The Interrelationship Between Sugar Prices at the Main World Sugar Commodities Markets
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F60460709%3A41110%2F19%3A79862" target="_blank" >RIV/60460709:41110/19:79862 - isvavai.cz</a>
Result on the web
<a href="https://link.springer.com/article/10.1007%2Fs12355-019-00739-4" target="_blank" >https://link.springer.com/article/10.1007%2Fs12355-019-00739-4</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1007/s12355-019-00739-4" target="_blank" >10.1007/s12355-019-00739-4</a>
Alternative languages
Result language
angličtina
Original language name
The Interrelationship Between Sugar Prices at the Main World Sugar Commodities Markets
Original language description
This paper focuses on the topic of the interrelationship between global sugar prices. This relationship is examined using multivariate time series analysis. The analysis is based on the data set containing daily prices of sugar on the core world sugar markets in the period August 2012-August 2017. The multivariate time series analysis was employed to detect and examine the short-run as well as the long-run interrelationship between the world sugar markets. For this purpose, the vector error correction model was employed as the most suitable tool for further examination. The analysis has shown the non-stationary characteristics of individual sugar prices. Moreover, the common trend of the analyzed time series has been detected by utilizing co-integration analysis. A close relationship has been revealed in a limited number of markets. The price of sugar on individual markets is lagged one period and common trend expressed mainly by world sugar price.
Czech name
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Czech description
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Classification
Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
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OECD FORD branch
50202 - Applied Economics, Econometrics
Result continuities
Project
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Continuities
S - Specificky vyzkum na vysokych skolach
Others
Publication year
2019
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Sugar Tech
ISSN
0972-1525
e-ISSN
0972-1525
Volume of the periodical
21
Issue of the periodical within the volume
6
Country of publishing house
CZ - CZECH REPUBLIC
Number of pages
9
Pages from-to
853-861
UT code for WoS article
000494827000001
EID of the result in the Scopus database
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