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The integration of energy and agricultural markets

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Cited by:

  1. Janda, Karel & Kristoufek, Ladislav & Zilberman, David, "undated". "Biofuels: review of policies and impacts," CUDARE Working Papers 120415, University of California, Berkeley, Department of Agricultural and Resource Economics.
  2. Tule, Moses K. & Salisu, Afees A. & Chiemeke, Charles C., 2019. "Can agricultural commodity prices predict Nigeria's inflation?," Journal of Commodity Markets, Elsevier, vol. 16(C).
  3. Peersman, Gert & Rüth, Sebastian K. & Van der Veken, Wouter, 2019. "The interplay between oil and food commodity prices: Has It changed over time?," Working Papers 0665, University of Heidelberg, Department of Economics.
  4. Capitani, Daniel Henrique Dario & Gaio, Luiz Eduardo, 2023. "Volatility Transmissionin Agricultural Markets: Evidence from the Russia-Ukraine Conflict," International Journal of Food and Agricultural Economics (IJFAEC), Alanya Alaaddin Keykubat University, Department of Economics and Finance, vol. 11(2), April.
  5. Capitani, Daniel Henrique Dario & Tonin, Julyerme M. & Cruz, Jose Cesar, 2017. "Integration and hedging efficiency between the Brazilian and the U.S. ethanol markets," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258520, Agricultural and Applied Economics Association.
  6. Wixson, Sarah E. & Katchova, Ani L., 2012. "Price Asymmetric Relationships in Commodity and Energy Markets," 123rd Seminar, February 23-24, 2012, Dublin, Ireland 122553, European Association of Agricultural Economists.
  7. Colin A. Carter & Gordon C. Rausser & Aaron Smith, 2017. "Commodity Storage and the Market Effects of Biofuel Policies," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 99(4), pages 1027-1055.
  8. Héctor M. Núñez & Andrés Trujillo-Barrera, 2015. "Impact of U.S. Biofuel Policy in the Presence of Drastic Climate Conditions," Working papers DTE 585, CIDE, División de Economía.
  9. Hammoudeh, S.M. & Sarafrazi, S. & Chang, C-L. & McAleer, M.J., 2011. "The Dynamics of Energy-Grain Prices with Open Interest," Econometric Institute Research Papers EI 2011-19, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  10. Mallory, Mindy L. & Irwin, Scott H. & Hayes, Dermot J., 2012. "How market efficiency and the theory of storage link corn and ethanol markets," Energy Economics, Elsevier, vol. 34(6), pages 2157-2166.
  11. Chen, Kuan-Ju & Chen, Kuan-Heng, 2016. "Analysis of Energy and Agricultural Commodity Markets with the Policy Mandated: A Vine Copula-based ARMA-EGARCH Model," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 236028, Agricultural and Applied Economics Association.
  12. Trujillo-Barrera, Andres & Mallory, Mindy L. & Garcia, Philip, 2012. "Volatility Spillovers in U.S. Crude Oil, Ethanol, and Corn Futures Markets," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 37(2), pages 1-16, August.
  13. Saghaian, Sayed & Nemati, Mehdi & Walters, Cory & Chen, Bo, 2018. "Asymmetric Price Volatility Transmission between U.S. Biofuel, Corn, and Oil Markets," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 43(1), January.
  14. Sari, Ramazan & Hammoudeh, Shawkat & Chang, Chia-Lin & McAleer, Michael, 2012. "Causality between market liquidity and depth for energy and grains," Energy Economics, Elsevier, vol. 34(5), pages 1683-1692.
  15. Luo, Jiawen & Klein, Tony & Ji, Qiang & Hou, Chenghan, 2022. "Forecasting realized volatility of agricultural commodity futures with infinite Hidden Markov HAR models," International Journal of Forecasting, Elsevier, vol. 38(1), pages 51-73.
  16. Peersman, Gert & Rüth, Sebastian K. & Van der Veken, Wouter, 2021. "The interplay between oil and food commodity prices: Has it changed over time?," Journal of International Economics, Elsevier, vol. 133(C).
  17. Niaz Bashiri Behmiri & Matteo Manera & Marcella Nicolini, 2016. "Understanding Dynamic Conditional Correlations between Commodities Futures Markets," Working Papers 2016.17, Fondazione Eni Enrico Mattei.
  18. Ahmadi, Maryam & Bashiri Behmiri, Niaz & Manera, Matteo, 2016. "How is volatility in commodity markets linked to oil price shocks?," Energy Economics, Elsevier, vol. 59(C), pages 11-23.
  19. Gilbert, Christopher L. & Mugera, Harriet K., 2017. "The effects of US biofuels policy: A structural break analysis of the WTI pass-through to the corn price," 91st Annual Conference, April 24-26, 2017, Royal Dublin Society, Dublin, Ireland 258646, Agricultural Economics Society.
  20. Declerck, Francis & Indjehagopian, Jean-Pierre & Lantz, Frédéric, 2020. "Dynamics of biofuel prices on the European market: Impact of the EU environmental policy on the resources markets," ESSEC Working Papers WP2003, ESSEC Research Center, ESSEC Business School, revised 21 Feb 2020.
  21. Han, Liyan & Zhou, Yimin & Yin, Libo, 2015. "Exogenous impacts on the links between energy and agricultural commodity markets," Energy Economics, Elsevier, vol. 49(C), pages 350-358.
  22. Shiva, Layla & Bessler, David A. & McCarl, Bruce A., 2014. "On the Dynamics of Price Discovery: Energy and Agricultural Markets with and without the Renewable Fuels Mandate," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 169780, Agricultural and Applied Economics Association.
  23. Philip Abbott, 2014. "Biofuels, Binding Constraints, and Agricultural Commodity Price Volatility," NBER Chapters, in: The Economics of Food Price Volatility, pages 91-131, National Bureau of Economic Research, Inc.
  24. Kunlapath Sukcharoen & David Leatham, 2018. "Analyzing Extreme Comovements in Agricultural and Energy Commodity Markets Using a Regular Vine Copula Method," International Journal of Energy Economics and Policy, Econjournals, vol. 8(5), pages 193-201.
  25. Hardik A. Marfatia & Qiang Ji & Jiawen Luo, 2022. "Forecasting the volatility of agricultural commodity futures: The role of co‐volatility and oil volatility," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(2), pages 383-404, March.
  26. Teterin, Pavel & Brooks, Robert & Enders, Walter, 2016. "Smooth volatility shifts and spillovers in U.S. crude oil and corn futures markets," Journal of Empirical Finance, Elsevier, vol. 38(PA), pages 22-36.
  27. Karel Janda & Ladislav Kristoufek & David Zilberman, 2012. "Biofuels: policies and impacts," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 58(8), pages 372-386.
  28. Kristoufek, Ladislav & Janda, Karel & Zilberman, David, 2012. "Correlations between biofuels and related commodities before and during the food crisis: A taxonomy perspective," Energy Economics, Elsevier, vol. 34(5), pages 1380-1391.
  29. Annastiina Silvennoinen & Susan Thorp, 2016. "Crude Oil and Agricultural Futures: An Analysis of Correlation Dynamics," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 36(6), pages 522-544, June.
  30. Francis Declerck & Jean-Pierre Indjehagopian & Frédéric Lantz, 2020. "Dynamics of biofuel prices on the European market: Impact of the EU environmental policy on the resources markets," Working Papers hal-02487491, HAL.
  31. Sajedinia, Ehsanreza & Tyner, Wally, 2017. "Use of General Equilibrium Models in Evaluating Biofuels Policies," Conference papers 332885, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
  32. Vacha, Lukas & Janda, Karel & Kristoufek, Ladislav & Zilberman, David, 2013. "Time–frequency dynamics of biofuel–fuel–food system," Energy Economics, Elsevier, vol. 40(C), pages 233-241.
  33. Ladislav Kristoufek & Karel Janda & David Zilberman, 2013. "Regime-dependent topological properties of biofuels networks," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 86(2), pages 1-12, February.
  34. Demirer, Rıza & Lee, Hsiang-Tai & Lien, Donald, 2015. "Does the stock market drive herd behavior in commodity futures markets?," International Review of Financial Analysis, Elsevier, vol. 39(C), pages 32-44.
  35. Liu, Feng & Shao, Shuai & Zhang, Chuanguo, 2020. "How do China's petrochemical markets react to oil price jumps? A comparative analysis of stocks and commodities," Energy Economics, Elsevier, vol. 92(C).
  36. Deyuan Zhang & Wensen She & Fang Qu & Chunyan He, 2023. "Asymmetric Risk Connectedness between Crude Oil and Agricultural Commodity Futures in China before and after the COVID-19 Pandemic: Evidence from High-Frequency Data," Energies, MDPI, vol. 16(16), pages 1-19, August.
  37. Wolf, Christopher A. & Tonsor, Glynn T., 2013. "Dairy Farmer Policy Preferences," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 38(2), pages 1-15, August.
  38. Ji Yong Lee & Allen Featherstone & Rodolfo M. Nayga & Doo Bong Han, 2019. "The Long-Run and Short-Run Effects of Ethanol Production on U.S. Beef Producers," Sustainability, MDPI, vol. 11(6), pages 1-14, March.
  39. Barbaglia, Luca & Wilms, Ines & Croux, Christophe, 2016. "Commodity dynamics: A sparse multi-class approach," Energy Economics, Elsevier, vol. 60(C), pages 62-72.
  40. M'Barek, Robert & Philippidis, George & Suta, Cornelia & Vinyes, Cristina & Caivano, Arnaldo & Ferrari, Emanuele & Ronzon, Tevecia & Sanjuan Lopez, Ana & Santini, Fabien, 2014. "Observing and analysing the Bioeconomy in the EU – Adapting data and tools to new questions and challenges," Bio-based and Applied Economics Journal, Italian Association of Agricultural and Applied Economics (AIEAA), vol. 3(1), pages 1-9, April.
  41. David Ubilava, 2012. "Modeling Nonlinearities in the U.S. Soybean‐to‐Corn Price Ratio: A Smooth Transition Autoregression Approach," Agribusiness, John Wiley & Sons, Ltd., vol. 28(1), pages 29-41, January.
  42. Xiangcai Meng, 2018. "Does Agricultural Commodity Price Co-move with Oil Price in the Time-Frequency Space? Evidence from the Republic of Korea," International Journal of Energy Economics and Policy, Econjournals, vol. 8(4), pages 125-133.
  43. Helmut Herwartz & Alberto Saucedo, 2020. "Food–oil volatility spillovers and the impact of distinct biofuel policies on price uncertainties on feedstock markets," Agricultural Economics, International Association of Agricultural Economists, vol. 51(3), pages 387-402, May.
  44. Debdatta Pal & Subrata K. Mitra, 2017. "Diesel and soybean price relationship in the USA: evidence from a quantile autoregressive distributed lag model," Empirical Economics, Springer, vol. 52(4), pages 1609-1626, June.
  45. Xiaodong Du and Lihong Lu McPhail, 2012. "Inside the Black Box: the Price Linkage and Transmission between Energy and Agricultural Markets," The Energy Journal, International Association for Energy Economics, vol. 0(Number 2).
  46. Yang, Baochen & Pu, Yingjian & Su, Yunpeng, 2020. "The financialization of Chinese commodity markets," Finance Research Letters, Elsevier, vol. 34(C).
  47. Francis Declerck & Jean-Pierre Indjehagopian & Frédéric Lantz, 2020. "Dynamics of Biofuel Prices on the European Market : Impact of the EU Environmental policy on the resources markets," Working Papers hal-03193880, HAL.
  48. David Colman, 2010. "Agriculture's terms of trade: issues and implications," Agricultural Economics, International Association of Agricultural Economists, vol. 41(s1), pages 1-15, November.
  49. Koirala, Krishna H. & Mishra, Ashok K. & D'Antoni, Jeremy M. & Mehlhorn, Joey E., 2015. "Energy prices and agricultural commodity prices: Testing correlation using copulas method," Energy, Elsevier, vol. 81(C), pages 430-436.
  50. Soni, Rajat Kumar & Nandan, Tanuj, 2022. "Modeling Covid-19 contagious effect between asset markets and commodity futures in India," Resources Policy, Elsevier, vol. 79(C).
  51. O'Rear, Eric G. & Sarica, Kemal & Tyner, Wallace E., 2015. "Analysis of impacts of alternative policies aimed at increasing US energy independence and reducing GHG emissions," Transport Policy, Elsevier, vol. 37(C), pages 121-133.
  52. Mugera, Harriet & Gilbert, Christopher, 2015. "Structural Change in the Relationship Between Energy and Food Prices," 2015 Conference, August 9-14, 2015, Milan, Italy 212505, International Association of Agricultural Economists.
  53. Aynur Pala, 2013. "Structural Breaks, Cointegration, and Causality by VECM Analysis of Crude Oil and Food Price," International Journal of Energy Economics and Policy, Econjournals, vol. 3(3), pages 238-246.
  54. Kumar, Satish & Tiwari, Aviral Kumar & Raheem, Ibrahim Dolapo & Hille, Erik, 2021. "Time-varying dependence structure between oil and agricultural commodity markets: A dependence-switching CoVaR copula approach," Resources Policy, Elsevier, vol. 72(C).
  55. M. Thenmozhi & Shipra Maurya, 2020. "Crude Oil Volatility Transmission Across Food Commodity Markets: A Multivariate BEKK-GARCH Approach," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 20(2), pages 131-164, August.
  56. Anna Szczepańska-Przekota, 2023. "Are Small Agricultural Markets Recipients of World Prices? The Case of Poland," Agriculture, MDPI, vol. 13(6), pages 1-16, June.
  57. Luo, Jiawen & Marfatia, Hardik A. & Ji, Qiang & Klein, Tony, 2023. "Co-volatility and asymmetric transmission of risks between the global oil and China's futures markets," Energy Economics, Elsevier, vol. 117(C).
  58. Gilbert, Christopher L., 2018. "A Model of Grains Prices with Application to the Impact of Biofuels," 92nd Annual Conference, April 16-18, 2018, Warwick University, Coventry, UK 273492, Agricultural Economics Society.
  59. Wang, Lu & Wu, Rui & Ma, WeiChun & Xu, Weiju, 2023. "Examining the volatility of soybean market in the MIDAS framework: The importance of bagging-based weather information," International Review of Financial Analysis, Elsevier, vol. 89(C).
  60. Ehsanreza Sajedinia & Wallace E. Tyner, 2021. "Use of General Equilibrium Models in Evaluating Biofuels Policies," World Scientific Book Chapters, in: Peter Dixon & Joseph Francois & Dominique van der Mensbrugghe (ed.), POLICY ANALYSIS AND MODELING OF THE GLOBAL ECONOMY A Festschrift Celebrating Thomas Hertel, chapter 14, pages 437-465, World Scientific Publishing Co. Pte. Ltd..
  61. Kristoufek, Ladislav & Janda, Karel & Zilberman, David, 2012. "Relationship Between Prices of Food, Fuel and Biofuel," 131st Seminar, September 18-19, 2012, Prague, Czech Republic 135793, European Association of Agricultural Economists.
  62. Serra, Teresa & Zilberman, David, 2013. "Biofuel-related price transmission literature: A review," Energy Economics, Elsevier, vol. 37(C), pages 141-151.
  63. Pal, Debdatta & Mitra, Subrata K., 2017. "Time-frequency contained co-movement of crude oil and world food prices: A wavelet-based analysis," Energy Economics, Elsevier, vol. 62(C), pages 230-239.
  64. Rico, J.A.P. & Sauer, I.L., 2015. "A review of Brazilian biodiesel experiences," Renewable and Sustainable Energy Reviews, Elsevier, vol. 45(C), pages 513-529.
  65. Haixia, Wu & Shiping, Li, 2013. "Volatility spillovers in China’s crude oil, corn and fuel ethanol markets," Energy Policy, Elsevier, vol. 62(C), pages 878-886.
  66. Liu, Feng & Zhang, Chuanguo & Tang, Mengying, 2021. "The impacts of oil price shocks and jumps on China's nonferrous metal markets," Resources Policy, Elsevier, vol. 73(C).
  67. Ortiz, Laura Villegas, 2016. "No Train No Grain: The Impact Of Increased Demand For Rail Services By The Energy Sector On Wheat Prices—A Preliminary Analysis," International Journal of Food and Agricultural Economics (IJFAEC), Alanya Alaaddin Keykubat University, Department of Economics and Finance, vol. 4(3), pages 1-23, July.
  68. Ben Amar, Amine & Goutte, Stéphane & Isleimeyyeh, Mohammad, 2022. "Asymmetric cyclical connectedness on the commodity markets: Further insights from bull and bear markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 85(C), pages 386-400.
  69. Natanelov, Valeri & Alam, Mohammad J. & McKenzie, Andrew M. & Van Huylenbroeck, Guido, 2011. "Is there co-movement of agricultural commodities futures prices and crude oil?," Energy Policy, Elsevier, vol. 39(9), pages 4971-4984, September.
  70. Cheng, Sheng & Cao, Yan, 2019. "On the relation between global food and crude oil prices: An empirical investigation in a nonlinear framework," Energy Economics, Elsevier, vol. 81(C), pages 422-432.
  71. Taheripour, Farzad & Baumes, Harry & Tyner, Wally Taheripour, Farzad, 2019. "Impacts of the U.S. Renewable Fuel Standard on Commodity and Food Prices," Conference papers 333127, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
  72. Tatiana Korpaniuk* & Yana Ishchenko & Natalia Koval, 2019. "Backgrounds for Improving Resource Management of Agricultural Enterprises Based on Economic Diagnostics of Biofuel Consumption," The Journal of Social Sciences Research, Academic Research Publishing Group, vol. 5(2), pages 367-380, 02-2019.
  73. Karel Janda & Ladislav Kristoufek & David Zilberman, 2011. "Modeling the Environmental and Socio-Economic Impacts of Biofuels," Working Papers IES 2011/33, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Oct 2011.
  74. Christopher L. Gilbert & Harriet Kasidi Mugera, 2020. "Competitive Storage, Biofuels and the Corn Price," Journal of Agricultural Economics, Wiley Blackwell, vol. 71(2), pages 384-411, June.
  75. Lucy W. Ngare & Okova W. Derek, 2021. "The Effect of Fuel Prices on Food Prices in Kenya," International Journal of Energy Economics and Policy, Econjournals, vol. 11(4), pages 127-131.
  76. Ida Farida & Faurani Santi Singagerda, 2021. "Volatilitiy of World Food Commodity Prices and Renewable Fuel Standard Policy," International Journal of Energy Economics and Policy, Econjournals, vol. 11(1), pages 516-527.
  77. Fernandez-Perez, Adrian & Frijns, Bart & Tourani-Rad, Alireza, 2016. "Contemporaneous interactions among fuel, biofuel and agricultural commodities," Energy Economics, Elsevier, vol. 58(C), pages 1-10.
  78. Dalheimer, Bernhard & Herwartz, Helmut & Lange, Alexander, 2021. "The threat of oil market turmoils to food price stability in Sub-Saharan Africa," Energy Economics, Elsevier, vol. 93(C).
  79. Saghaian, Sayed H. & Nemati, Mehdi & Walters, Cory G. & Chen, Bo, 2017. "Asymmetric Price Volatility Interaction between U.S. Food and Energy Markets," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258240, Agricultural and Applied Economics Association.
  80. Calzadilla, Alvaro & Rehdanz, Katrin & Tol, Richard S.J., 2011. "The GTAP-W model: Accounting for water use in agriculture," Kiel Working Papers 1745, Kiel Institute for the World Economy (IfW Kiel).
  81. Kafle, Kashi R. & Pullabhotla, Hemant K, 2014. "Food for the Stomach or Fuel for the Tank: What do Prices Tell Us?," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 170273, Agricultural and Applied Economics Association.
  82. Shokoohi, Zeinab & Saghaian, Sayed, 2022. "Nexus of energy and food nutrition prices in oil importing and exporting countries: A panel VAR model," Energy, Elsevier, vol. 255(C).
  83. Marinella Davide & Paola Vesco, 2016. "Alternative Approaches for Rating INDCs: a Comparative Analysis," Working Papers 2016.18, Fondazione Eni Enrico Mattei.
  84. Abbott, Philip C. & Hurt, Christopher & Tyner, Wallace E., 2011. "What’s Driving Food Prices in 2011?," Issue Reports 112927, Farm Foundation.
  85. Hector, Nuñez & Andres, Trujillo-Barrera, 2014. "Impact of U.S. Biofuel Policy in the Presence of Uncertain Climate Conditions," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 170620, Agricultural and Applied Economics Association.
  86. Kang, Sang Hoon & Tiwari, Aviral Kumar & Albulescu, Claudiu Tiberiu & Yoon, Seong-Min, 2019. "Exploring the time-frequency connectedness and network among crude oil and agriculture commodities V1," Energy Economics, Elsevier, vol. 84(C).
  87. Taheripour, Farzad & Baumes, Harry S. & Tyner, Wallace E., 2020. "Economic impacts of the U.S. Renewable Fuel Standard: An ex-post evaluation," 2020 Annual Meeting, July 26-28, Kansas City, Missouri 304252, Agricultural and Applied Economics Association.
  88. Karel Janda & Ladislav Krištoufek & Barbora Schererová & David Zilberman, 2021. "Price transmission in biofuel-related global agricultural networks," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 67(10), pages 399-408.
  89. Francis Declerck & Jean-Pierre Indjehagopian & Frédéric Lantz, 2020. "Dynamics of Biofuels Prices on the European Market," Working Papers hal-03179984, HAL.
  90. R?za Demirer & Hsiang-Tai Lee & Donald Lien, 2013. "Commodity Financialization and Herd Behavior in Commodity Futures Markets," Working Papers 0221fin, College of Business, University of Texas at San Antonio.
  91. Mensi, Walid & Tiwari, Aviral & Bouri, Elie & Roubaud, David & Al-Yahyaee, Khamis H., 2017. "The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes," Energy Economics, Elsevier, vol. 66(C), pages 122-139.
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