Đánh giá mối quan hệ giữa hai hàng hóa nông nghiệp chủ yếu của tỉnh Đắk Lắk: Bằng chứng từ cà phê và hồ tiêu

Dang, T. et al. (2021). The Volatility Characteristics of Vietnamese Coffee Export Price and Transmission Mechanism of Influencing Factors: A Markov Switching Approach. Journal of Asia Business Studies, 15(5), 784-803. doi: 10.1108/JABS-04-2019-0134

Dang, T. T. et al. (2020). Assessing the Influence of Exchange Rate on Agricultural Commodity Export Price: Evidence from Vietnamese Coffee. Journal of Economics and Development, 22(2), 297-309. doi: 10.1108/JED-02-2020-0014

Engle, R. F., & Granger, C. W. (1987). Co-integration and Error Correction: Representation, Estimation, and testing. Econometrica: Journal of the Econometric Society, 251-276.

Granger, C. W. (1969). Investigating Causal Relations by Econometric Models and Cross-spectral Methods. Econometrica: Journal of the Econometric Society, 424-438.

GSO (2020). Social and Economic Situation in 2020. Vietnam.

Hong, T. T. K. (2015). Effect of Exchange Rates and Gasoline Price on Export Price of Vietnamese Coffee. Journal of Science Ho Chi Minh City Open University, 4, 8.

Hong, T. T. K. (2016). The Volatility and Competitiveness of Vietnam Coffee Export on World Market. Van Hien University Journal Of Science, 4, 7.

Jebabli, I. et al. (2014). On the Effects of World Stock Market and Oil Price Shocks on Food Prices: An Empirical Investigation Based on TVP-VAR Models with Stochastic Volatility. Energy Economics, 45, 66-98.

Johansen, S., & Juselius, K. (1990). Maximum Likelihood Estimation and Inference on Cointegration—with Applications to the Demand for Money. Oxford Bulletin of Economics and Statistics, 52(2), 169-210.

Nazlioglu, S., & Soytas, U. (2012). Oil Price, Agricultural Commodity Prices, and the Dollar: A Panel Cointegration and Causality Analysis. Energy Economics, 34(4), 1098-1104.

Ng, S., & Perron, P. (2001). Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power. Econometrica, 69(6), 1519-1554.

Nguyen, T. N. T., & Tran, N. T. (2015). A Methodology to Forecast Commodity Prices in Vietnam. International Journal of Economics and Finance, 7(5). doi: 10.5539/ijef.v7n5p44

Rahayu, M. F. et al. (2015). Volatility Analysis and Volatility Spillover Analysis of Indonesia's Coffee Price Using Arch/Garch, and Egarch Model. Journal of Agricultural Studies, 3(2), 37-48.

Schwert, G. W. (2002). Tests for Unit Roots: A Monte Carlo Investigation. Journal of Business & Economic Statistics, 20(1), 5-17.

Sims, C. A. (1980). Macroeconomics and Reality. Econometrica: Journal of the Econometric Society, 1-48.

Tuyen, D. T., Caihong, Z., & Hong, N. T. (2020). Assessing the Relationship between International Market and Agricultural Commodity Export Prices: Evidence from Vietnamese Coffee. Dalat University Journal of Science, 10(4), 57-73.

Tuyen, D. T. et al. (2020). Assessing the Effect of Factors on Agricultural Commodity Export Price Volatility: Evidence from Vietnamese Coffee. Fresenius Environmental Bulletin, 29(12), 11151-11164.