| Summary: | 碩士 === 東海大學 === 高階經營管理碩士在職專班 === 101 === The purpose of this research is to investigate the influencing factors of caprolactam price in Taiwan. For Nylon 6 fiber makers, they will be benefited if they are aware of the trend of the raw material price, since it is the most important part of their manufacturing cost. Monthly data is applied from Jan/2008 to Jun/2012 to examine the relationships among the caprolactam price in Taiwan and China, crude oil price, benzene price, PTA price, MEG price, cotton price, exports of Taiwan textiles and clothing, PMI index of China, and US dollar index by empirical methods of VAR model and Granger causality test. In evidance, the result of the test shows as below:
1. The caprolactam price in Taiwan next month will be affected by the caprolactam price in Taiwan and China of current month, as well as crude oil price, benzene price, PTA price and MEG price.
2. The caprolactam price in Taiwan is affected by the one in China, especially by the previous five months of caprolactam prices in China.
|
|---|
