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On the link between oil and agricultural commodity prices : do biofuels matter?

Paris, Anthony - In: International economics : a journal published by CEPII … 155 (2018), pp. 48-60

Persistent link: https://www.econbiz.de/10012027214

Crude oil volatility transmission across food commodity markets : a multivariate BEKK-GARCH approach

Thenmozhi, M.; Maurya, Shipra - In: Journal of emerging market finance 20 (2021) 2, pp. 131-164

Persistent link: https://www.econbiz.de/10012592434

The dynamic linkages between energy, biofuels and agricultural commodities' prices

Katrakilides, K.; Kourti, Kalomoira; Athanasenas, Athanasios - In: Applied economics quarterly 64 (2018) 2, pp. 115-126

Persistent link: https://www.econbiz.de/10011975018

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

Asymmetric spillover effects between agricultural commodity prices and biofuel energy prices

Apergēs, Nikolaos; Eleftheriou, Sophia; Voliotis, Dimitrios - In: International Journal of Energy Economics and Policy : IJEEP 7 (2017) 1, pp. 166-177

Persistent link: https://www.econbiz.de/10011749035

Volatility linkages between energy and agricultural commodity prices

López Cabrera, Brenda; Schulz, Franziska - 2013

In this paper we investigate price and volatility risk originating in linkages between energy and agricultural commodity prices in Germany and study their dynamics over time. We propose an econometric approach to quantify the volatility and correlation risk structure, which has a large impact...

Persistent link: https://www.econbiz.de/10009792252

Crude oil and biofuel agricultural commodity prices

Coronado, Semei; Rojas, Omar; Romero-Meza, Rafael; … - In: Uncertainty, expectations and asset price dynamics : …, (pp. 107-123). 2018

Persistent link: https://www.econbiz.de/10012015041

Exogenous oil supply shocks and global agricultural commodity prices : the role of biofuels

Wei, Yanfeng; Qiu, Feng; An, Henry; Zhang, Xindong; Li, … - In: International review of economics & finance : IREF 92 (2024), pp. 394-414

Persistent link: https://www.econbiz.de/10014534913

Modeling the dynamics of oil and agricultural commodity price nexus in linear and nonlinear frameworks : a case of emerging economy

Khan, Waseem; Sharma, Vishal; Ansari, Saghir Ahmad - In: Review of development economics : an essential resource … 26 (2022) 3, pp. 1733-1784

Persistent link: https://www.econbiz.de/10013329679

Does agricultural commodity price co-move with oil price in the time-frequency space? : evidence from the Republic of Korea

Meng, Xiangcai - In: International Journal of Energy Economics and Policy : IJEEP 8 (2018) 4, pp. 125-133

Persistent link: https://www.econbiz.de/10011881423