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Energy prices and China’s international competitiveness

  • Chen, Guifu
  • Hamori, Shigeyuki

This paper uses the CCF approach to analyze and determine whether there is a causal relationship between the world energy price index and China’s international competitiveness. The data on the volatility of energy prices can provide information in addition to that available in the price data alone. Our analysis suggests that the volatility of energy prices has significant implications concerning information linkages between the energy market and China’s international competitiveness.

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File URL: http://mpra.ub.uni-muenchen.de/18827/1/MPRA_paper_18827.pdf
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Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 18827.

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Date of creation: Nov 2009
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Handle: RePEc:pra:mprapa:18827
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  1. Cheung, Yin-Wong & Ng, Lilian K., 1996. "A causality-in-variance test and its application to financial market prices," Journal of Econometrics, Elsevier, vol. 72(1-2), pages 33-48.
  2. Toda, Hiro Y. & Yamamoto, Taku, 1995. "Statistical inference in vector autoregressions with possibly integrated processes," Journal of Econometrics, Elsevier, vol. 66(1-2), pages 225-250.
  3. Ramaprasad Bhar & Shigeyuki Hamori, 2006. "Empirical investigation on the relationship between Japanese and Asian emerging equity markets," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 2(2), pages 77-86, March.
  4. Yuan, Jiahai & Zhao, Changhong & Yu, Shunkun & Hu, Zhaoguang, 2007. "Electricity consumption and economic growth in China: Cointegration and co-feature analysis," Energy Economics, Elsevier, vol. 29(6), pages 1179-1191, November.
  5. Shiu, Alice & Lam, Pun-Lee, 2004. "Electricity consumption and economic growth in China," Energy Policy, Elsevier, vol. 32(1), pages 47-54, January.
  6. Bhar, Ramaprasad & Hamori, Shigeyuki, 2008. "Information content of commodity futures prices for monetary policy," Economic Modelling, Elsevier, vol. 25(2), pages 274-283, March.
  7. Bhar, Ramaprasad & Hamori, Shigeyuki, 2005. "Causality in variance and the type of traders in crude oil futures," Energy Economics, Elsevier, vol. 27(3), pages 527-539, May.
  8. Francois Lescaroux & Valerie Mignon, 2009. "Measuring The Effects Of Oil Prices On China'S Economy: A Factor-Augmented Vector Autoregressive Approach," Pacific Economic Review, Wiley Blackwell, vol. 14(3), pages 410-425, 08.
  9. Cong, Rong-Gang & Wei, Yi-Ming & Jiao, Jian-Lin & Fan, Ying, 2008. "Relationships between oil price shocks and stock market: An empirical analysis from China," Energy Policy, Elsevier, vol. 36(9), pages 3544-3553, September.
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