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World oil and agricultural commodity prices: Evidence from nonlinear causality

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  1. repec:wsi:afexxx:v:12:y:2017:i:03:n:s2010495217500129 is not listed on IDEAS
  2. Bahel, Eric & Marrouch, Walid & Gaudet, Gérard, 2013. "The economics of oil, biofuel and food commodities," Resource and Energy Economics, Elsevier, vol. 35(4), pages 599-617.
  3. repec:gam:jecomi:v:7:y:2019:i:1:p:12-:d:205113 is not listed on IDEAS
  4. repec:eco:journ2:2019-03-14 is not listed on IDEAS
  5. Li, Xun & Lopez, Rigoberto A., 2015. "Energy Price Transmission and Retail Milk Prices," Working Papers 38, University of Connecticut, Department of Agricultural and Resource Economics, Charles J. Zwick Center for Food and Resource Policy.
  6. repec:eee:energy:v:166:y:2019:i:c:p:577-586 is not listed on IDEAS
  7. repec:gam:jsusta:v:10:y:2018:i:2:p:533-:d:132141 is not listed on IDEAS
  8. Xu, Xiaojie, 2014. "Price Discovery in U.S. Corn Cash and Futures Markets: The Role of Cash Market Selection," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 169809, Agricultural and Applied Economics Association.
  9. Nazlioglu, Saban & Erdem, Cumhur & Soytas, Ugur, 2013. "Volatility spillover between oil and agricultural commodity markets," Energy Economics, Elsevier, vol. 36(C), pages 658-665.
  10. Gnutzmann, Hinnerk & Spiewanowski, Piotr, 2016. "Did the Fertilizer Cartel Cause the Food Crisis?," Annual Conference 2016 (Augsburg): Demographic Change 145777, Verein für Socialpolitik / German Economic Association.
  11. Salisu, Afees A. & Isah, Kazeem O., 2018. "Predicting US inflation: Evidence from a new approach," Economic Modelling, Elsevier, vol. 71(C), pages 134-158.
  12. Li, Zihan & Gong, Yazhen & Chen, Kevin Z., 2016. "Energy use and rural poverty: Empirical evidence from potato farmers in north China," IFPRI discussion papers 1577, International Food Policy Research Institute (IFPRI).
  13. Natanelov, Valeri & McKenzie, Andrew M. & Van Huylenbroeck, Guido, 2013. "Crude oil–corn–ethanol – nexus: A contextual approach," Energy Policy, Elsevier, vol. 63(C), pages 504-513.
  14. Apergis, Nicholas & El-Montasser, Ghassen & Sekyere, Emmanuel & Ajmi, Ahdi N. & Gupta, Rangan, 2014. "Dutch disease effect of oil rents on agriculture value added in Middle East and North African (MENA) countries," Energy Economics, Elsevier, vol. 45(C), pages 485-490.
  15. Chen, Peng, 2015. "Global oil prices, macroeconomic fundamentals and China's commodity sector comovements," Energy Policy, Elsevier, vol. 87(C), pages 284-294.
  16. Erten, Bilge & Ocampo, José Antonio, 2013. "Super Cycles of Commodity Prices Since the Mid-Nineteenth Century," World Development, Elsevier, vol. 44(C), pages 14-30.
  17. Ladislav Kristoufek & Karel Janda & David Zilberman, 2012. "Mutual Responsiveness of Biofuels, Fuels and Food Prices," CAMA Working Papers 2012-38, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  18. Magali Dauvin, 2014. "Energy prices and the real exchange rate of commodity-exporting countries," International Economics, CEPII research center, issue 137, pages 52-72.
  19. repec:eee:rensus:v:75:y:2017:i:c:p:58-67 is not listed on IDEAS
  20. Ceyhun Can OZCAN, 2016. "International trade and tourism for Mediterranean countries: A panel causality analysis," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(1(606), S), pages 203-212, Spring.
  21. repec:spr:empeco:v:52:y:2017:i:4:d:10.1007_s00181-016-1114-4 is not listed on IDEAS
  22. Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, 2014. "Causality and predictability in distribution: The ethanol–food price relation revisited," Energy Economics, Elsevier, vol. 42(C), pages 152-160.
  23. Afees A. Salisu & Wasiu Adekunle & Zachariah Emmanuel & Wasiu A. Alimi, 2018. "Predicting exchange rate with commodity prices: The role of structural breaks and asymmetries," Working Papers 055, Centre for Econometric and Allied Research, University of Ibadan.
  24. Dmitry Burakov, 2016. "Elasticity of Agricultural Prices in Russia: An Empirical Study of Energy and Monetary Channels," International Journal of Energy Economics and Policy, Econjournals, vol. 6(3), pages 551-562.
  25. repec:eee:eneeco:v:75:y:2018:i:c:p:14-27 is not listed on IDEAS
  26. Duc Hong Vo & Tan Ngoc Vu & Anh The Vo & Michael McAleer, 2019. "Modeling the Relationship between Crude Oil and Agricultural Commodity Prices," Energies, MDPI, Open Access Journal, vol. 12(7), pages 1-41, April.
  27. Serra, Teresa & Gil, José M., 2012. "Biodiesel as a motor fuel price stabilization mechanism," Energy Policy, Elsevier, vol. 50(C), pages 689-698.
  28. Rosa, Franco & Vasciaveo, Michela & Weaver, Robert D., 2014. "Agricultural and oil commodities: price transmission and market integration between US and Italy," Bio-based and Applied Economics Journal, Italian Association of Agricultural and Applied Economics (AIEAA), vol. 3(2), pages 1-25, August.
  29. Sensoy, Ahmet & Hacihasanoglu, Erk & Nguyen, Duc Khuong, 2015. "Dynamic convergence of commodity futures: Not all types of commodities are alike," Resources Policy, Elsevier, vol. 44(C), pages 150-160.
  30. Papież, Monika, 2014. "A dynamic analysis of causality between prices of corn, crude oil and ethanol," MPRA Paper 56540, University Library of Munich, Germany.
  31. Gbadebo Oladosu & Siwa Msangi, 2013. "Biofuel-Food Market Interactions: A Review of Modeling Approaches and Findings," Agriculture, MDPI, Open Access Journal, vol. 3(1), pages 1-19, February.
  32. repec:eco:journ2:2018-04-16 is not listed on IDEAS
  33. Huang, Wen-Hsiu & Chao, Ming-Che, 2012. "The effects of oil prices on the price indices in Taiwan: International or domestic oil prices matter?," Energy Policy, Elsevier, vol. 45(C), pages 730-738.
  34. Karel Janda & Ladislav Kristoufek, 2019. "The relationship between fuel and food prices: Methods, outcomes, and lessons for commodity price risk management," CAMA Working Papers 2019-20, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  35. Adämmer, Philipp & Bohl, Martin T., 2015. "Speculative bubbles in agricultural prices," The Quarterly Review of Economics and Finance, Elsevier, vol. 55(C), pages 67-76.
  36. Mensi, Walid & Hammoudeh, Shawkat & Nguyen, Duc Khuong & Yoon, Seong-Min, 2014. "Dynamic spillovers among major energy and cereal commodity prices," Energy Economics, Elsevier, vol. 43(C), pages 225-243.
  37. repec:taf:rjapxx:v:19:y:2014:i:3:p:409-422 is not listed on IDEAS
  38. 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.
  39. 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.
  40. Ebenezer, Appiah Collins & Jatoe, John Baptist D. & Mensa-Bonsu, Akwasi, 2018. "Food Price Sensitivity To Changes In Petroleum Price And Exchange Rate In Ghana: A Cointegration Analysis," 2018 Conference (2nd), August 8-11, Kumasi, Ghana 277791, Ghana Association of Agricultural Economists.
  41. 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.
  42. repec:eee:eneeco:v:66:y:2017:i:c:p:122-139 is not listed on IDEAS
  43. Fernando Avalos & Marco Jacopo Lombardi, 2015. "The biofuel connection: impact of US regulation on oil and food prices," BIS Working Papers 487, Bank for International Settlements.
  44. Bartolini, Fabio & Viaggi, Davide, 2012. "An analysis of policy scenario effects on the adoption of energy production on the farm: A case study in Emilia–Romagna (Italy)," Energy Policy, Elsevier, vol. 51(C), pages 454-464.
  45. repec:kap:rqfnac:v:51:y:2018:i:1:d:10.1007_s11156-017-0668-3 is not listed on IDEAS
  46. repec:eee:energy:v:169:y:2019:i:c:p:186-205 is not listed on IDEAS
  47. Boufateh, Talel, 2016. "Cycle-Trend Dichotomy of the Dutch Disease Phenomenon," MPRA Paper 71741, University Library of Munich, Germany.
  48. Chrz, Stepan & Hruby, Zdenek & Janda, Karel & Kristoufek, Ladislav, 2013. "Provazanost trhu potravin, biopaliv a fosilnich paliv
    [Interconnections within food, biofuel, and fossil fuel markets]
    ," MPRA Paper 43958, University Library of Munich, Germany.
  49. Mat Rahim, Siti Rohaya, 2014. "Asymmetric Cointegration: Barley and Crude Oil Price in United States," MPRA Paper 58447, University Library of Munich, Germany.
  50. Ladislav Kristoufek & Karel Janda & David Zilberman, 2013. "Non-linear Price Transmission between Biofuels, Fuels and Food Commodities," CERGE-EI Working Papers wp481, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
  51. repec:spr:empeco:v:55:y:2018:i:4:d:10.1007_s00181-017-1322-6 is not listed on IDEAS
  52. repec:gam:jsusta:v:10:y:2018:i:4:p:1199-:d:141270 is not listed on IDEAS
  53. Ji, Qiang & Fan, Ying, 2016. "How do China's oil markets affect other commodity markets both domestically and internationally?," Finance Research Letters, Elsevier, vol. 19(C), pages 247-254.
  54. Klotz, Philipp & Lin, Tsoyu Calvin & Hsu, Shih-Hsun, 2014. "Global commodity prices, economic activity and monetary policy: The relevance of China," Resources Policy, Elsevier, vol. 42(C), pages 1-9.
  55. Ajmi, Ahdi N. & Gupta, Rangan & Kruger, Monique & Schoeman, Nicola & Walters, Leoné, 2016. "The Nonparametric Relationship between Oil and South African Agricultural Prices - La relazione nonparametrica tra il prezzo del petrolio e i prezzi dei prodotti agricoli in Sud Africa," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 69(2), pages 93-112.
  56. Zhang, Jin & Xie, Mingjia, 2016. "China's oil product pricing mechanism: What role does it play in China's macroeconomy?," China Economic Review, Elsevier, vol. 38(C), pages 209-221.
  57. Gozgor, Giray & Kablamaci, Baris, 2014. "The linkage between oil and agricultural commodity prices in the light of the perceived global risk," MPRA Paper 58659, University Library of Munich, Germany.
  58. Rafiq, Shuddhasattwa & Bloch, Harry, 2016. "Explaining commodity prices through asymmetric oil shocks: Evidence from nonlinear models," Resources Policy, Elsevier, vol. 50(C), pages 34-48.
  59. Reboredo, Juan C., 2012. "Do food and oil prices co-move?," Energy Policy, Elsevier, vol. 49(C), pages 456-467.
  60. repec:eee:ecofin:v:47:y:2019:i:c:p:365-379 is not listed on IDEAS
  61. repec:eee:eneeco:v:70:y:2018:i:c:p:297-306 is not listed on IDEAS
  62. Zhang, Chuanguo & Qu, Xuqin, 2015. "The effect of global oil price shocks on China's agricultural commodities," Energy Economics, Elsevier, vol. 51(C), pages 354-364.
  63. Serra, Teresa & Zilberman, David, 2013. "Biofuel-related price transmission literature: A review," Energy Economics, Elsevier, vol. 37(C), pages 141-151.
  64. 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.
  65. repec:bla:agecon:v:49:y:2018:i:3:p:289-299 is not listed on IDEAS
  66. Azeez, Rasheed Oluwaseyi, 2018. "Oil price volatility spillover effects on food prices in Nigeria," MPRA Paper 93188, University Library of Munich, Germany.
  67. repec:gam:jeners:v:12:y:2019:i:7:p:1373-:d:221282 is not listed on IDEAS
  68. Hasanov, Akram Shavkatovich & Do, Hung Xuan & Shaiban, Mohammed Sharaf, 2016. "Fossil fuel price uncertainty and feedstock edible oil prices: Evidence from MGARCH-M and VIRF analysis," Energy Economics, Elsevier, vol. 57(C), pages 16-27.
  69. Phillip A. Cartwright & Natalija Riabko, 2016. "Further evidence on the explanatory power of spot food and energy commodities market prices for futures prices," Review of Quantitative Finance and Accounting, Springer, vol. 47(3), pages 579-605, October.
  70. Jamel Trabelsi & Mohamed Mehdi Jelassi & Gaye Del Lo, 2017. "A Volatility Analysis of Agricultural Commodity and Crude Oil Global Markets," Applied Economics and Finance, Redfame publishing, vol. 4(2), pages 129-140, March.
  71. Lucotte, Yannick, 2016. "Co-movements between crude oil and food prices: A post-commodity boom perspective," Economics Letters, Elsevier, vol. 147(C), pages 142-147.
  72. Hasan, Amiratul Nadiah & Masih, Mansur, 2018. "Determinants of food price inflation: evidence from Malaysia based on linear and nonlinear ARDL," MPRA Paper 91517, University Library of Munich, Germany.
  73. Nigatu, Getachew & Hjort, Kim & Somwaru, Agapi & Hansen, James, 2015. "Projecting the effect of oil price regimes on biofuel markets," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205312, Agricultural and Applied Economics Association.
  74. Fowowe, Babajide, 2016. "Do oil prices drive agricultural commodity prices? Evidence from South Africa," Energy, Elsevier, vol. 104(C), pages 149-157.
  75. repec:agr:journl:v:xxiv:y:2017:i:2(611):p:75-98 is not listed on IDEAS
  76. Bilgili, Faik & Doğan, İbrahim & H. Tülüce, Nadide & Kuşkaya, Sevda, 2014. "The impact of biomass, geothermal and hydroelectric energy consumption on industrial production: A threshold cointegration model with regime shifts," MPRA Paper 90168, University Library of Munich, Germany.
  77. Andreasson, Pierre & Bekiros, Stelios & Nguyen, Duc Khuong & Uddin, Gazi Salah, 2016. "Impact of speculation and economic uncertainty on commodity markets," International Review of Financial Analysis, Elsevier, vol. 43(C), pages 115-127.
  78. repec:ipg:wpaper:2014-412 is not listed on IDEAS
  79. Yankou Diasso, 2014. "Dynamique du prix international du coton : aléas, aversion au risque et chaos," Recherches économiques de Louvain, De Boeck Université, vol. 80(4), pages 53-86.
  80. repec:eee:phsmap:v:508:y:2018:i:c:p:265-279 is not listed on IDEAS
  81. De Vita, Glauco & Trachanas, Emmanouil, 2016. "‘Nonlinear causality between crude oil price and exchange rate: A comparative study of China and India’ — A failed replication (negative Type 1 and Type 2)," Energy Economics, Elsevier, vol. 56(C), pages 150-160.
  82. Wang, Yudong & Wu, Chongfeng & Yang, Li, 2014. "Oil price shocks and agricultural commodity prices," Energy Economics, Elsevier, vol. 44(C), pages 22-35.
  83. Dodder, Rebecca S. & Kaplan, P. Ozge & Elobeid, Amani & Tokgoz, Simla & Secchi, Silvia & Kurkalova, Lyubov A., 2015. "Impact of energy prices and cellulosic biomass supply on agriculture, energy, and the environment: An integrated modeling approach," Energy Economics, Elsevier, vol. 51(C), pages 77-87.
  84. Salisu, Afees A. & Isah, Kazeem O., 2018. "Predicting US inflation: Evidence from a new approach," Economic Modelling, Elsevier, vol. 71(C), pages 134-158.
  85. Trujillo-Barrera, Andres & Pennings, Joost M.E., 2013. "Energy and Food Commodity Prices Linkage: An Examination with Mixed-Frequency Data," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 150465, Agricultural and Applied Economics Association.
  86. Gormus, N. Alper & Soytas, Ugur & Diltz, J. David, 2014. "Volatility transmission between energy-related asset classes," Global Finance Journal, Elsevier, vol. 25(3), pages 246-259.
  87. repec:taf:oaefxx:v:5:y:2017:i:1:p:1324555 is not listed on IDEAS
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