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Empirical analysis of agricultural commodity prices, crude oil prices and US Dollar exchange rates using panel data econometric methods

Rezitis, Anthony N. - In: International Journal of Energy Economics and Policy : IJEEP 5 (2015) 3, pp. 851-868

Persistent link: https://www.econbiz.de/10011456154

The relationship between agricultural commodity prices, crude oil prices and US dollar exchange rates : a panel VAR approach and causality analysis

Rezitis, Anthony N. - In: International review of applied economics 29 (2015) 3, pp. 403-434

Persistent link: https://www.econbiz.de/10010533004

Empirical Analysis of Agricultural Commodity Prices, Crude Oil Prices and US Dollar Exchange Rates Using Panel Data Econometric Methods

Rezitis, Anthony N. - 2015

factors, which are capturing factors affecting the world supply and demand conditions of the international agricultural prices …

Persistent link: https://www.econbiz.de/10013019281

The Relationship between Agricultural Commodity Prices, Crude Oil Prices and US Dollar Exchange Rates : A Panel VAR Approach and Causality Analysis

Rezitis, Anthony N. - 2014

This study examines the relationship between crude oil prices, US dollar exchange rates and thirty selected international agricultural prices and five international fertilizer prices in a panel framework. The study uses panel VAR methods and Granger causality tests on panel data sets of...

Persistent link: https://www.econbiz.de/10013040187

Oil Price Effects on Land Use Competition – An Empirical Analysis

Diermeier, Matthias - 2013

selected food commodities empirically performing Granger causality and cointegration tests as well as calculating impulse … response functions. On the world aggregated level we reveal that the crude petroleum price only Granger causes the price of …

Persistent link: https://www.econbiz.de/10013090790

Long-run trends or short-run fluctuations : what establishes the correlation between oil and food prices? ; conference paper

Krätschell, Karoline; Schmidt, Torsten - 2013 - This version: July, 2012

In this paper we use the frequency domain Granger causality test of Breitung/Candelon (2006) to analyse short and long-run causality between energy prices and prices of food commodities. We find that the oil price Granger causes all the considered food prices. However, when controlling for...

Persistent link: https://www.econbiz.de/10010341671