巴基斯坦的粮食安全：调查俄罗斯-乌克兰冲突的溢出效应

IF 3.3 2区社会学 Q2 ENVIRONMENTAL SCIENCES

Sustainable Futures Pub Date : 2024-09-17 DOI:10.1016/j.sftr.2024.100300

Shujaat Abbas , Ibrahim Alnafrah

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引用次数: 0

摘要

本研究通过石油价格、汇率和经济政策的不确定性，探讨俄乌冲突与巴基斯坦小麦价格之间的相互联系。为实现这一目标，对 2021 年 1 月 7 日至 2023 年 3 月 9 日的每周数据采用了交叉量纲、滚动窗口多重相关性和 TVP-Var 方法。交叉量纲、滚动窗口多重相关性的估计结果显示，俄罗斯和乌克兰冲突与小麦价格之间存在显著的正相关关系。造成溢出效应的主要变量是石油价格、汇率贬值和经济政策的不确定性。研究结果敦促稳定汇率和经济政策不确定性，同时寻找替代性廉价能源。

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Food security in Pakistan: Investigating the spillover effect of Russia-Ukraine conflict

This is study investigates inter-connectedness of Russia-Ukraine conflict with wheat prices in Pakistan through oil prices, exchange rate, economic policy uncertainty. This objective is realized by employing cross-quantilogram, rolling window multiple correlation, and TVP-Var approaches on weekly data from 7 to 1–2021 to 9–3–2023. The estimated results of cross-quantilogram, rolling window multiple correlation reveal significant positive co-movement between Russian and Ukraine conflict and wheat prices. The major variables responsible for the spillover effect are oil prices, depreciation of exchange rate, and economic policy uncertainty. The finding urges to stabilize exchange rate and economic policy uncertainty along with finding alternative cheap energy sources.

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来源期刊

Sustainable Futures Social Sciences-Sociology and Political Science

CiteScore

9.30

自引率

1.80%

发文量

审稿时长

71 days

期刊介绍： Sustainable Futures: is a journal focused on the intersection of sustainability, environment and technology from various disciplines in social sciences, and their larger implications for corporation, government, education institutions, regions and society both at present and in the future. It provides an advanced platform for studies related to sustainability and sustainable development in society, economics, environment, and culture. The scope of the journal is broad and encourages interdisciplinary research, as well as welcoming theoretical and practical research from all methodological approaches.