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Oil price shocks and agricultural commodity prices
16 references·16 citing·39 second hopsampled
Oil price shocks and agricultural commodity prices (2014)Oil price shocks and agricultural commodi…THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL (2013)THE ROLE OF INVENTORIES AND S…THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET* (2009)THE IMPACT OF OIL PRICE SHOCK…Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Not All Oil Price Shocks Are …Understanding Crude Oil Prices (2008)Understanding Crude Oil PricesExogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy? (2008)Exogenous Oil Supply Shocks: …A Note On Rising Food Prices (2008)A Note On Rising Food PricesApplied Time Series Econometrics (2004)Applied Time Series Econometr…Residual-based tests for cointegration in models with regime shifts (1996)Residual-based tests for coin…Automatic Lag Selection in Covariance Matrix Estimation (1994)Automatic Lag Selection in Co…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Forecasting and testing in co-integrated systems (1987)Forecasting and testing in co…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Oil and the Macroeconomy since World War II (1983)Oil and the Macroeconomy sinc…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Oil price shocks and the return and volatility spillover between industrial and precious metals (2021)Oil price shocks and the retu…Dynamic volatility spillover effects between oil and agricultural products (2020)Dynamic volatility spillover …Temporal and spectral dependence between crude oil and agricultural commodities: A wavelet-based copula approach (2019)Temporal and spectral depende…Spillover network of commodity uncertainties (2019)Spillover network of commodit…Period specific volatility spillover based connectedness between oil and other commodity prices and their portfolio implications (2019)Period specific volatility sp…Exploring the time-frequency connectedness and network among crude oil and agriculture commodities V1 (2019)Exploring the time-frequency …Dynamics of volatility spillover in commodity markets: Linking crude oil to agriculture (2019)Dynamics of volatility spillo…The time-varying linkages between global oil market and China's commodity sectors: Evidence from DCC-GJR-GARCH analyses (2018)The time-varying linkages bet…Modelling oil price-inflation nexus: The role of asymmetries (2017)Modelling oil price-inflation…How does investor attention affect international crude oil prices? (2017)How does investor attention a…Dynamic relationship of oil price shocks and country risks (2017)Dynamic relationship of oil p…Impacts of OPEC's political risk on the international crude oil prices: An empirical analysis based on the SVAR models (2016)Impacts of OPEC's political r…Co-movements between crude oil and food prices: A post-commodity boom perspective (2016)Co-movements between crude oi…The effect of global oil price shocks on China's agricultural commodities (2015)The effect of global oil pric…Oil Price Volatility Forecast with Mixture Memory GARCH (2015)Oil Price Volatility Forecast…How is Volatility in Commodity Markets Linked to Oil Price Shocks? (2015)How is Volatility in Commodit…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests for panel data (2001)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Statistical analysis of cointegration vectors (1988)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Further evidence on breaking trend functions in macroeconomic variables (1997)The saving and investment nexus for China: evidence from cointegration tests (2005)Introductory Econometrics for Finance (2008)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Bounds testing approaches to the analysis of level relationships (2001)Time Series Analysis: Forecasting and Control (1977)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Macroeconomics and Reality (1980)Comparing alternative tests of causality in temporal systems (1983)This is what happened to the oil price-macroeconomy relationship (1996)Oil price shocks and stock market activity (1999)What is an Oil Shock? (2000)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Trends and random walks in macroeconmic time series (1982)Unit root tests in panel data: asymptotic and finite-sample properties (2002)A simple panel unit root test in the presence of cross‐section dependence (2007)Atheoretical macroeconometrics: A critique (1985)Systematic Monetary Policy and the Effects of Oil Price Shocks (1997)Oil prices, US stock return, and the dependence between their quantiles (2015)MONEY, INCOME, AND CAUSALITY (1972)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Individualism and Momentum around the World (2010)Sentiment During Recessions (2012)Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Critical Values for Cointegration Tests (2010)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 2009Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market4,637 cited
  • 1983Oil and the Macroeconomy since World War II3,823 cited
  • 1994Automatic Lag Selection in Covariance Matrix Estimation3,242 cited
  • 1996Residual-based tests for cointegration in models with regime shifts2,521 cited
  • 1987Forecasting and testing in co-integrated systems1,896 cited
  • 2009THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET*1,837 cited
  • 2013THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL1,439 cited
  • 2008Understanding Crude Oil Prices1,270 cited
  • 2004Applied Time Series Econometrics1,200 cited
  • 2008A Note On Rising Food Prices1,100 cited

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  • 2008Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy?926 cited
  • Cited by

    • 2017Modelling oil price-inflation nexus: The role of asymmetries200 cited
    • 2019Dynamics of volatility spillover in commodity markets: Linking crude oil to agriculture184 cited
    • 2015How is Volatility in Commodity Markets Linked to Oil Price Shocks?182 cited
    • 2019Spillover network of commodity uncertainties178 cited
    • 2015The effect of global oil price shocks on China's agricultural commodities171 cited
    • 2016Impacts of OPEC's political risk on the international crude oil prices: An empirical analysis based on the SVAR models155 cited
    • 2017Dynamic relationship of oil price shocks and country risks143 cited
    • 2019Exploring the time-frequency connectedness and network among crude oil and agriculture commodities V1136 cited
    • 2021Oil price shocks and the return and volatility spillover between industrial and precious metals124 cited
    • 2019Temporal and spectral dependence between crude oil and agricultural commodities: A wavelet-based copula approach120 cited
    • 2016Co-movements between crude oil and food prices: A post-commodity boom perspective117 cited
    • 2015Oil Price Volatility Forecast with Mixture Memory GARCH114 cited
    • 2018The time-varying linkages between global oil market and China's commodity sectors: Evidence from DCC-GJR-GARCH analyses112 cited
    • 2020Dynamic volatility spillover effects between oil and agricultural products108 cited
    • 2019Period specific volatility spillover based connectedness between oil and other commodity prices and their portfolio implications107 cited
    • 2017How does investor attention affect international crude oil prices?102 cited