Fundamental Approach to Crude Palm Oil Futures Trading PDF Download

Author: Ivan C. H. Wong
Publisher:
ISBN:
Category : Commodity exchanges
Languages : en
Pages :

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Author: GT Khoo
Publisher: Khoo Gent Tien
ISBN:
Category : Business & Economics
Languages : en
Pages : 111

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Book Description
Master the art of trading Malaysia Crude Palm Oil Futures (FCPO) with this essential guide by seasoned trader GT Khoo. Whether you're a beginner or an experienced trader, this ebook offers practical strategies, in-depth market analysis, and advanced techniques to help you trade confidently and profitably. Key features: *Comprehensive insights into the FCPO market *Actionable trading strategies for all levels *Advanced volume analysis for precise entry timing *Tips on trading psychology and risk management Learn from a decade of trading experience and take your FCPO trading to the next level.

Author: Chiang Pheng Yeoh
Publisher: CP YEOH
ISBN: 9789833794478
Category : Commodity exchanges
Languages : en
Pages : 108

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Author: Chin Choong Hong
Publisher:
ISBN:
Category : Commodity exchanges
Languages : en
Pages :

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Author: Thomas Hoehl
Publisher: GRIN Verlag
ISBN: 3656047677
Category : Business & Economics
Languages : en
Pages : 85

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Book Description
Master's Thesis from the year 2011 in the subject Economics - Finance, grade: 8,0, Maastricht University (School of Business and Economics), language: English, abstract: This study finds that while a large part of the variation in crude oil futures prices is driven by fundamental factors, financial investment and speculation has the potential to aggravate reactions to changing fundamental variables and furthermore move prices on its own. The evidence is gathered by performing linear regressions and Granger Causality tests on futures returns, position data of different categories of futures traders on the New York Mercantile Exchange and proxies for relevant fundamental factors such as equity and exchange rate returns gathered from August 2006 to December 2010. While higher prices for crude oil naturally come along with increasing physical demand and finite world supply, future regulation might temper market volatility and guarantee that prices reflect a sustainable physical market equilibrium. The study also gives an overview of commodity market regulation and position limits on futures markets.

Author: Hossein Razavi
Publisher: Praeger
ISBN:
Category : Business & Economics
Languages : en
Pages : 238

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Book Description
Until as recently as the late 1970s, the main channel for oil distribution was the integrated system of the major oil companies, while the volume of spot trading was limited to roughly 5 percent of the total oil trade. Today, spot and spot-related deals account for 80 to 85 percent of internationally traded petroleum, and have ushered in a new era of petroleum trading. In this work, Hossein Razavi and Fereidun Fesharaki offer a detailed study of the workings and issues surrounding today's oil trading market as they apply to all parties involved in the production, distribution, and consumption of petroleum. They provide a complete description of petroleum spot markets, futures, and options trading, and their interlinkages with contract sales. Razavi and Fesharaki cover a wide range of topics, and challenge the generally accepted view that spot and futures trading have wrested the power of price setting away from OPEC. They claim that prices are still determined by supply, which OPEC continues to influence. The book is divided into four sections, beginning with an overview of recent developments in spot, futures, and contract trading. Section two provides an analysis of spot and spot-related deals, while the third section describes the mechanics, organization, and evolution of petroleum futures markets and options trading. The work concludes with an in-depth section on interlinkages, examining the interactions among various segments of the market, including spot and futures trading, petroleum stock building, and OPEC. This book will be a valuable resource tool for libraries as well as a wide range of users, from oil industry professionals and financial analysts to students of energy-related topics.

Author: Max Tay
Publisher:
ISBN:
Category : Commodity exchanges
Languages : en
Pages :

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Author: Sankar Srinivasan
Publisher: Srinivasan Sankara Narayanan
ISBN:
Category : Business & Economics
Languages : en
Pages : 74

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Book Description
"Crude Trading Guide" is the ultimate guide that equips you with the knowledge and strategies needed to navigate the complex and dynamic oil markets successfully. This comprehensive book covers everything you need to know to become a skilled crude oil trader. From understanding the fundamentals of crude oil and its global significance to analyzing market trends and implementing effective trading strategies, this guide is your go-to resource. With a focus on practicality, "Crude Trading Guide" provides detailed insights into the supply and demand dynamics of the crude oil market, factors influencing oil prices, and the various crude oil grades and benchmarks. You'll gain a deep understanding of the key participants in the market and learn how to interpret and analyze market data using both fundamental and technical analysis. The book also delves into advanced topics such as spread trading, options and futures trading, risk management techniques, and the role of technology in modern crude trading. You'll discover effective day trading and swing trading strategies, as well as long-term investing approaches that can yield consistent profits. To ensure your success, "Crude Trading Guide" offers practical advice on building a successful trading routine, setting goals, developing discipline, and continuously learning and adapting to market changes. It also covers advanced techniques such as spreads and crack spreads, seasonal trading, hedging strategies, and insights into market manipulation and algorithmic trading. Furthermore, the book explores the future of crude trading, considering evolving market dynamics, environmental factors, technological advancements, and the transition towards renewable energy. It prepares you for the opportunities and challenges that lie ahead in the rapidly changing world of crude oil trading. Written by Sankar Srinivasan, an industry expert, "Crude Trading Guide" is a comprehensive and accessible guide that combines technical knowledge with practical insights, making it suitable for both beginner and experienced traders. Whether you aspire to become a full-time trader or simply want to expand your investment portfolio, this book will empower you to make informed trading decisions and maximize your profits.

Author: Min Shan Chai
Publisher:
ISBN:
Category : Commodity futures
Languages : en
Pages : 300

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Author: Norzalina Ahmad
Publisher:
ISBN:
Category :
Languages : en
Pages : 332

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Book Description
This thesis contributes to the existing literature by presenting the substantive essays on the Malaysian CPO futures market. In the first essay, the market efficiency test for the long-run, short-run and relative efficiency is applied under both open-outcry and electronic trading systems in the Malaysian Derivatives Markets. The findings reveal that the Malaysian CPO futures market is efficient in the long-run but inefficient in the short-run for both trading systems. The relative efficiency ratio test suggests that the level of inefficiency is higher in the electronic trading system and tends to increase with time to maturity. The second essay examines price discovery by utilizing the cost-of-carry model with incorporating an endogenously convenience yield. This model also is able to detect the market characteristics whether in backwardation or contango. The main result shows that the futures price is the main contributor to the price discovery function in the Malaysian CPO market. Furthermore, the long-run backwardation is significantly exist in the CPO futures market. Another finding reveals the positive CPO convenience yields and its value increases with time to maturity. The third and final essay explores the long memory properties of futures-spot basis and interest cost on market efficiency. The empirical result shows that the CPO futures basis can be characterised by both long memory and structural breaks. Moreover, the interest cost also shows the evidence of the long memory component. These findings are not consistent with unbiasedness hypothesis and therefore, past prices can be used to predict the future spot price. A new finding reveals that the level of persistence in futures basis and interest cost, increases when time to maturity increases.