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Agricultural market integration: price transmission and policy intervention
Vasciaveo, M.; Rosa, F.; Weaver, R. - Associazione Italiana di Economia Agraria e Applicata - … - 2013
The increasing co-movements between world oil and food prices in the 2000s has prompted interest in the transmission … higher accounting for much of the world food consumption. It is hypothesized that US and Italy agricultural markets are … (US) to domestic market (Italy).The time series analysis is used to test the structural breaks, the co-integration and …
Persistent link: https://www.econbiz.de/10010910357
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The Relationship of Oil Prices and Economic Growthin Tunisia: A Vector Error Correction Model Analysis
Bouzid, Amaira - In: Romanian Economic Journal 15 (2012) 43, pp. 3-22
This paper seeks to investigate the causal relationship between oil prices and economic growth in Tunisia over a period from 1960 to 2009. The empirical analysis starts by analyzing the time series properties of the data which is followed by examining the nature of causality among the variables....
Persistent link: https://www.econbiz.de/10010934716
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Oil and Gold Prices: Correlation or Causation?
LE, Thai-Ha; CHANG, Youngho - Division of Economics, Nanyang Technological University - 2011
This paper uses the monthly data spanning from Jan-1986 to April-2011 to investigate the relationship between the prices of two strategic commodities: gold and oil. We examine this relationship through the inflation channel and their interaction with the index of the US dollar. We use different...
Persistent link: https://www.econbiz.de/10009359968
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Crude Oil Price shocks to Emerging Markets: Evaluating the BRICs Case
Khan, Salman - Volkswirtschaftliche Fakultät, … - 2010
volatility-spillover for the BRIC countries by using cointegration and the VECM-MGARCH technique. The results reveal that the oil …
Persistent link: https://www.econbiz.de/10008498490
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Physical Market Determinants of the Price of Crude Oil and the Market Premium
Chevillon, Guillaume; Rifflart, Christine - ESSEC Business School - 2007
We analyze the physical, i.e. non financial, determinants of the real price of crude oil by means of an equilibrium correction model over the last two decades. We find that two cointegrating relations affect the change in prices: one refers to OPEC's cartel behavior attempting to control prices...
Persistent link: https://www.econbiz.de/10004970681
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Oil prices and effective dollar exchange rates
Beckmann, Joscha; Czudaj, Robert - In: International Review of Economics & Finance 27 (2013) C, pp. 621-636
This study takes into account two previously neglected issues in its analysis of the relationship between oil prices and effective dollar exchange rates, namely, nonlinear adjustment dynamics and a distinction between nominal and real linkages. Beginning with a careful investigation of different...
Persistent link: https://www.econbiz.de/10010664312
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Investigation of cointegration of oil prices and Russian market indices
Alexeev, Alexander Gennadievich - Department of Economics, European University at St. … - 2010
We perform an econometric analysis of cointegration of the Brent oil price and general and industrial indices of the …. It is interesting to note that a cointegration between the oil price and industrial RTS index is not detected. A … cointegration between the oil price and the general indices is found both for the RTS and the MICEX, and in both cases it is …
Persistent link: https://www.econbiz.de/10008794572
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Oil price influence on Russian macroeconomic indicators
Podkorytova, Olga; Chigvintseva, Tatiana Andreevna - Department of Economics, European University at St. … - 2010
We investigate macroeconomics effects of an oil price in Russia in 2000-2010. We find long-run relations associating the oil price, the GDP, the CPI and the interbank interest rate. (in Russian)
Persistent link: https://www.econbiz.de/10008794574
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The Turkish Stock Market Integration with Oil Prices: Cointegration Analysis with Unknown Regime Shifts
Halaç, Umut; Fatma Dilvin TaÅŸkın; Çağlı, Efe … - In: Panoeconomicus 60 (2013) 4, pp. 499-513
Oil prices are often considered as a vital economic factor due to the dependence of the world economy on oil. The goal …
Persistent link: https://www.econbiz.de/10011168537
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Oil Price-Macroeconomic Relationship in Australia and New Zealand: Application of a Hidden Cointegration Technique
Alom, Fardous - In: Institutions and Economies (formerly known as … 6 (2014) 2, pp. 105-128
Zealand within the framework of hidden cointegration technique and crouching error correction model (CECM) of Granger and Yoon …
Persistent link: https://www.econbiz.de/10011118415