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China’s Factor in Recent Global Commodity Price and Shipping Freight Volatilities

Author

Listed:
  • Feng Lu

    (CCER)

  • Yuanfang Li

Abstract

This paper attempts an investigation on the impact of Chinas factor on the global commodity and ocean shipping freight volatilities in recent years. It measures Chinas contribution to the incremental demand growth for selected bulk commodities and ocean shipping in the world. Chinas impact on the price volatilities is statistically analyzed through a conventional econometric framework.

Suggested Citation

  • Feng Lu & Yuanfang Li, 2009. "China’s Factor in Recent Global Commodity Price and Shipping Freight Volatilities," Trade Working Papers 22889, East Asian Bureau of Economic Research.
  • Handle: RePEc:eab:tradew:22889
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    File URL: http://www.eaber.org/node/22889
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    References listed on IDEAS

    as
    1. Ross Garnaut, 2006. "Rapid industrialization and market for energy and minerals: China in the East Asian context," Psychometrika, Springer;The Psychometric Society, vol. 1(3), pages 373-394, September.
    2. Ross GARNAUT & SONG Ligang, 2006. "Rapid industrialization and market for energy and minerals: China in the East Asian context," Frontiers of Economics in China, Higher Education Press, vol. 1(3), pages 373-394, September.
    3. Calista Cheung & Sylvie Morin, 2007. "The Impact of Emerging Asia on Commodity Prices," Money Affairs, Centro de Estudios Monetarios Latinoamericanos, vol. 0(2), pages 181-224, July-Dece.
    4. Davidson, Russell & MacKinnon, James G., 1989. "Testing for Consistency using Artificial Regressions," Econometric Theory, Cambridge University Press, vol. 5(03), pages 363-384, December.
    5. René Lalonde & Philipp Maier & Dirk Muir, 2009. "Emerging Asia's Impact on Food and Oil Prices: A Model-Based Analysis," Discussion Papers 09-3, Bank of Canada.
    6. Eduardo Borensztein & Carmen M. Reinhart, 1994. "The Macroeconomic Determinants of Commodity Prices," IMF Staff Papers, Palgrave Macmillan, vol. 41(2), pages 236-261, June.
    7. Edith Gagnon & Patrick Sabourin & Sébastien Lavoie, 2004. "The Comparative Growth of Goods and Services Prices," Bank of Canada Review, Bank of Canada, vol. 2003(Winter), pages 3-10.
    8. Pei, Fanyu & Tilton, John E., 1999. "Consumer preferences, technological change, and the short-run income elasticity of metal demand," Resources Policy, Elsevier, vol. 25(2), pages 87-109, June.
    9. Nigel Pain & Isabell Koske & Marte Sollie, 2006. "Globalisation and Inflation in the OECD Economies," OECD Economics Department Working Papers 524, OECD Publishing.
    10. Gilbert, Christopher L, 1989. "The Impact of Exchange Rates and Developing Country Debt on Commodity Prices," Economic Journal, Royal Economic Society, vol. 99(397), pages 773-784, September.
    11. Noureddine Krichene, 2008. "Recent Inflationary Trends in World Commodities Markets," IMF Working Papers 08/130, International Monetary Fund.
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    More about this item

    Keywords

    the world commodity markets; global ocean shipping freights;

    JEL classification:

    • G15 - Financial Economics - - General Financial Markets - - - International Financial Markets

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