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What world price?
Jamora, Nelissa; Cramon-Taubadel, Stephan von - 2012
generating empirical evidence on the cointegration of different export prices. We start our analysis with the assumption that … cointegration of price series. Then, we extend the error correction model to a multivariate cointegration analysis by cluster. We …
Persistent link: https://www.econbiz.de/10010235140
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Investigating the impact of trade disruptions on price transmission in commodity markets : an application of threshold cointegration
Mann, Janelle; Brewin, Derek - In: Journal of risk and financial management : JRFM 14 (2021) 9, pp. 1-7
Threshold cointegration is introduced as an econometric technique to model the impact of trade disruptions on spatial … trade disruptions on prices. The threshold cointegration technique that is employed is flexible in that it allows the number …. We innovate on the threshold cointegration technique by selecting a measure of trade disruptions as the threshold …
Persistent link: https://www.econbiz.de/10012628574
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Impact of agricultural export restrictions on prices in importing countries
Deuss, Annelies - 2017
During the commodity price spikes in 2007-08 and 2010-11, several countries implemented temporary export restrictions on staple foods in an attempt to protect domestic consumers from rising and volatile prices. The impacts of these policies, however, are not limited to the countries that are...
Persistent link: https://www.econbiz.de/10011735089
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Determinants of the International Soybean Prices
Risso, Wiston Adrián - 2011
obtain a cointegration relationship supporting the theoretical model. The model and the empirical evidence suggest that the …
Persistent link: https://www.econbiz.de/10013131912
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The Impact of World Sugar Economy Toward Sugar Largest Exporters and Importers
Sari, Dyana; Muhaimin, Wahib; Wahyunindyawati, … - 2016
exporters and importer. In Brazil, world ethanol price is also not significant to influence its sugar export, even it seems … sugar and ethanol compete each other. Variable of sugar production in each country supports its sugar export variable …
Persistent link: https://www.econbiz.de/10014134953
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Energy Transition Metals
Pescatori, Andreas; Boer, Lukas; Stuermer, Martin - 2022
The energy transition requires substantial amounts of metals such as copper, nickel, cobalt and lithium. Are these metals a key bottleneck? We identify metal-specific demand shocks, estimate supply elasticities and pin down the price impact of the energy transition in a structural scenario...
Persistent link: https://www.econbiz.de/10013306742
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A dynamic causality study between electricity consumption and economic growth for global panel : evidence from 76 countries
Hossain, Md. Sharif; Saeki, Chikayoshi - 2012
unit root test ; panel cointegration test ; Granger causality test …
Persistent link: https://www.econbiz.de/10009690044
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Conditional correlations in the returns on oil companies stock prices and their determinants
Giovannini, Massimo; Grasso, Margherita; Lanza, Alessandro - 2004
cointegration techniques in modelling the conditional mean, as well as multivariate GARCH models for the conditional variances. We …
Persistent link: https://www.econbiz.de/10011603089
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Modelling the economic impacts of climate change on global and European agriculture : review of economic structural approaches
Fernández, Francisco J.; Blanco, Maria - 2015
The economic effects of climate change on agriculture have been widely assessed in the last two decades. Many of these assessments are based on the integration of biophysical and agro-economic models, allowing to understand the physical and socio-economic responses of the agricultural sector to...
Persistent link: https://www.econbiz.de/10010505129
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Integration of biophysical and agro-economic models to assess the economic effects of climate change on agriculture : a review of global and EU regional approaches
Fernández, Francisco J.; Blanco, Maria - 2014
The economic effects of climate change on agriculture have been widely assessed in the last two decades. Many of these assessments are based on the integration of biophysical and agro-economic models, allowing to understand the physical and socio-economic responses of the agricultural sector to...
Persistent link: https://www.econbiz.de/10010431338