Price Integration Analysis of Crude Oil and Vegetable Oils

The importance of palm oil as Indonesia's main export commodity from the non-oil and gas sector makes a study about the price integration of crude oil and vegetable oils is conducted. The time-series data is used  are monthly data from 2002:2 to 2019:4. Using the Vector Correction Model (VECM),...

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Bibliographic Details
Main Authors: Resti Prastika Destiarni, Ahmad Syariful Jamil
Format: Article
Language:English
Published: University of Brawijaya 2021-08-01
Series:Habitat
Subjects:
oil
Online Access:https://habitat.ub.ac.id/index.php/habitat/article/view/563