Skip to main content

Table 1 Data description and data sources

From: Evaluating the exchange rate and commodity price nexus in Malaysia: evidence from the threshold cointegration approach

Variable name

Description

Data Source

Nominal exchange rate (NER)

Nominal Malaysian Ringgit, per US dollar (average)

Central Bank of Malaysia

Oil price (OP)

OPEC basket price per barrel

Organization of the Petroleum Exporting Countries (OPEC)

Palm oil price (PO)

Crude palm oil/Ton

Department of Statistics Malaysia (DOSM)

Rubber price (RUB)

General rubber, FOB, Sen/kg

Malaysian Rubber Exchange

Natural gas price (NG)

Liquefied natural gas Curn

Department of Statistics Malaysia (DOSM)