Tan, X., Liu, Y., & Zhang, M. (2014). International Commodity Price Fluctuations: How Important China Factors Are—An Empirical Study Based on Quarterly Data from 1997 to 2012 and VECM Model. International Finance Research, No. 10, 75-86.

has been cited by the following article:

• TITLE: Study on the Interaction between International Commodity Price and China’s Demand

  AUTHORS: Xunkang Zhuo

  KEYWORDS: International Commodity Price, China’s Demand, VAR Model

  JOURNAL NAME: Chinese Studies, Vol.7 No.1, February 13, 2018

  ABSTRACT: Based on monthly data and VAR models from March 2002 to December 2015, this paper studies the interaction between international commodity price and China’s demand. The results show that the impact of China’s demand can to a certain extent guide the fluctuation of commodity prices, while this impact is insignificant. Over time, the shock of commodity prices has exerted an increasingly effect on the changes in China’s demand. In the context of the drastic drop of commodity prices and the slowdown of international economic growth, China should pay close attention to other factors that affect the volatility of commodity prices, such as speculative investment factors, the monetary policy of the world’s major economies and take full advantage of today’s low commodity prices and take muscular internationalization approach to buying important commodities cheaply for eventual global market improvement and selling on the macroeconomic trendlines.