The Relationship between Oil and Agricultural Commodity Prices: A Quantile Causality Approach
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Gupta, Rangan & Kotzé, Kevin, 2017.
"The role of oil prices in the forecasts of South African interest rates: A Bayesian approach,"
Elsevier, vol. 61(C), pages 270-278.
- Rangan Gupta & Kevin Kotze, 2015. "The Role of Oil Prices in the Forecasts of South African Interest Rates: A Bayesian Approach," Working Papers 201531, University of Pretoria, Department of Economics.
- Rangan Gupta & Kevin Kotze, 2016. "The Role of Oil Prices in the Forecasts of South African Interest Rates: A Bayesian Approach," School of Economics Macroeconomic Discussion Paper Series 2016-01, School of Economics, University of Cape Town.
- Siami-Namini, Sima & Hudson, Darren, 2017. "Volatility Spillover Between Oil Prices, Us Dollar Exchange Rates And International Agricultural Commodities Prices," 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama 252845, Southern Agricultural Economics Association.
- Aye, Goodness C., 2016. "Causality between Oil Price and South Africa's Food Price: Time Varying Approach - Relazione di causalità tra prezzo del petrolio e pr ezzo dei prodotti alimentari in Sud Africa: un approccio time var," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 69(3), pages 193-212.
More about this item
KeywordsGranger causality; South Africa; Nonparametric test; Quantile causality; Commodity prices;
- Q02 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - General - - - Commodity Market
- Q43 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Energy and the Macroeconomy
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-AFR-2014-11-17 (Africa)
- NEP-AGR-2014-11-17 (Agricultural Economics)
- NEP-ALL-2014-11-17 (All new papers)
- NEP-ENE-2014-11-17 (Energy Economics)
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