The Co-Movement Between Cotton and Polyester Prices

The 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 lit...

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Bibliographic Details
Main Authors: Baffes, John, Gohou, Gaston
Format: Policy Research Working Paper
Language:English
Published: World Bank, Washington, DC 2012
Subjects:
Online Access:http://documents.worldbank.org/curated/en/2005/03/5650313/co-movement-between-cotton-polyester-prices
http://hdl.handle.net/10986/8870