The Interrelationship Between Sugar Prices at the Main World Sugar Commodities Markets

Kód výsledku v 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>

Výsledek na webu

<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>

Jazyk výsledku

angličtina

Název v původním jazyce

The Interrelationship Between Sugar Prices at the Main World Sugar Commodities Markets

Popis výsledku v původním jazyce

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.

Název v anglickém jazyce

The Interrelationship Between Sugar Prices at the Main World Sugar Commodities Markets

Popis výsledku anglicky

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.

Druh

J_imp - Článek v periodiku v databázi Web of Science

CEP obor

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OECD FORD obor

50202 - Applied Economics, Econometrics

Projekt

—

Návaznosti

S - Specificky vyzkum na vysokych skolach

Rok uplatnění

2019

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název periodika

Sugar Tech

ISSN

0972-1525

e-ISSN

0972-1525

Svazek periodika

21

Číslo periodika v rámci svazku

6

Stát vydavatele periodika

CZ - Česká republika

Počet stran výsledku

9

Strana od-do

853-861

Kód UT WoS článku

000494827000001

EID výsledku v databázi Scopus

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