The volatility connectedness between fertilizers and rice price: evidences from the global major rice-producing countries (Record no. 134222)

MARC details
000 -LEADER
fixed length control field 02154nam a2200217Ia 4500
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 241008s9999||||xx |||||||||||||| ||und||
022 ## - INTERNATIONAL STANDARD SERIAL NUMBER
International Standard Serial Number 2509-7954
100 ## - MAIN ENTRY--PERSONAL NAME
Personal name Ucak, Harun
9 (RLIN) 122157
245 #4 - TITLE STATEMENT
Title The volatility connectedness between fertilizers and rice price: evidences from the global major rice-producing countries
260 ## - PUBLICATION, DISTRIBUTION, ETC.
Name of publisher, distributor, etc. Asia-Pacific Journal of Regional Science
260 ## - PUBLICATION, DISTRIBUTION, ETC.
Date of publication, distribution, etc. 2024
300 ## - PHYSICAL DESCRIPTION
Extent 239-263
520 ## - SUMMARY, ETC.
Abstract This study examined the volatility connectedness between rice price and selected fertilizer commodity products among global rice-producing countries that are mainly in the Asian and Pacific regions. For this purpose, natural gas, selected fertilizers, rice monthly price data, and commodity volatilities were estimated by exponential weighted moving average (EWMA). Furthermore, the connectedness of the volatilities were demonstrated by applying the TVP-VAR-based Diebold-Yilmaz approach. First, we constructed eight separate networks for each country and then determined the total connectedness index (TCI), net pairwise directional connectedness (NPDC), and pairwise connectedness index (PCI). The average TCI for all countries varied between 40 and 55%. The dynamic TCIs showed that the impact of food price volatility from 2007 to 2008 persisted until 2009. Connectedness across all networks was seen to decline after 2010, dropping to 40% or lower. Upon analyzing bilateral interconnectivity through the lens of the PCI values, a robust connectedness between triple superphosphate fertilizer price volatility and Bangladesh, Brazil, China, and Pakistan was evident. The interconnectedness of urea fertilizer and natural gas volatility with rice price volatility, along with the substitution relationships between other fertilizers, offers valuable information for investors to construct portfolios.
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Price Volatility
9 (RLIN) 57722
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Rice Price
9 (RLIN) 122158
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element TVP-VAR Volatility Connectedness
9 (RLIN) 122159
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Pairwise Connectedness Index
9 (RLIN) 122160
700 ## - ADDED ENTRY--PERSONAL NAME
Personal name Ari, Yakup
9 (RLIN) 122161
700 ## - ADDED ENTRY--PERSONAL NAME
Personal name Ullah, Irfan
9 (RLIN) 122162
856 ## - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="https://doi.org/10.1007/s41685-023-00317-3">https://doi.org/10.1007/s41685-023-00317-3</a>
999 ## - SYSTEM CONTROL NUMBERS (KOHA)
Koha biblionumber 134222
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        Dr VKRV Rao Library Dr VKRV Rao Library 08/10/2024 Vol. 8, No. 1   AI506 08/10/2024 08/10/2024 Article Index