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Muhammad Yazid Irfani

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Open access Sep 2026

CPO Price Dynamics Amid Geopolitical Turmoil in the Strait of Hormuz: A Vector Error Correction Model (VECM) Approach

This study analyzes the dynamics of CPO prices amid the geopolitical turmoil in the Strait of Hormuz, taking into account exchange rates, inflation, and economic growth. The research uses daily data and the Vector Error Correction Model (VECM) method to examine short- and long-term relationships, causality, responses t...

Muhammad Yazid Irfani, D. Artika, Evana Justine Nur Aisyah et al. · 0 citations

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