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Do food and oil prices co-move? · Study

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ArticleDo food and oil prices co-move?

Juan C. Reboredo2012

Article2012

Do food and oil prices co-move?

Juan C. Reboredo

263 citations·0/0 files stored·Energy Policy

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

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References

1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1988Testing for a Unit Root in Time Series Regression 1992Testing the null hypothesis of stationarity against the alternative of a unit root 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks 1999An Introduction to Copulas 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements 1993Tests for Parameter Instability and Structural Change With Unknown Change Point 2001Extreme Correlation of International Equity Markets

Cited by

2014Dynamic spillovers among major energy and cereal commodity prices 2014Oil price shocks and agricultural commodity prices 2018High-frequency volatility connectedness between the US crude oil market and China's agricultural commodity markets 2017Time-frequency contained co-movement of crude oil and world food prices: A wavelet-based analysis 2015How is Volatility in Commodity Markets Linked to Oil Price Shocks?

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2011How do crude oil prices co-move?article · 19 shared references 2011Modelling oil price and exchange rate co-movementsarticle · 18 shared references 2015An analysis of dependence between Central and Eastern European stock marketsarticle · 15 shared references 2013Is gold a hedge or safe haven against oil price movements?article · 14 shared references 2010International diversification: A copula approacharticle · 14 shared references 2008New Evidence of Asymmetric Dependence Structures in International Equity Marketsarticle · 13 shared references

Details

Year2012

Typearticle

Published2012-07-12

VenueEnergy Policy

ISSN-L0301-4215

Languageen

Citations263

Files0 public / 0

ShelfMarket Dynamics and Volatility

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doi10.1016/j.enpol.2012.06.035

openalex_workW1993257542

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2016

Do oil prices drive agricultural commodity prices? Evidence from South Africa

2019Do oil prices drive agricultural commodity prices? Further evidence in a global bio-energy context

2015Energy prices and agricultural commodity prices: Testing correlation using copulas method