Multiple regression model for cotton price returns: Analysis of the impact of weather, oil price return, and China’s economy

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dc.contributor Aalto University en
dc.contributor Aalto-yliopisto fi
dc.contributor.advisor Hearn, Bruce
dc.contributor.author Pham, Cong Son
dc.date.accessioned 2018-09-10T09:30:09Z
dc.date.available 2018-09-10T09:30:09Z
dc.date.issued 2018
dc.identifier.uri https://aaltodoc.aalto.fi/handle/123456789/33972
dc.description.abstract Objectives The study aims at determining the relationship between cotton price return and oil price return, China’s economy, and weather condition, particularly the monsoon season. Furthermore, the study attempts to conduct a multiple regression model to estimate the cotton price return based on oil price return, difference of precipitation in China, India, USA, China’s interest rate, China’s import, and monsoon. Summary A multiple regression model is conducted for 263 samples of cotton spot price and independent variables: oil spot price, China’s import, China’s interest rate, precipitation in USA, China, India, and monsoon period, which are all recorded as monthly data from February of 1994 to December of 2015. The assumption pre-tests for multiple regression model are conducted. Based on the assumption test result, the input set of data can be considered valid for conducting multiple regression model. Conclusions The empirical results reaffirm the negative relationship between cotton price return and two other variables: China’s interest rate, and the change in China’s import level and positive relationship between cotton price return and oil price return. The model offers inconclusive conclusion for the relationship of cotton price return and monsoon period. en
dc.format.extent 42
dc.format.mimetype application/pdf en
dc.language.iso en en
dc.title Multiple regression model for cotton price returns: Analysis of the impact of weather, oil price return, and China’s economy en
dc.type G1 Kandidaatintyö fi
dc.contributor.school Kauppakorkeakoulu fi
dc.contributor.school School of Business en
dc.contributor.department Mikkelin kampus fi
dc.subject.keyword cotton price en
dc.subject.keyword cotton return en
dc.subject.keyword multiple regression en
dc.subject.keyword China's economy en
dc.subject.keyword monsoon en
dc.identifier.urn URN:NBN:fi:aalto-201809105083
dc.type.ontasot Bachelor's thesis en
dc.type.ontasot Kandidaatintyö fi
dc.programme (Mikkeli) Bachelor’s Program in International Business en


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