The impact of geopolitical risk on agricultural commodity prices
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F60460709%3A41110%2F23%3A97806" target="_blank" >RIV/60460709:41110/23:97806 - isvavai.cz</a>
Result on the web
<a href="http://agricecon.agriculturejournals.cz/artkey/age-202304-0002_the-impact-of-geopolitical-risk-on-agricultural-commodity-prices.php" target="_blank" >http://agricecon.agriculturejournals.cz/artkey/age-202304-0002_the-impact-of-geopolitical-risk-on-agricultural-commodity-prices.php</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.17221/374/2022-agricecon" target="_blank" >10.17221/374/2022-agricecon</a>
Alternative languages
Result language
angličtina
Original language name
The impact of geopolitical risk on agricultural commodity prices
Original language description
The escalation of the conflict between Russia and Ukraine had a detrimental effect on the global agricultural and food market and the price movements of essential commodities. In this study, we aim to investigate the effects of geopolitical risk on the prices of selected agricultural and food commodities using the linear and nonlinear ARDL (autoregressive distributed lag) model. Our results show evidence of the asymmetric impact of geopolitical risk on the prices of rapeseed, sugar, sunflower oil, and wheat. The findings also show no long-term link between geopolitical risk and corn, cotton, lumber, milk, oats, rough rice, and soybean prices.
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
2023
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Agricultural Economics (Zemědělská ekonomika)
ISSN
0139-570X
e-ISSN
0139-570X
Volume of the periodical
69
Issue of the periodical within the volume
4
Country of publishing house
CZ - CZECH REPUBLIC
Number of pages
11
Pages from-to
129-139
UT code for WoS article
000972861400001
EID of the result in the Scopus database
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