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The impact of petroleum prices on vegetable oils prices: evidence from co-integration tests


Citation

Abdel Hameed, Amna Awad and Mohamed Arshad, Fatimah (2009) The impact of petroleum prices on vegetable oils prices: evidence from co-integration tests. Oil Palm Industry Economic Journal, 9 (2). pp. 31-40. ISSN 1675-0632

Abstract / Synopsis

The prices of petroleum and vegetable oils appear to be moving in tandem, a trend which was not observed before. This study seeks to investigate the long-term relationship between the prices of crude oil and selected vegetable oils. To that end, the bivariate co-integration approach using the Engle-Granger two-stage estimation procedure was applied. The study utilized monthly data over the period of January 1983 through March 2008. The results provide strong evidence of a long-run relationship between the two product prices.


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Additional Metadata

Item Type: Article
Divisions: Institute of Agricultural and Food Policy Studies
Publisher: Malaysian Palm Oil Board
Keywords: Vegetable oil prices; Petroleum prices; Relationship
Depositing User: Nurul Ainie Mokhtar
Date Deposited: 11 Oct 2016 10:54
Last Modified: 11 Oct 2016 10:54
URI: http://psasir.upm.edu.my/id/eprint/35181
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