Do oil prices drive agricultural commodity prices? Further evidence in a global bio-energy context
暂无分享,去创建一个
[1] Jussi Nikkinen,et al. The EIA WPSR release, OVX and crude oil internet interest , 2019, Energy.
[2] Jie Xu,et al. Long-term cost trajectories for biofuels in China projected to 2050 , 2018, Energy.
[3] Qiang Ji,et al. Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model , 2018, Energy Economics.
[4] Anthony Paris,et al. On the link between oil and agricultural commodity prices: Do biofuels matter? , 2017, International Economics.
[5] Dilip Kumar. On Volatility Transmission from Crude Oil to Agricultural Commodities , 2017 .
[6] Subrata Kumar Mitra,et al. Time-frequency contained co-movement of crude oil and world food prices: A wavelet-based analysis , 2017 .
[7] Jamie L. Cross,et al. The relationship between global oil price shocks and China's output: A time-varying analysis , 2017 .
[8] Seong‐Min Yoon,et al. Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets , 2017 .
[9] N. Apergis,et al. Asymmetric Spillover Effects Between Agricultural Commodity Prices and Biofuel Energy Prices , 2017 .
[10] Chi-Chung Chen,et al. Modeling the price relationships between crude oil, energy crops and biofuels , 2016 .
[11] Bart Frijns,et al. Contemporaneous interactions among fuel, biofuel and agricultural commodities , 2016 .
[12] D. Burakov. Oil Prices, Exchange Rate and Prices for Agricultural Commodities: Empirical Evidence from Russia , 2016 .
[13] Babajide Fowowe,et al. Do oil prices drive agricultural commodity prices? Evidence from South Africa , 2016 .
[14] Y. Lucotte,et al. Co-Movements between Crude Oil and Food Prices: A Post-Commodity Boom Perspective , 2016 .
[15] Brenda López Cabrera,et al. Volatility linkages between energy and agricultural commodity prices , 2016 .
[16] T. Marsh,et al. Policy induced price volatility transmission: Linking the U.S. crude oil, corn and plastics markets , 2015 .
[17] Is there a structural change in the persistence of WTI–Brent oil price spreads in the post-2010 period? , 2015 .
[19] Liyan Han,et al. Exogenous impacts on the links between energy and agricultural commodity markets , 2015 .
[20] Krishna H. Koirala,et al. Energy prices and agricultural commodity prices: Testing correlation using copulas method , 2015 .
[21] Stanley R. Johnson,et al. Long‐Run and Short‐Run Co‐Movements in Energy Prices and the Prices of Agricultural Feedstocks for Biofuel , 2014 .
[22] Fernando Avalos,et al. Do oil prices drive food prices? The tale of a structural break , 2014 .
[23] A. Pala. Structural Breaks, Cointegration, and Causality by VECM Analysis of Crude Oil and Food Price , 2013 .
[24] D. Zilberman,et al. Biofuel-related price transmission literature: A review , 2013 .
[25] Zeynel Abidin Ozdemir,et al. The export-output growth nexus in Japan: a bootstrap rolling window approach , 2013 .
[26] U. Soytaş,et al. Volatility spillover between oil and agricultural commodity markets , 2013 .
[27] David Zilberman,et al. Time-Frequency Dynamics of Biofuels-Fuels-Food System , 2012, 1209.0900.
[28] Manuel A. Hernandez,et al. PRICE VOLATILITY AND FARM INCOME STABILISATION Modelling Outcomes and Assessing Market and Policy Based Responses Dublin , February 23-24 , 2012 Do energy prices stimulate food price volatility ? Examining volatility transmission between US oil , ethanol and corn markets , 2012 .
[29] M. Wetzstein,et al. Considering macroeconomic indicators in the food before fuel nexus , 2012 .
[30] Juan C. Reboredo,et al. Do food and oil prices co-move? , 2012 .
[31] U. Soytaş,et al. Oil price, agricultural commodity prices, and the dollar: A panel cointegration and causality analysis , 2012 .
[32] Xiaodong Du,et al. Inside the Black Box: Price Linkage and Transmission Between Energy and Agricultural Markets , 2011 .
[33] P. Ciaian,et al. Food, Energy and Environment: Is Bioenergy the Missing Link? , 2011 .
[34] G. Huylenbroeck,et al. Is there co-movement of agricultural commodities futures prices and crude oil? , 2011 .
[35] U. Soytaş,et al. World oil prices and agricultural commodity prices: Evidence from an emerging market , 2011 .
[36] Yalcin Arslanturk,et al. Economic growth and energy consumption causal nexus viewed through a bootstrap rolling window , 2010 .
[37] Chi-Chung Chen,et al. Modeling the relationship between the oil price and global food prices , 2010 .
[38] S. Saghaian,et al. The Impact of the Oil Sector on Commodity Prices: Correlation or Causation? , 2010, Journal of Agricultural and Applied Economics.
[39] Ting-Huan Chang,et al. The substitutive effect of biofuels on fossil fuels in the lower and higher crude oil price periods. , 2010 .
[40] C. Gilbert. How to Understand High Food Prices , 2010 .
[41] Luanne Lohr,et al. Food versus fuel: What do prices tell us? , 2010 .
[42] A. Gohin,et al. The Long-Run Impact of Energy Prices on World Agricultural Markets: The Role of Macro-Economic Linkages , 2009 .
[43] Ghazi Shukur,et al. Size and Power of the RESET Test as Applied to Systems of Equations: A Bootstrap Approach , 2004 .
[44] A. Timmermann,et al. Small Sample Properties of Forecasts from Autoregressive Models Under Structural Breaks , 2003, SSRN Electronic Journal.
[45] Ghazi Shukur,et al. A simple investigation of the Granger-causality test in integrated-cointegrated VAR systems , 2000 .
[46] Panagiotis Mantalos,et al. A Graphical Investigation of the Size and Power of the Granger-Causality Tests in Integrated-Cointegrated VAR Systems , 2000 .
[47] Hiro Y. Toda,et al. Statistical inference in vector autoregressions with possibly integrated processes , 1995 .
[48] Peter C. B. Phillips,et al. Vector Autoregressions and Causality , 1993 .
[49] D. Andrews. Tests for Parameter Instability and Structural Change with Unknown Change Point , 1993 .
[50] Bruce E. Hansen,et al. Tests for Parameter Instability in Regressions with I(1) Processes , 1992 .
[51] D. Andrews,et al. Optimal Tests When a Nuisance Parameter Is Present Only Under the Alternative , 1992 .
[52] J. Nyblom. Testing for the Constancy of Parameters over Time , 1989 .