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In this paper we investigate crude oil and products price dynamics. We present a comparison among ten price series of crude oils and fourteen price series of petroleum products, considering four distinct market areas (Mediterranean, North Western Europe, Latin America and North America) over the...
Persistent link: https://www.econbiz.de/10011325123
This paper investigates the time-series properties of the price of iron ore. The focus is on testing a unit-root null hypothesis against a trend-stationary alternative, with a structural break allowed under both hypotheses. We consider unit-root tests with or without structural breaks, applied...
Persistent link: https://www.econbiz.de/10010321602
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/10010326493
Der Primärenergieverbrauch in Deutschland war im Jahre 2005 mit knapp 486 Mill. t SKE (14 238 Petajoule) um 1,3 % niedriger als im Jahr zuvor. Verbrauchsmindernd dürften sich vor allem die erneut kräftig gestiegenen Energiepreise ausgewirkt haben, wodurch die verbrauchsstimulierenden Effekte...
Persistent link: https://www.econbiz.de/10011601642
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Indikator dafür angesehen werden, wie stark Kostenänderungen im Preis weitergegeben werden und wie hoch die …
Persistent link: https://www.econbiz.de/10011435050
In the context of recent commodity price hikes, the financialisation of commodity derivative markets, reflected in the increased presence of financial investors and new financial products such as commodity index and exchange traded funds has been controversially discussed. Many studies focus on...
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