Publication:
The Co-Movement Between Cotton and Polyester Prices

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dc.contributor.authorGohou, Gaston
dc.contributor.authorBaffes, John
dc.date.accessioned2012-06-22T20:42:35Z
dc.date.available2012-06-22T20:42:35Z
dc.date.issued2005-03
dc.description.abstractThe authors examine the price linkages among polyester (the dominant chemical fiber), cotton (the dominant natural fiber), and crude oil (the dominant energy commodity), based on monthly data between 1980 and 2002. The modeling framework incorporates several aspects of the unit root econometrics literature. They find that: a) There is strong co-movement between cotton and polyester prices, well above the co-movement observed between these two prices and prices of other primary commodities. b) Crude oil prices have a stronger effect on polyester prices compared with cotton prices. c) Price shocks originating in the polyester market are transmitted at much higher speed to the cotton market than vice-versa.en
dc.identifierhttp://documents.worldbank.org/curated/en/2005/03/5650313/co-movement-between-cotton-polyester-prices
dc.identifier.doi10.1596/1813-9450-3534
dc.identifier.urihttps://hdl.handle.net/10986/8870
dc.languageEnglish
dc.publisherWorld Bank, Washington, DC
dc.relation.ispartofseriesPolicy Research Working Paper; No. 3534
dc.rightsCC BY 3.0 IGO
dc.rights.holderWorld Bank
dc.rights.urihttp://creativecommons.org/licenses/by/3.0/igo/
dc.subjectACRYLIC
dc.subjectAGRICULTURAL PRICES
dc.subjectAGRICULTURE
dc.subjectBARRIERS TO ENTRY
dc.subjectBUDGET DEFICITS
dc.subjectCARBON
dc.subjectCLOTHING
dc.subjectCOCOA
dc.subjectCOCONUT
dc.subjectCOCONUT OIL
dc.subjectCOFFEE
dc.subjectCOMMODITY PRICES
dc.subjectCOMPETITIVE ADVANTAGES
dc.subjectCONTRACTUAL ARRANGEMENTS
dc.subjectCOTTON
dc.subjectCOTTON PRICES
dc.subjectCOTTON PRODUCTION
dc.subjectCPI
dc.subjectDEVELOPMENT ECONOMICS
dc.subjectECONOMETRIC ANALYSIS
dc.subjectECONOMETRICS
dc.subjectECONOMIC DYNAMICS
dc.subjectEQUILIBRIUM
dc.subjectEXCHANGE RATES
dc.subjectEXPENDITURES
dc.subjectEXPORTS
dc.subjectFAO
dc.subjectFIBERS
dc.subjectFISHER EFFECT
dc.subjectFUTURE RESEARCH
dc.subjectINEFFICIENCY
dc.subjectINFLATION
dc.subjectINORGANIC FIBERS
dc.subjectINTEREST RATES
dc.subjectJUTE
dc.subjectMAIZE
dc.subjectMARKET ANALYSIS
dc.subjectMARKET INTEGRATION
dc.subjectMARKETING
dc.subjectMEAL
dc.subjectNATURAL FIBERS
dc.subjectNYLON
dc.subjectOIL
dc.subjectOIL PRICES
dc.subjectPALM OIL
dc.subjectPOLITICAL ECONOMY
dc.subjectPOLYESTER
dc.subjectPRESENT VALUE
dc.subjectPRICE CHANGES
dc.subjectPRICE INCREASES
dc.subjectPRODUCE
dc.subjectPRODUCERS
dc.subjectPURCHASING
dc.subjectPURCHASING POWER
dc.subjectRAYON
dc.subjectRICE
dc.subjectSILK
dc.subjectSISAL
dc.subjectSORGHUM
dc.subjectSOYBEAN
dc.subjectSOYBEAN OIL
dc.subjectSTATISTICAL ANALYSIS
dc.subjectSUBSTITUTES
dc.subjectSUGAR
dc.subjectSYNTHETIC FIBRES
dc.subjectTEA
dc.subjectTEXTILES
dc.subjectTIME SERIES
dc.subjectTRADE POLICIES
dc.subjectWAGES
dc.subjectWHEAT
dc.subjectWOOL
dc.titleThe Co-Movement Between Cotton and Polyester Pricesen
dspace.entity.typePublication
okr.crossref.titleThe Co-Movement Between Cotton and Polyester Prices
okr.date.doiregistration2025-04-10T09:55:11.410085Z
okr.doctypePublications & Research::Policy Research Working Paper
okr.doctypePublications & Research
okr.docurlhttp://documents.worldbank.org/curated/en/2005/03/5650313/co-movement-between-cotton-polyester-prices
okr.globalpracticeMacroeconomics and Fiscal Management
okr.globalpracticeFinance and Markets
okr.globalpracticeTrade and Competitiveness
okr.guid547171468762885135
okr.identifier.doi10.1596/1813-9450-3534
okr.identifier.externaldocumentum000012009_20050309101052
okr.identifier.internaldocumentum5650313
okr.identifier.reportWPS3534
okr.language.supporteden
okr.pdfurlhttp://www-wds.worldbank.org/external/default/WDSContentServer/WDSP/IB/2005/03/09/000012009_20050309101052/Rendered/PDF/wps3534.pdfen
okr.topicTextiles
okr.topicApparel and Leather Industry
okr.topicEnvironmental Economics and Policies
okr.topicMacroeconomics and Economic Growth::Markets and Market Access
okr.topicInternational Economics and Trade::Access to Markets
okr.topicCrops and Crop Management Systems
okr.topicInternational Economics and Trade
okr.unitDevelopment Research Group (DECRG)
okr.volume1 of 1
relation.isAuthorOfPublication18b25906-9cb0-519d-95a9-8bfd4c5a3666
relation.isAuthorOfPublication.latestForDiscovery18b25906-9cb0-519d-95a9-8bfd4c5a3666
relation.isSeriesOfPublication26e071dc-b0bf-409c-b982-df2970295c87
relation.isSeriesOfPublication.latestForDiscovery26e071dc-b0bf-409c-b982-df2970295c87
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