Narrow search
Showing 1 - 10 of 345,899
Cover Image
Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility
Chen, Ping-Yu; Chang, Chia-Lin; Chen, Chi-Chung; … - 2013
price while the volatility of global fertilizer prices and crude oil price from March to December 2008 are higher than in …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 …
Persistent link: https://www.econbiz.de/10010326493
Cover Image
Modeling the effects of oil prices on global fertilizer prices and volatility
Chen, Ping-Yu; Chang, Chia-Lin; Chen, Chi-chung; … - 2013
Persistent link: https://www.econbiz.de/10009701639
Cover Image
Modelling the effects of oil prices on global fertilizer prices and volatility
Chen, Ping-Yu; Chang, Chia-Lin; Chen, Chi-chung; … - 2013
Persistent link: https://www.econbiz.de/10010354373
Cover Image
Modeling the Effects of Oil Prices on Global Fertilizer Prices and Volatility
Chen, Ping-Yu; Chang, Chia-Lin; Chen, Chi-Chung; … - Department of Economics and Finance, College of … - 2013
price while the volatility of global fertilizer prices and crude oil price from March to December 2008 are higher than in …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 …
Persistent link: https://www.econbiz.de/10010907445
Cover Image
Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility
Chen, Ping-Yu; Chang, Chia-Lin; Chen, Chi-Chung; … - Institute of Economic Research, Kyoto University - 2013
price while the volatility of global fertilizer prices and crude oil price from March to December 2008 are higher than in …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 …
Persistent link: https://www.econbiz.de/10010604584
Cover Image
Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility
Chang, Chia-Lin; McAleer, Michael; Chen, Ping-Yu; Chen, … - Facultad de Ciencias Económicas y Empresariales, … - 2013
price while the volatility of global fertilizer prices and crude oil price from March to December 2008 are higher than in …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 …
Persistent link: https://www.econbiz.de/10010778726
Cover Image
Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility
Chen, Ping-Yu; Chang, Chia-Lin; Chen, Chi-Chung; … - Tinbergen Instituut - 2013
the volatility of global fertilizer prices and crude oil price from March to December 2008 are higher than in other … main purpose of this paper is to evaluate the effect of crude oil price on global fertilizer prices in both the mean and …, EGARCH, and GJR models, are used to investigate the relationship between crude oil price and six global fertilizer prices …
Persistent link: https://www.econbiz.de/10011257617
Cover Image
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
price while the volatility of global fertilizer prices and crude oil price from March to December 2008 are higher than in …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 …
Persistent link: https://www.econbiz.de/10011555888
Cover Image
Modeling the Effect of Oil Price on Global Fertilizer Prices
Chen, Ping-Yu - 2010
reached a peak in 2008. We also find that that the volatility of global fertilizer prices and crude oil price from March to … fertilizer prices. Weekly data for 2003-2008 for the seven price series are analyzed. The empirical results from ARDL show that … December 2008 are higher than in other periods, and that the peak crude oil price caused greater volatility in the crude oil …
Persistent link: https://www.econbiz.de/10013138177
Cover Image
Pandemics and their impact on oil and metal prices
Addison, Tony; Ghoshray, Atanu - 2020
We examine the effect of pandemics on selected commodity prices-in particular, those of zinc, copper, lead, and oil. We set up a vector autoregressive model and analyse data since the mid-nineteenth century to determine how prices reacted to pandemics such as the 1918 Spanish Flu, 1957 Asian...
Persistent link: https://www.econbiz.de/10012320991