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  • 标题:The Causal Relationship between Crude Oil Price, Exchange Rate and Rice Price
  • 本地全文:下载
  • 作者:Pasrun Adam ; Rosnawintang Rosnawintang ; La Ode Saidi
  • 期刊名称:International Journal of Energy Economics and Policy
  • 电子版ISSN:2146-4553
  • 出版年度:2018
  • 卷号:8
  • 期号:1
  • 页码:90-94
  • 语种:English
  • 出版社:EconJournals
  • 摘要:This study aims to examine the causal relationship between crude oil price, IDR/EUR exchange rate, and rice price by using monthly data from January 2000 to September 2017. The result of data analysis using VAR model shows that there is no long-term relationship between crude oil price, IDR/EUR exchange rate, and the price of rice. The relationhip that happens is only in short-term one. Granger causality test result shows that the direction of relationship is from crude oil price and IDR/EUR exchange rate to rice price. The relationship between crude oil price and rice price is positive, while the relationship between IDR/EUR exchange rate and rice price is positive before the third month. However, this relationship turns into negative after the third month.
  • 关键词:Crude oil price; exchange rate; rice price; VAR model.
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