Estimating the Effect of the US-China Trade War on the Relationship between the Prices in the International Feed Grain Futures Markets and China’s Pork Market
DC Field | Value | Language |
---|---|---|
dc.contributor.author | 교일양 | - |
dc.contributor.author | 안병일 | - |
dc.date.accessioned | 2022-08-14T16:40:59Z | - |
dc.date.available | 2022-08-14T16:40:59Z | - |
dc.date.created | 2022-08-12 | - |
dc.date.issued | 2022 | - |
dc.identifier.issn | 0549-6047 | - |
dc.identifier.uri | https://scholar.korea.ac.kr/handle/2021.sw.korea/143173 | - |
dc.description.abstract | We examine the effect of the US-China trade war on the international feed grain futures markets and China’s pork market by using the univariate GARCH model with considering the structural breaks in each market. Granger causality test and the DCC-GARCH model are applied to examine the changes in the relationship between the international feed grain futures market and China’s pork market in the presence of the trade war. The analytical results suggest that the trade war has a significant negative effect on the volatility of international soybean futures price, but it exacerbated volatility in Chinese pork prices. Our empirical results also confirm that a stable causality existed between international soybean futures market and China’s pork market in the pre-trade war period, but it was disrupted after the trade war broke out. | - |
dc.language | English | - |
dc.language.iso | en | - |
dc.publisher | 한국농업경제학회 | - |
dc.title | Estimating the Effect of the US-China Trade War on the Relationship between the Prices in the International Feed Grain Futures Markets and China’s Pork Market | - |
dc.title.alternative | Estimating the Effect of the US-China Trade War on the Relationship between the Prices in the International Feed Grain Futures Markets and China’s Pork Market | - |
dc.type | Article | - |
dc.contributor.affiliatedAuthor | 안병일 | - |
dc.identifier.bibliographicCitation | 농업경제연구, v.63, no.2, pp.103 - 124 | - |
dc.relation.isPartOf | 농업경제연구 | - |
dc.citation.title | 농업경제연구 | - |
dc.citation.volume | 63 | - |
dc.citation.number | 2 | - |
dc.citation.startPage | 103 | - |
dc.citation.endPage | 124 | - |
dc.type.rims | ART | - |
dc.identifier.kciid | ART002860798 | - |
dc.description.journalClass | 2 | - |
dc.description.journalRegisteredClass | kci | - |
dc.subject.keywordAuthor | Price Volatility | - |
dc.subject.keywordAuthor | Food Grain | - |
dc.subject.keywordAuthor | Futures Market | - |
dc.subject.keywordAuthor | Causality | - |
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