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题名: The Co-movement between Oil and Agricultural Commodity Prices: Evidence from the Emerging Market of China
作者: Chung-Rou Fang;Wen-Crieh Lee;Ching-Fu Chang
贡献者: 國立臺灣海洋大學:應用經濟研究所
日期: 2014-06-01
上传时间: 2016-10-27T08:54:36Z
出版者: Issues & Studies
摘要: 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.
關聯: 50(2), pp.111-141
URI: http://ntour.ntou.edu.tw:8080/ir/handle/987654321/38692
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