SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Interdependencies in the energy–bioenergy–food price systems: A cointegration analysis
8 references·16 citing·36 second hop
Interdependencies in the energy–bioenergy–food price systems: A cointegration analysis (2010)Interdependencies in the energy–bioenergy…A Note On Rising Food Prices (2008)A Note On Rising Food PricesA new statistic and practical guidelines for nonparametric Granger causality testing (2006)A new statistic and practical…World crude oil and natural gas: a demand and supply model (2002)World crude oil and natural g…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…The Effects of Farm Price Supports on the Returns to Land and Labor in Agriculture (1965)The Effects of Farm Price Sup…The realized volatility of commodity futures: Interconnectedness and determinants (2021)The realized volatility of co…Return and volatility transmission between oil price shocks and agricultural commodities (2021)Return and volatility transmi…Heterogeneous dependence between crude oil price volatility and China’s agriculture commodity futures: Evidence from quantile-on-quantile regression (2020)Heterogeneous dependence betw…Time-frequency causality and connectedness between international prices of energy, food, industry, agriculture and metals (2019)Time-frequency causality and …The impact of biofuels on food security (2019)The impact of biofuels on foo…Exploring the time-frequency connectedness and network among crude oil and agriculture commodities V1 (2019)Exploring the time-frequency …On the link between oil and agricultural commodity prices: Do biofuels matter? (2017)On the link between oil and a…Food versus fuel: An updated and expanded evidence (2017)Food versus fuel: An updated …The relationship between agricultural commodity prices, crude oil prices and US dollar exchange rates: a panel VAR approach and causality analysis (2015)The relationship between agri…The effect of global oil price shocks on China's agricultural commodities (2015)The effect of global oil pric…How is Volatility in Commodity Markets Linked to Oil Price Shocks? (2015)How is Volatility in Commodit…Long‐run and Short‐run Co‐movements in Energy Prices and the Prices of Agricultural Feedstocks for Biofuel (2014)Long‐run and Short‐run Co‐mov…Time–frequency dynamics of biofuel–fuel–food system (2013)Time–frequency dynamics of bi…RECENT TRENDS IN SALMON PRICE VOLATILITY (2013)RECENT TRENDS IN SALMON PRICE…Inside the Black Box: the Price Linkage and Transmission between Energy and Agricultural Markets (2012)Inside the Black Box: the Pri…Correlations between biofuels and related commodities before and during the food crisis: A taxonomy perspective (2012)Correlations between biofuels…Rational Expectations and the Theory of Price Movements (1961)Pooling Cross Section and Time Series Data in the Estimation of a Dynamic Model: The Demand for Natural Gas (1966)A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’ (1981)Cross-country differences in the effects of oil shocks (2011)Global fossil energy markets and climate change mitigation – an analysis with REMIND (2013)Oil price elasticities and oil price fluctuations (2018)A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)A test for independence based on the correlation dimension (1996)Causality detection based on information-theoretic approaches in time series analysis (2007)Oil price shocks and stock market activities: Evidence from oil-importing and oil-exporting countries (2013)Wavelet-based test of co-movement and causality between oil and renewable energy stock prices (2016)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Generalized autoregressive conditional heteroskedasticity (1986)Testing for a Unit Root in Time Series Regression (1988)Spillover network of commodity uncertainties (2019)Intraday volatility transmission among precious metals, energy and stocks during the COVID-19 pandemic (2021)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)International comovement of stock market returns: A wavelet analysis (2009)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Revisiting the EKC hypothesis in an emerging market: an application of ARDL-based bounds and wavelet coherence approaches (2020)Time-varying co-movements between energy market and global financial markets: Implication for portfolio diversification and hedging strategies (2020)Impact of COVID-19 on the quantile connectedness between energy, metals and agriculture commodities (2022)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)The Farm‐Retail Price Spread in a Competitive Food Industry (1975)Futures Prices in Supply Analysis (1976)The Determinants of the Migration of Labor out of Agriculture in the United States, 1940–85 (1990)Anatomy of a crisis: the causes and consequences of surging food prices (2008)How to Understand High Food Prices (2010)Rethinking the global food crisis: The role of trade shocks (2010)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 2008A Note On Rising Food Prices1,100 cited
  • 2006A new statistic and practical guidelines for nonparametric Granger causality testing962 cited
  • 2002World crude oil and natural gas: a demand and supply model350 cited
  • 1965The Effects of Farm Price Supports on the Returns to Land and Labor in Agriculture200 cited

Cited by

  • 2019Time-frequency causality and connectedness between international prices of energy, food, industry, agriculture and metals188 cited
  • 2015How is Volatility in Commodity Markets Linked to Oil Price Shocks?182 cited
  • 2015The effect of global oil price shocks on China's agricultural commodities171 cited
  • 2012Correlations between biofuels and related commodities before and during the food crisis: A taxonomy perspective159 cited
  • 2021The realized volatility of commodity futures: Interconnectedness and determinants156 cited
  • 2019Exploring the time-frequency connectedness and network among crude oil and agriculture commodities V1

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

136 cited
  • 2013Time–frequency dynamics of biofuel–fuel–food system131 cited
  • 2015The relationship between agricultural commodity prices, crude oil prices and US dollar exchange rates: a panel VAR approach and causality analysis106 cited
  • 2013RECENT TRENDS IN SALMON PRICE VOLATILITY101 cited
  • 2020Heterogeneous dependence between crude oil price volatility and China’s agriculture commodity futures: Evidence from quantile-on-quantile regression100 cited
  • 2021Return and volatility transmission between oil price shocks and agricultural commodities96 cited
  • 2012Inside the Black Box: the Price Linkage and Transmission between Energy and Agricultural Markets95 cited
  • 2017On the link between oil and agricultural commodity prices: Do biofuels matter?92 cited
  • 2014Long‐run and Short‐run Co‐movements in Energy Prices and the Prices of Agricultural Feedstocks for Biofuel89 cited
  • 2019The impact of biofuels on food security81 cited
  • 2017Food versus fuel: An updated and expanded evidence73 cited