Is Health Management of the COVID-19 Pandemic a Cause of Agricultural Commodity Prices? New Evidences From Bootstrap Fourier Causality Test

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dc.contributor.authorKaragöl, Erdal Tanas
dc.contributor.authorAkyüz, Mert
dc.contributor.authorKarul, Çağın
dc.date.accessioned2023-04-10T20:19:36Z
dc.date.available2023-04-10T20:19:36Z
dc.date.issued2021
dc.departmentRektörlük, Rektörlüğe Bağlı Birimler, Düzce Üniversitesi Dergilerien_US
dc.description.abstractAim: Coronavirus disease 2019 (COVID-19) pandemic have included negative consequencesboth in health management and economic life at national and international level. The aim ofthis research is to examine the causal relationship between COVID-19 pandemic andagricultural commodity prices for the world.Material and Methods: To this end, we employ Toda-Yamamoto and Fourier Toda-Yamamotocausality tests for the period of January 24, 2020 to January 22, 2021. Before testing the causalrelationship between variables, we apply augmented Dickey Fuller (ADF) and Fourier ADFunit root tests to each series to determine maximum order of integration.Results: The findings show that all variables are stationary in their first difference and themaximum order of integration is determined as 1. The results obtained from causality testsshow that COVID-19 new cases Granger cause to coffee, sugar, cotton, corn, and soybeanprices while COVID-19 new cases do not cause wheat and oats prices. It was also concludedthat new deaths based on COVID-19 Granger cause to coffee, sugar, and cotton whereasCOVID-19 new deaths do not cause to corn, soybean, wheat and oat prices.Conclusion: In this study, time series analysis based on Toda-Yamamoto and Fourier TodaYamamoto causality tests highlight that the COVID-19 total new cases and total new deathsin the world has predictive power to predict further prices of agricultural commodities.Therefore, in terms of health management, policy makers should give substantial significanceto the implementation of COVID-19 related health policies and agricultural policies togetherduring the COVID-19 pandemic period.en_US
dc.identifier.doi10.18678/dtfd.879572
dc.identifier.endpage93en_US
dc.identifier.issn1307-671X
dc.identifier.issueS1en_US
dc.identifier.startpage86en_US
dc.identifier.trdizinid422372en_US
dc.identifier.urihttp://doi.org/10.18678/dtfd.879572
dc.identifier.urihttps://search.trdizin.gov.tr/yayin/detay/422372
dc.identifier.urihttps://hdl.handle.net/20.500.12684/11438
dc.identifier.volume23en_US
dc.indekslendigikaynakTR-Dizinen_US
dc.language.isoenen_US
dc.relation.ispartofDüzce Tıp Fakültesi Dergisi
dc.relation.publicationcategoryMakale - Ulusal Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.titleIs Health Management of the COVID-19 Pandemic a Cause of Agricultural Commodity Prices? New Evidences From Bootstrap Fourier Causality Testen_US
dc.typeArticleen_US

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