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題名：The Co-movement between Oil and Agricultural Commodity Prices: Evidence from the Emerging Market of China
書刊名：Issues & Studies
作者：方中柔 引用關係／李文傑 引用關係／張景福 引用關係
作者(外文)：Fang, Chung-rou／Lee, Wen-chieh／Chang, Ching-fu
出版日期：2014
卷期：50:2
頁次：頁111-141
主題關鍵詞：Oil price；Agricultural commodity prices；BRIC；China；Granger causality
原始連結：連回原系統網址new window
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  • 被引用次數被引用次數:期刊(0) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:0
  • 共同引用共同引用:1
  • 點閱點閱:11
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.
期刊論文
1.Baek, Jungho、Koo, Won W.(201009)。Analyzing factors affecting U.S. food price inflation。Canadian Journal of Agricultural Economics，58(3)，303-320。  new window
2.Huang, Ying、Guo, Feng(200712)。The role of oil price shocks on China’s real exchange rate。China Economic Review，18(4)，403-416。  new window
3.Nazlioglu, Saban、Soytas, Ugur(201105)。World oil prices and agricultural commodity prices: evidence from an emerging market。Energy Economics，33(3)，488-496。  new window
4.Harri, Ardian、Nalley, Lawton Lanier、Hsdson, Darren(2009)。The relationship between oil, exchange rates, and commodity prices。Journal of Agricultural and Applied Economics，41(2)，501-510。  new window
5.Zhang, Zibin、Lohr, Luanna、Escalante, Cesar、Wetzstein, Michael(201001)。Food versus fuel: what do prices tell us?。Energy Policy，38(1)，445-451。  new window
6.Bénassy-Quéré, Agnès、Mignon, Valérie、Penot, Alexis(2007)。China and the relationship between the oil price and the dollar。Energy Policy，35(11)，5795-5805。  new window
7.Zaouali, Sona(200709)。Impact of Higher Oil Prices on the Chinese Economy。OPEC Review，31(1)，191-214。  new window
8.Gilbert, Christopher L.(201006)。How to Understand High Food Prices。Journal of Agricultural Economics，61(2)，398-425。  new window
9.Wang, Steven Shuye、Firth, Michael(200407)。Do Bears and Bulls Swim Across Ocean? Market Information Transmission between Greater China and the Rest of the World。Journal of International Financial Markets Institutions and Money，14(3)，235-254。  new window
10.Yang, Jun、Qiu, Huanguang、Huang, Jikun、Rozelle, Scott(200811)。Fighting Global Food Prices Rises in the Developing World: The Response of China and Its Effect on Domestic and World Markets。Agricultural Economics，39(SI)，453-464。  new window
11.McCalla, Alex F.(200903)。World Food Prices: Causes and Consequences。Canadian Journal of Agricultural Economics，57(1)，23-34。  new window
12.Nazlioglu, Saban(201105)。World Oil Prices and Agricultural Commodity Prices: Evidence from Nonlinear Causality。Energy Policy，39(5)，2935-2943。  new window
13.Payette, Alex、Mascotto, Guillaume(20110900)。"Crafting" China's Energy Policy: Toward an Inclusive Approach to Policymaking。Issues & Studies，47(3)，141-175。new window  new window
14.Reboredo, Juan C.(201210)。Dofood and Oil Prices Co-move?。Energy Policy，49，456-67。  new window
15.姚源明(20060900)。China's Oil Strategy and Its Implications for U.S.-China Relations。Issues & Studies，42(3)，165-201。new window  new window
16.Nazlioglu, Saban、Soytas, Ugur(2012)。Oil price, agricultural commodity prices, and the dollar: A panel cointegration and causality analysis。Energy Economics，34(4)，1098-1104。  new window
17.Gohin, Alexandre、Chantret, Francis(201001)。The Long-run Impact of Energy Prices on World Agricultural Markets: The Role of Macro-economic Linkages。Energy Policy，38(1)，333-339。  new window
18.Toda, Hiro Y.、Yamamot, Taku(1995)。Statistical Inference in Vector Autoregression with Possibly Integrated Processes。Journal of Econometrics，66(1/2)，225-250。  new window
19.Zapata, H. O.、Rambaldi, A. H.(1997)。Monte Carlo evidence on cointegration andcausation。Oxford Bulletin of Economics & Statistics，59(2)，285-298。  new window
20.Granger, Clive W. J.(1969)。Investigating causal relations by econometric models and cross-spectral methods。Econometrica: Journal of the Econometric Society，37(3)，424-438。  new window
21.Dickey, David A.、Fuller, Wayne A.(1979)。Distribution of the Estimators for Autoregressive Time Series With a Unit Root。Journal of the American Statistical Association，74(366)，427-431。  new window
22.Said, S. E.、Dickey, David A.(1984)。Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order。Biometrika，71(3)，599-607。  new window
23.Hanson, Kenneth、Robinson, Sherman、Schluter, Gerald Emil(1993)。Sectoral Effects of a World Oil Price Shock: Economy-wide Linkages to the Agricultural Sector。Journal of Agricultural and Resource Economics，18(1)，96-116。  new window
會議論文
1.Zhang, Qiang、Reed, Michael R.(2008)。Examining the impact of the world crude oil price on China's agricultural commodity prices: the case of corn, soybean, and pork。The Southern Agricultural Economics Association Annual Meetings，(會議日期: 2008/02/02-02/05)。Dallas, Texas。  new window
2.Hameed, Abdel、Awad, Amna、Arshad, Fatimah Mohamed(2008)。The Impact of the Petroleum Prices on Vegetable Oil Prices: Evidence from Cointegration Test。3rd International Borneo Business Conference (IBBC)，504-514。  new window
3.Yu, Tun-Hsiang Edward、Bessler, David A.、Fuller, Steven(2006)。Cointegration and Causality Analysis of World Vegetable Oil and Crude Oil Prices。American Agricultural Economics Association Annual Meeting，(會議日期: 2006/07/23-26)。Long Beach, California。  new window
4.Campiche, Jody L.、Bryant, Henry L.、Richardson,James W.、Outlaw, Joe L.(2007)。Examining the Evolving Correspondence between Petroleum Prices and Agricultural Commodity Prices。American Agricultural Economics Association Annual Meeting，(會議日期: 2007/07/29-08/01)。Portland, Ore.。  new window
5.Food and Agriculture Organization of the United Nations(2008)。Soaring Food Prices: Facts, Perspectives, Impacts and Actions Required。High-Level Conference on World Food Security，(會議日期: 2008/06/03-05)。Rome。  new window
6.Kaltalioglu, Muge、Soytas, Ugur(2009)。Price Transmission between World Food, Agricultural Raw Material, and Oil Prices。GBATA International Conference，596-603。  new window
7.Kwon, Dae-Heum、Koo, Won W.(2009)。Price Transmission Channels of Energy and Exchange Rate on Food Sector: A Disaggregated Approach Based on Stage of Process。Agricultural and Applied Economics Association 2009 AAEA and ACCI Joint Annual Meeting。Milwaukee, Wisconsin。  new window
8.Mutuc, Maria Erlinda E.、Pan, Suwen、Hudson, Darren(2010)。Response of Cotton to Oil Price Shocks。Southern Agricultural Economics Association Annual Meeting，(會議日期: 2010/02/06-09)。Orlando, Florida。  new window
研究報告
1.Abbott, Philips C.、Hurt, Christopher、Tyner, Wallace E.(2008)。What’s Driving Food Prices?。Oak Brook, Ill.：Farm Foundation。  new window
2.Abbott, Philips C.、Hurt, Christopher、Tyner, Wallace E.(2011)。What’s Driving Food Prices in 2011?。Oak Brook, Ill.：Farm Foundation。  new window
3.Cooke, Bryce、Robles, Miguel(2009)。Recent Food Price Movements: A Time Series Analysis。Washington, D.C：IFPRI。  new window
4.Mitchell, Donald(2008)。A note on rising food prices。Washington, D.C.：World Bank。  new window
圖書
1.National Bureau of Statistics of China(2011)。China Statistical Yearbook 2011。Beijing：China Statistical Press。  new window
2.Organisation for Economic Co-operation and Development(2008)。Agricultural Policies in OECD Countries: Monitoring and Evaluation 2008。Paris：Organisation for Economic Co-operation and Development。  new window
3.Enders, Walter(2004)。Applied Econometric Time Series。New York：John Wiley & Sons。  new window
 
 
 
 
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