澳大利亚焦煤出口的矢量误差修正模型

IF 1.6 Q3 BUSINESS, FINANCE

Australasian Accounting Business and Finance Journal Pub Date : 2023-01-01 DOI:10.14453/aabfj.v17i3.07

M. Ali

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引用次数: 0

摘要

本文考察了澳大利亚炼焦煤出口与选定变量之间的长期均衡关系。通过适当的协整和向量误差修正模型的检验，我们发现澳元兑美元汇率、澳大利亚炼焦煤价格和世界炼焦煤供应对澳大利亚炼焦煤出口的长期和短期都有负面影响。另一方面，从长期和短期来看，世界对炼焦煤的需求和美国炼焦煤价格与澳大利亚炼焦煤出口呈正相关关系。所有这些关系在1%的水平上都具有统计学意义。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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A Vector Error Correction Model of Australian Coking Coal Exports

This article examines the long-run equilibrium relationships between the Australian coking coal export and selected variables. Upon testing with appropriate co-integration and vector error-correction models, we detected that the exchange rate of A$/US$, Australian coking coal price and world supply of coking coal have a negative impact on Australian coking coal export in the long run as well as the short run. On the other hand, world demand for coking coal and USA coking coal prices have positive relationships with the Australian coking coal export in the long run and short run. All of these relationships are statistically significant at the 1% level.

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来源期刊

Australasian Accounting Business and Finance Journal BUSINESS, FINANCE-

CiteScore

3.90

自引率

15.80%

发文量

审稿时长

24 weeks

期刊介绍： The Australasian Accounting, Business and Finance Journal is a double blind peer reviewed academic journal. The main focus of our journal is to encourage research from areas of social and environmental critique, exploration and innovation as well as from more traditional areas of accounting, finance, financial planning and banking research. There are no fees or charges associated with submitting to or publishing in this journal.