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Abstract
This paper is emperical research on relationship between urea price - crude oil, urea price- gold price and urea price - exchange rate of some strong currency to USD. The result are no cointegration between time series of urea price - crude oil, urea price - echange rate of Yen, Brsitish Pound, EURO, dollar Canada and urea price -gold price. Research on Granger causality show that it could be exist the Granger cause on direction of exchange rate of Yen ---> urea price, exchange rate of Bristish pound ---> urea price, indicated that information direction from exchange rate of Yen and Bristish Pound before the urea price. Regarding Granger cause relationship between crude oil price and urea price, it is different from normal perception, the Granger causality have direction of urea price ---> crude oil price.
Issue: Vol 8 No 7 (2005)
Page No.: 85-95
Published: Jul 31, 2005
Section: Article
DOI: https://doi.org/10.32508/stdj.v8i7.3046
Copyright: The Authors. This is an open access article distributed under the terms of the Creative Commons Attribution License CC-BY 4.0., which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited.
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