Evidence in Malaysia
著者:: Abdinassir, Ali Abdi
出版事項: (2012)

The effect of reaction to indebtedness and future orientation on financial literary among tertiary students in Peninsular Malaysia
著者:: Chia, Mei Si
出版事項: (2024)

The effects of growth opportunities between different type of institutional investors and corporate risk-taking in Malaysia
著者:: Hanis Hazwani, Ahmad
出版事項: (2020)

An examination of value enhancing enterprise risk management implementation framework for Malaysian public listed companies / Lai Fong Woon
著者:: Lai , Fong Woon
出版事項: (2011)

Are Cash Flows From Operations and Earnings Able to Forecast Future Cash Flows? Evidence from Thailand
著者:: Yohmad, Saranya
出版事項: (2012)

The influence of financial literacy, self-procrastination and future time-perspective on employees' retirement saving behavior in Kedah
著者:: Lee, Shing Yee
出版事項: (2018)

Robust backpropagation neural network using date palm seed growth algorithm for stock market prediction
著者:: Tengku Nurul Aimi Balqis, Tengku Malim Busu
出版事項: (2025)

Examining the Impacts of Dividend Payout and Share Repurchase to Future Firm Performance: Evidence from Malaysian Public Listed Firms
著者:: Chee Ling, Chin
出版事項: (2023)

Value relevance of accounting numbers (A case study on Malaysian Market) / Dayangku Ruhayah Awang Bolhan
著者:: Awang Bolhan, Dayangku Ruhayah
出版事項: (2004)

The impact of liquidity risk, credit risk and operational risk on the performance of Iraqi private banks
著者:: Al Yousuf, Noor Hashim Mohammed
出版事項: (2016)

Determinants of profit ability of listed companies in oil palm plantation sector in Malaysia
著者:: Lesalene, Gunasekaran
出版事項: (2022)

Examining the relationship between operational risk, credit risk and liquidity risk with performance of Malaysia Banks
著者:: Saeed, Maytham Hussein
出版事項: (2015)

The effect of working capital management and policies on manufacturing firm's value based on economic value added
著者:: Al-Mawsheki, Randa Mohammed Shams Addin
出版事項: (2020)

The comovement of the selective ASEAN stock markets: is there any impact on Malaysian stock market?
著者:: Nurul Ezzati, Ahmad Yani
出版事項: (2016)

Testing market efficiency in Malaysia's large, medium and small stock market indices
著者:: Heng, Cheat Yee
出版事項: (2020)

The impact of interest rate, oil price, and Covid-19 cases on the Malaysian stock market returns during Covid-19 pandemic
著者:: Manggleshwary, Muniandy
出版事項: (2021)

Efficient market hypothesis and shari'ah compliances stock return behaviour in Indonesia and Malaysia markets
著者:: Helma, Malini
出版事項: (2015)

The interdependence of Indonesia stock market against the price volatility of G-20 countries’ stock market
著者:: Akwan, Itmamul
出版事項: (2020)

Performance of REITS in comparison to other financial assets
著者:: Rahman, Audia Syafaatur
出版事項: (2015)

The impact of exchange rate regime and monetary variables on the stability of the capital market. An empirical analysis in the stock market
著者:: Sia, Yiik Jing
出版事項: (2016)

Factors affecting sukuk market, bond market, Islamic banking and conventional banking development in selected countries
著者:: Aman, Ameenullah
出版事項: (2020)

Impact of diversification on Singapore REIT firm value
著者:: Ussha Rani, Nadarajan
出版事項: (2021)

The impact of transportation and walkability on Residential Property Value
著者:: Nurul Wazien, Mohd Noor
出版事項: (2021)

The determinants of Malaysian stock market performance
著者:: Nur Sofina, Johan Shahain
出版事項: (2014)

Determinants of Chinese Stock Market Returns
著者:: Wang, Fei
出版事項: (2012)

Integration Analysis of the Malaysian Stock Market
著者:: Chan, Sok Gee
出版事項: (2004)