The relationship between commodity prices and stock market of Malaysia

Ng, Timmy Yau Fung (2011) The relationship between commodity prices and stock market of Malaysia. Masters thesis, Universiti Malaysia Sabah.

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Abstract

Commodities such as crude oil and palm oil are very Important for those emerging country which depend on the income from commodity export, for example Malaysia. Meanwhile, stock market is an important barometer or benchmark in measuring the finance healthy and economic strength of a country. Thus, this paper is to examine the relationship between commodities price and Malaysia stock market, while the commodities are crude oil and palm oil. The purpose of this paper is to investigate whether there is any significant relationship between Malaysia stock market with monthly crude oil price and palm oil price since January 1997 until December 2008. Johansen co-integration and Vector Error Correction Model are used to test the significance of relationship. The result showed that there is insignificant relationship between stock market with crude oil price or palm oil price.

Item Type: Thesis (Masters)
Uncontrolled Keywords: commodity price, crude oil, palm oil, Malaysia stock market,
Subjects: H Social Sciences > HF Commerce
Divisions: SCHOOL > School of Business and Economics
Depositing User: MDM SITI AZIZAH IDRIS
Date Deposited: 11 Aug 2014 06:21
Last Modified: 30 Oct 2017 03:21
URI: http://eprints.ums.edu.my/id/eprint/9434

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