English  |  正體中文  |  简体中文  |  Post-Print筆數 : 27 |  Items with full text/Total items : 92776/123147 (75%)
Visitors : 26977312      Online Users : 417
RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.
Scope Tips:
  • please add "double quotation mark" for query phrases to get precise results
  • please goto advance search for comprehansive author search
  • Adv. Search
    HomeLoginUploadHelpAboutAdminister Goto mobile version
    政大機構典藏 > 學術期刊 > Issues & Studies > 期刊論文 >  Item 140.119/104142
    Please use this identifier to cite or link to this item: http://nccur.lib.nccu.edu.tw/handle/140.119/104142

    Title: The Co-movement between Oil and Agricultural Commodity Prices: Evidence from the Emerging Market of China
    Authors: 方中柔;李文傑;張景福
    Fang, Chung-Rou;Lee, Wen-Chieh;Chang, Ching-Fu
    Keywords: oil price;agricultural commodity prices;BRIC;China;Granger causality
    Date: 2014-06
    Issue Date: 2016-11-21 17:02:29 (UTC+8)
    Abstract: Although much empirical research has examined the relationship between oil price changes and economic activity it is surprising that little research has been conducted on the relationship between oil price shocks and agricultural markets in large-sized emerging industrial countries. Therefore, the main goal of this study is to fill this gap in the literature by analyzing this issue in more detail by using weekly data for China covering the period from September 2004 to September 2012. To this end, the Toda-Yamamoto causality approach and impulse response analysis method are applied to identify the long- and short-run interrelationships. Our results are mixed: we infer that the fluctuations in fuel oil prices have a short-term effect on the dynamics of agricultural products in China; however, there are no significant long-term effects.
    Relation: Issues & Studies,50(2),111-141
    Data Type: article
    Appears in Collections:[Issues & Studies] 期刊論文

    Files in This Item:

    File Description SizeFormat
    50(2)-111-141.pdf9408KbAdobe PDF220View/Open

    All items in 政大典藏 are protected by copyright, with all rights reserved.

    社群 sharing

    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library IR team Copyright ©   - Feedback