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The effect of global oil price shocks on China's agricultural commodities · Study

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ArticleThe effect of global oil price shocks on China's agricultural commodities

Chuanguo Zhang2015

Article2015

The effect of global oil price shocks on China's agricultural commodities

171 citations·0/0 files stored·Energy Economics

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Market Dynamics and Volatility Economics of Agriculture and Food Markets Financial Risk and Volatility Modeling

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 171 citations exist upstream.

References

1986Generalized autoregressive conditional heteroskedasticity 1977Time Series Analysis: Forecasting and Control 1992Testing the null hypothesis of stationarity against the alternative of a unit root 1977Time Series Analysis: Forecasting and Control 2004News Arrival, Jump Dynamics, and Volatility Components for Individual Stock Returns 2011Speculation and volatility spillover in the crude oil and agricultural commodity markets: A Bayesian analysis 2005Evidence on the nature and extent of the relationship between oil prices and equity values in the UK 2008The effects of oil price shocks on the Iranian economy

Cited by

2019Exploring the time-frequency connectedness and network among crude oil and agriculture commodities V1 2018The time-varying linkages between global oil market and China's commodity sectors: Evidence from DCC-GJR-GARCH analyses 2020Heterogeneous dependence between crude oil price volatility and China’s agriculture commodity futures: Evidence from quantile-on-quantile regression 2020Risk spillover effects from global crude oil market to China’s commodity sectors 2021Return and volatility transmission between oil price shocks and agricultural commodities 2023Time-frequency volatility connectedness between fossil energy and agricultural commodities: Comparing the COVID-19 pandemic with the Russia-Ukraine conflict 2017Interdependence between crude oil and world food prices: A detrended cross correlation analysis 2020Copula-based local dependence among energy, agriculture and metal commodities markets

Details

Year2015

Typearticle

Published2015-08-05

VenueEnergy Economics

ISSN-L0140-9883

Languageen

Citations171

Files0 public / 0

ShelfMarket Dynamics and Volatility

Identifiers

doi10.1016/j.eneco.2015.07.012

openalex_workW1075238231

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