Chen, Ping-Yu; Chang, Chia-Lin; Chen, Chi-Chung; … - Department of Economics and Finance, College of … - 2010
The main purpose of this paper is to evaluate the effect of crude oil price on global fertilizer prices in both the …, Exponential GARCH (EGARCH) model, and GJR model, are used to investigate the relationship between crude oil price and six global … most fertilizer prices are significantly affected by the crude oil price, which explains why global fertilizer prices …