000290305 001__ 290305
000290305 005__ 20210122082200.0
000290305 0247_ $$2doi$$a10.22004/ag.econ.290305
000290305 037__ $$a1187-2019-2278
000290305 041__ $$aeng
000290305 245__ $$aFertilizer, Natural Gas, and Corn: A Case of a Price Switching Regime
000290305 260__ $$c2017-05-31
000290305 269__ $$a2017-05-31
000290305 300__ $$a23
000290305 336__ $$aReport
000290305 490__ $$aAgribusiness and Applied Economics Report No. 772
000290305 520__ $$aThis study looks at changing relationships among ammonia, natural gas, and corn spot prices. Prices from April 2001 to May 2014 were tested for correlation, causation, and cointegration. Evidence of a regime switch is found during December 2007. Before this date natural gas prices Granger caused changes in fertilizer price, while after this date corn price Granger caused changes in the price of fertilizer. Johansen’s test found evidence of cointegration among the data leading to the use of a vector error correction model to estimate relationships among ammonia, natural gas, and corn prices. Results indicate that a regime shift did occur around December of 2007.
000290305 546__ $$aEnglish
000290305 650__ $$aAgricultural Finance
000290305 650__ $$aCrop Production/Industries
000290305 650__ $$aDemand and Price Analysis
000290305 6531_ $$acorn prices, fertilizer prices, natural gas prices, cointegration, correlation, vector error correction model.
000290305 700__ $$aRipplinger, David
000290305 700__ $$aMiljkovic, Dragan
000290305 8560_ $$fedie.nelson@ndsu.edu
000290305 8564_ $$910cfa472-b9ac-442a-acd1-6b65db4af804$$s379332$$uhttps://ageconsearch.umn.edu/record/290305/files/AAE772.pdf
000290305 909CO $$ooai:ageconsearch.umn.edu:290305$$pGLOBAL_SET
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000290305 980__ $$a1187