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Modeling the relationship between the oil price and global food prices
4 references·16 citing·36 second hop
Modeling the relationship between the oil price and global food prices (2010)Modeling the relationship between the oil…Oil spills on other commodities (2007)Oil spills on other commoditi…Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks (2003)Minimum Lagrange Multiplier U…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Exploring the time-frequency connectedness and network among crude oil and agriculture commodities V1 (2019)Exploring the time-frequency …Do oil prices drive agricultural commodity prices? Further evidence in a global bio-energy context (2019)Do oil prices drive agricultu…High-frequency volatility connectedness between the US crude oil market and China's agricultural commodity markets (2018)High-frequency volatility con…Time-frequency contained co-movement of crude oil and world food prices: A wavelet-based analysis (2017)Time-frequency contained co-m…The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes (2017)The dependence structure acro…An Overview of Global Wheat Market Fundamentals in an Era of Climate Concerns (2017)An Overview of Global Wheat M…Drivers and Triggers of International Food Price Spikes and Volatility (2016)Drivers and Triggers of Inter…Do oil prices drive agricultural commodity prices? Evidence from South Africa (2016)Do oil prices drive agricultu…The effect of global oil price shocks on China's agricultural commodities (2015)The effect of global oil pric…Oil and food prices in Malaysia: a nonlinear ARDL analysis (2015)Oil and food prices in Malays…Evolutionary Neural Network model for West Texas Intermediate crude oil price prediction (2015)Evolutionary Neural Network m…Oil price shocks and agricultural commodity prices (2014)Oil price shocks and agricult…Dynamic spillovers among major energy and cereal commodity prices (2014)Dynamic spillovers among majo…Biofuel-related price transmission literature: A review (2013)Biofuel-related price transmi…Do food and oil prices co-move? (2012)Do food and oil prices co-mov…Assessing the effect of oil price on world food prices: Application of principal component analysis (2010)Assessing the effect of oil p…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Do oil price increases cause higher food prices? (2014)Volatility linkages between energy and agricultural commodity prices (2015)Bounds testing approaches to the analysis of level relationships (2001)An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Asymmetric impact of oil prices, exchange rate, and inflation on tourism demand in Pakistan: new evidence from nonlinear ARDL (2018)Does financial development asymmetrically affect CO2emissions in China? An application of the nonlinear autoregressive distributed lag (NARDL) model (2018)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Time Series Analysis: Forecasting and Control (1977)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Trends and random walks in macroeconmic time series (1982)A simple panel unit root test in the presence of cross‐section dependence (2007)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)The saving and investment nexus for China: evidence from cointegration tests (2005)A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks (2006)The impact of financial development, income, energy and trade on carbon emissions: Evidence from the Indian economy (2014)Dynamic Conditional Correlation (2002)Modeling and Forecasting Realized Volatility (2003)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Intraday volatility transmission among precious metals, energy and stocks during the COVID-19 pandemic (2021)Impact of COVID-19 on the quantile connectedness between energy, metals and agriculture commodities (2022)Geopolitical risk, climate risk and energy markets: A dynamic spillover analysis (2023)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Food price volatility (2010)Oil price, agricultural commodity prices, and the dollar: A panel cointegration and causality analysis (2011)Is gold a hedge or safe haven against oil price movements? (2013)How is Volatility in Commodity Markets Linked to Oil Price Shocks? (2015)Modelling oil price-inflation nexus: The role of asymmetries (2017)Dynamics of volatility spillover in commodity markets: Linking crude oil to agriculture (2019)Time-frequency causality and connectedness between international prices of energy, food, industry, agriculture and metals (2019)Volatility transmissions across international oil market, commodity futures and stock markets: Empirical evidence from China (2020)
this work references cited by second hop

References

  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 2003Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks2,398 cited
  • 2007Oil spills on other commodities454 cited

Cited by

  • 2015Oil and food prices in Malaysia: a nonlinear ARDL analysis292 cited
  • 2013Biofuel-related price transmission literature: A review269 cited
  • 2012Do food and oil prices co-move?263 cited
  • 2014Dynamic spillovers among major energy and cereal commodity prices253 cited
  • 2014Oil price shocks and agricultural commodity prices251 cited
  • 2018High-frequency volatility connectedness between the US crude oil market and China's agricultural commodity markets219 cited
  • 2017Time-frequency contained co-movement of crude oil and world food prices: A wavelet-based analysis204 cited
  • 2010Assessing the effect of oil price on world food prices: Application of principal component analysis188 cited
  • 2015Evolutionary Neural Network model for West Texas Intermediate crude oil price prediction175 cited
  • 2015The effect of global oil price shocks on China's agricultural commodities171 cited

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2016
Do oil prices drive agricultural commodity prices? Evidence from South Africa
170 cited
  • 2019Do oil prices drive agricultural commodity prices? Further evidence in a global bio-energy context163 cited
  • 2019Exploring the time-frequency connectedness and network among crude oil and agriculture commodities V1136 cited
  • 2017An Overview of Global Wheat Market Fundamentals in an Era of Climate Concerns126 cited
  • 2017The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes118 cited
  • 2016Drivers and Triggers of International Food Price Spikes and Volatility109 cited