@article{Ripplinger:290305,
      recid = {290305},
      author = {Ripplinger, David and Miljkovic, Dragan},
      title = {Fertilizer, Natural Gas, and Corn: A Case of a Price  Switching Regime},
      address = {2017-05-31},
      number = {1187-2019-2278},
      series = {Agribusiness and Applied Economics Report No. 772},
      pages = {23},
      month = {May},
      year = {2017},
      abstract = {This study looks at changing relationships among ammonia,  natural gas, and corn spot prices. Prices from April 2001  to May 2014 were tested for correlation, causation, and  cointegration. Evidence of a regime switch is found during  December 2007. Before this date natural gas prices Granger  caused changes in fertilizer price, while after this date  corn price Granger caused changes in the price of  fertilizer. Johansen’s test found evidence of cointegration  among the data leading to the use of a vector error  correction model to estimate relationships among ammonia,  natural gas, and corn prices. Results indicate that a  regime shift did occur around December of 2007.},
      url = {http://ageconsearch.umn.edu/record/290305},
      doi = {https://doi.org/10.22004/ag.econ.290305},
}