Relationship between Bioethanol Production and Agricultural Commodity Prices: for the case of Thailand

This paper examines the relationship between bio-ethanol production and agricultural commodity prices in Thailand. The main feedstocks for producing bioethanol in Thailand are sugarcane, cane molasses and cassava. Monthly data has been used from January 2006 to March 2014 to conduct this research. T...

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Main Authors: Nathan, Thurai Murugan, Senadjki, Abdelhak, Chee, Keong Choong, Nor Asmat, Ismail
Format: Book Section
Language:English
Published: School of Social Sciences 2015
Subjects:
Online Access:http://eprints.usm.my/37618/
http://eprints.usm.my/37618/1/sspis_2015_ms377_-_388.pdf
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author Nathan, Thurai Murugan
Senadjki, Abdelhak
Chee, Keong Choong
Nor Asmat, Ismail
author_facet Nathan, Thurai Murugan
Senadjki, Abdelhak
Chee, Keong Choong
Nor Asmat, Ismail
author_sort Nathan, Thurai Murugan
building USM Institutional Repository
collection Online Access
description This paper examines the relationship between bio-ethanol production and agricultural commodity prices in Thailand. The main feedstocks for producing bioethanol in Thailand are sugarcane, cane molasses and cassava. Monthly data has been used from January 2006 to March 2014 to conduct this research. The existence of long-run relationships among the four variables i.e. bioethanol production, sugarcane farm gate price, cane molasses export price and cassava farm gate price detected through the Auto Regressive Distributive Lag (ARDL) framework. Then, the Granger Causality Test (Wald Test) used to investigate the short-run causal relationship among those variables. From the result found that when bioethanol production act as independent variable, long-run equilibrium exist between bioethanol production and sugarcane farm gate price, cane molasses export price and cassava farm gate price, respectively. Besides that, Granger causality exists among the variables as well. Sugarcane farm gate price and bioethanol production as well as cassava farm gate price and bioethanol production are found to be having unidirectional Granger causality effect. Meanwhile, bidirectional Granger causality effect is found between cane molasses export price and bioethanol production. The results of this study would contribute towards significant policy making in Thailand.
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institution Universiti Sains Malaysia
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language English
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spelling usm-376182017-11-23T07:26:48Z http://eprints.usm.my/37618/ Relationship between Bioethanol Production and Agricultural Commodity Prices: for the case of Thailand Nathan, Thurai Murugan Senadjki, Abdelhak Chee, Keong Choong Nor Asmat, Ismail H Social Sciences This paper examines the relationship between bio-ethanol production and agricultural commodity prices in Thailand. The main feedstocks for producing bioethanol in Thailand are sugarcane, cane molasses and cassava. Monthly data has been used from January 2006 to March 2014 to conduct this research. The existence of long-run relationships among the four variables i.e. bioethanol production, sugarcane farm gate price, cane molasses export price and cassava farm gate price detected through the Auto Regressive Distributive Lag (ARDL) framework. Then, the Granger Causality Test (Wald Test) used to investigate the short-run causal relationship among those variables. From the result found that when bioethanol production act as independent variable, long-run equilibrium exist between bioethanol production and sugarcane farm gate price, cane molasses export price and cassava farm gate price, respectively. Besides that, Granger causality exists among the variables as well. Sugarcane farm gate price and bioethanol production as well as cassava farm gate price and bioethanol production are found to be having unidirectional Granger causality effect. Meanwhile, bidirectional Granger causality effect is found between cane molasses export price and bioethanol production. The results of this study would contribute towards significant policy making in Thailand. School of Social Sciences 2015 Book Section PeerReviewed application/pdf en http://eprints.usm.my/37618/1/sspis_2015_ms377_-_388.pdf Nathan, Thurai Murugan and Senadjki, Abdelhak and Chee, Keong Choong and Nor Asmat, Ismail (2015) Relationship between Bioethanol Production and Agricultural Commodity Prices: for the case of Thailand. In: Conference Proceedings of Social Sciences Postgraduate International Seminar (SSPIS). School of Social Sciences, Pulau Pinang, Malaysia, pp. 377-388. ISBN 978-967-11473-2-0
spellingShingle H Social Sciences
Nathan, Thurai Murugan
Senadjki, Abdelhak
Chee, Keong Choong
Nor Asmat, Ismail
Relationship between Bioethanol Production and Agricultural Commodity Prices: for the case of Thailand
title Relationship between Bioethanol Production and Agricultural Commodity Prices: for the case of Thailand
title_full Relationship between Bioethanol Production and Agricultural Commodity Prices: for the case of Thailand
title_fullStr Relationship between Bioethanol Production and Agricultural Commodity Prices: for the case of Thailand
title_full_unstemmed Relationship between Bioethanol Production and Agricultural Commodity Prices: for the case of Thailand
title_short Relationship between Bioethanol Production and Agricultural Commodity Prices: for the case of Thailand
title_sort relationship between bioethanol production and agricultural commodity prices: for the case of thailand
topic H Social Sciences
url http://eprints.usm.my/37618/
http://eprints.usm.my/37618/1/sspis_2015_ms377_-_388.pdf