TITLE

THE IMPACT OF STOCK PRICES RETURN, ENERGY PRICES RETURN, AND EXCHANGE RATE CHANGES ON ORANGE JUICE FUTURES PRICE RETURN

AUTHOR(S)
Moussa, Fouad K.
PUB. DATE
January 2012
SOURCE
International Journal of Business, Accounting, & Finance;Winter2012, Vol. 6 Issue 1, p124
SOURCE TYPE
Academic Journal
DOC. TYPE
Article
ABSTRACT
The article presents a study which examined the effect of the exchange rate changes, energy price return, and stock price return on the futures return of the frozen concentrated orange juice (FCOJ). The study made use of the GARCH model. Results showed that the exchange rate changes, energy price return, and stock price return do not have significant effects on the FCOJ futures return.
ACCESSION #
76125365

 

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