Determinants of Malaysian Palm Oil Price - The Autoregressive Distributed Lag (ARDL) Approach |
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by Rina Mariati Bt Gustam
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Volatility in prices has led to inconsistency and fluctuation in the direction of crude palm oil (CPO) price. Palm oil supply and demand plays important role in the palm oil price direction. This study aims to determine the effects of palm oil supply and demand, price of soybean oil, price of crude oil and exchange rate on CPO price in Malaysia. Autoregressive Distributed Lag (ARDL) is being used to determine the presence of long run relationship between palm oil price and its determinants. The data used is monthly data from January 2008 until December 2017.
Key words: Palm oil price, Autoregressive Distributed Lag (ARDL), Malaysia
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