PL EN


2012 | 878 | 57-71
Article title

Analiza przyczynowości pomiędzy cenami węgla koksowego, koksu i stali w latach 2003–2010

Title variants
EN
THE ANALYSIS OF CAUSALITY IN THE MARKET OF COKE, COKING COAL AND STEEL IN THE YEARS 2003–2010
Languages of publication
PL
Abstracts
EN
Using quarterly data for the years 2003–2010, the authors describe the coking coal, coke and steel markets to determine whether there is a correlation between the market prices of coke, coking coal and steel. Coke, coking coal and scrap are all used to produce steel, and therefore the price of steel should depend on these raw materials. The price of steel also depends mainly on economic conditions. Vector autoregression models (VAR) are employed in the analysis.
Keywords
Contributors
  • Uniwersytet Ekonomiczny w Krakowie, Katedra Statystyki, ul. Rakowicka 27, 31-510 Kraków, Poland, smiechs@uek.krakow.pl
  • Uniwersytet Ekonomiczny w Krakowie, Katedra Statystyki, ul. Rakowicka 27, 31-510 Kraków, Poland
  • Uniwersytet Ekonomiczny w Krakowie, Katedra Statystyki, ul. Rakowicka 27, 31-510 Kraków, Poland , papiezm@uek.krakow.pl
References
Document Type
Publication order reference
Identifiers
YADDA identifier
bwmeta1.element.desklight-5cc2e3cd-93e8-4401-8dea-47a746aed21b
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