A cointegration analysis of crude palm oil price in Thailand
Reliazing the pass-through effects of global commodity prices on domestic prices, this study develops a vector error correction model (VECM) to test for the determinants and direction of causality between global prices and crude palm oil (CPO) price in Thailand. Malaysian crude palm oil, world soybe...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
EDP Sciences
2018-01-01
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| Series: | E3S Web of Conferences |
| Online Access: | https://doi.org/10.1051/e3sconf/20185200035 |