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Modelling the effects of oil prices on global fertilizer prices and volatility

Chen, Ping-yu; Chang, Chia-ling; Chen, Chi-chung; … - In: Journal of risk and financial management : JRFM 5 (2012) 1, pp. 78-114

The main purpose of this paper is to evaluate the effect of crude oil price on global fertilizer prices in both the mean and volatility. The endogenous structural breakpoint unit root test, ARDL model, and alternative volatility models, including GARCH, EGARCH, and GJR models, are used to...

Persistent link: https://www.econbiz.de/10011555888

Pricing carbon emissions in China

Chang, Chia-Lin; Mai, Te-Ke; McAleer, Michael - In: Annals of financial economics 13 (2018) 2, pp. 1-37

Persistent link: https://www.econbiz.de/10011958479

Asymmetric adjustments in the ethanol and grains markets

Chang, Chia-Lin; Chen, Li-Hsueh; Hammoudeh, Shawkat; … - In: Energy economics 34 (2012) 6, pp. 1990-2002

Persistent link: https://www.econbiz.de/10009688901

Moving towards an improved microsimulation model of the Australian pharmaceutical benefits scheme

Brown, Laurie; Abello, Annie; Phillips, Ben; Harding, Ann - In: The Australian economic review 37 (2004) 1, pp. 41-61

Persistent link: https://www.econbiz.de/10002179846

Distributional impact of government outlays on the Australian pharmaceutical benefits scheme in 2001 - 02

Harding, Ann; Abello, Annie; Brown, Laurie; Phillips, Ben - In: The economic record : er 80 (2004) special issue, pp. S83-S96

Persistent link: https://www.econbiz.de/10002418691

Econometric modelling of non-ferrous metal prices

Watkins, Clinton; McAleer, Michael - In: Journal of economic surveys 18 (2004) 5, pp. 651-701

Persistent link: https://www.econbiz.de/10002437614

Volatility spillovers from Australia's major trading partners across the GFC

Allen, David E.; McAleer, Michael; Powell, Robert; … - In: International review of economics & finance : IREF 47 (2017), pp. 159-175

Persistent link: https://www.econbiz.de/10011740133