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