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Record W4241775933 · doi:10.5539/sar.v4n4

Impact of Energy Price Variability on Global Fertilizer Price: Application of Alternative Volatility Models

2015· article· en· W4241775933 on OpenAlexvenueno aff
Prabuddha Sanyal, Leonard Malczynski, Paul Kaplan

Bibliographic record

VenueSustainable Agriculture Research · 2015
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicMarket Dynamics and Volatility
Canadian institutionsnot available
Fundersnot available
KeywordsVolatility (finance)EconomicsFertilizerNatural gas pricesProfitability indexAutoregressive conditional heteroskedasticityAgricultural economicsEconometricsNatural gasAgronomyChemistryFinance

Abstract

fetched live from OpenAlex

This study evaluates the effects of volatility in crude oil and natural gas prices on fertilizer price variations. Specifically, the study looks at the mean and volatility effects of oil and natural gas prices on both mean and volatility changes in fertilizer prices. Both symmetric models [GARCH (1, 1)] and asymmetric models [GJR (1, 1)] were used to model volatility in fertilizer prices and to evaluate the effects of the volatility over different time periods using Bai-Perron structural break tests. The results show that changes in oil and natural gas prices increased fertilizer prices after the crisis period, during June 2007 to June 2008. Both the ARCH and GARCH had significant effects on fertilizer prices, suggesting that the volatility effects of oil and natural gas prices on fertilizer prices were also significant. Furthermore, the maximum impact of higher energy prices depends on triple superphosphate and diammonium phosphate (DAP) leading to higher production costs and consequent increase in total farm expenditures for crop producers. These higher production costs invariably have a negative effect on farm profitability, thus reducing the investment levels in the farm sector.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.006
metaresearch head score (Gemma)0.001
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.225
Threshold uncertainty score0.991

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0060.001
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0000.002
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0010.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.047
GPT teacher head0.325
Teacher spread0.278 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designTheoretical or conceptual
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations9
Published2015
Admission routes1
Has abstractyes

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