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Assessing the effect of oil price on world food prices: Application of principal component analysis
6 references·16 citing·47 second hop
Assessing the effect of oil price on world food prices: Application of principal component analysis (2010)Assessing the effect of oil price on worl…Modeling the relationship between the oil price and global food prices (2010)Modeling the relationship bet…Food versus fuel: What do prices tell us? (2009)Food versus fuel: What do pri…Understanding Crude Oil Prices (2008)Understanding Crude Oil PricesTesting for Common Trends (1988)Testing for Common TrendsCo-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…The Application of Electronic Computers to Factor Analysis (1960)The Application of Electronic…Return and volatility transmission between oil price shocks and agricultural commodities (2021)Return and volatility transmi…Bartering: Price-Setting Newsvendor Problem with Barter Exchange (2021)Bartering: Price-Setting News…Structure dependence between oil and agricultural commodities returns: The role of geopolitical risks (2020)Structure dependence between …Risk spillover effects from global crude oil market to China’s commodity sectors (2020)Risk spillover effects from g…Volatility spillover impact of world oil prices on leading Asian energy exporting and importing economies’ stock returns (2019)Volatility spillover impact o…Time-frequency causality and connectedness between international prices of energy, food, industry, agriculture and metals (2019)Time-frequency causality and …The dependence structure between crude oil futures prices and Chinese agricultural commodity futures prices: Measurement based on Markov-switching GRG copula (2019)The dependence structure betw…On the relation between global food and crude oil prices: An empirical investigation in a nonlinear framework (2019)On the relation between globa…Exploring the time-frequency connectedness and network among crude oil and agriculture commodities V1 (2019)Exploring the time-frequency …Agricultural Commodities and Crude Oil Prices: An Empirical Investigation of Their Relationship (2018)Agricultural Commodities and …Food versus fuel: An updated and expanded evidence (2017)Food versus fuel: An updated …An Overview of Global Wheat Market Fundamentals in an Era of Climate Concerns (2017)An Overview of Global Wheat M…Markets, Transportation Infrastructure, and Food Prices in Nepal (2016)Markets, Transportation Infra…Oil prices, biofuels production and food security: past trends and future challenges (2015)Oil prices, biofuels producti…How is Volatility in Commodity Markets Linked to Oil Price Shocks? (2015)How is Volatility in Commodit…The impact of global oil price shocks on China’s stock returns: Evidence from the ARJI(-ht)-EGARCH model (2011)The impact of global oil pric…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Testing for a Unit Root in Time Series Regression (1988)Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks (2003)Do food and oil prices co-move? (2012)Biofuel-related price transmission literature: A review (2013)Oil and food prices in Malaysia: a nonlinear ARDL analysis (2015)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Trends and random walks in macroeconmic time series (1982)A PANIC Attack on Unit Roots and Cointegration (2004)Analysis of Financial Time Series (2006)Introductory Econometrics for Finance (2008)The Economics of Exhaustible Resources (1931)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)What is an Oil Shock? (2000)Causes and Consequences of the Oil Shock of 2007-08 (2009)Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries (2011)Financialization of Commodity Markets (2013)The Cointegrated VAR Model: Methodology and Applications (2006)A Note On Rising Food Prices (2008)Anatomy of a crisis: the causes and consequences of surging food prices (2008)Biofuels versus food production: Does biofuels production increase food prices? (2010)World oil prices and agricultural commodity prices: Evidence from an emerging market (2010)Oil price, agricultural commodity prices, and the dollar: A panel cointegration and causality analysis (2011)Generalized autoregressive conditional heteroskedasticity (1986)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)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)The Economic Effects of Energy Price Shocks (2008)Index Investment and the Financialization of Commodities (2012)The time-varying effects of financial and geopolitical uncertainties on commodity market dynamics: A TVP-SVAR-SV analysis (2021)Food inflation and geopolitical risks: analyzing European regions amid the Russia-Ukraine war (2022)Critical metals in uncertainty: How Russia-Ukraine conflict drives their prices? (2023)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Bounds testing approaches to the analysis of level relationships (2001)The Scree Test For The Number Of Factors (1966)A Second Generation Little Jiffy (1970)Evaluating the use of exploratory factor analysis in psychological research. (1999)Dynamic dependence and risk connectedness among oil and stock markets: New evidence from time-frequency domain perspectives (2020)Analyzing the time-frequency connectedness among oil, gold prices and BRICS geopolitical risks (2021)Time-frequency spillovers and connectedness between precious metals, oil futures and financial markets: Hedge and safe haven implications (2022)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1960The Application of Electronic Computers to Factor Analysis12,390 cited
  • 1988Testing for Common Trends1,894 cited
  • 2008Understanding Crude Oil Prices1,270 cited
  • 2009Food versus fuel: What do prices tell us?463 cited
  • 2010Modeling the relationship between the oil price and global food prices295 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
  • 2019Exploring the time-frequency connectedness and network among crude oil and agriculture commodities V1136 cited
  • 2020Structure dependence between oil and agricultural commodities returns: The role of geopolitical risks128 cited
  • 2017An Overview of Global Wheat Market Fundamentals in an Era of Climate Concerns126 cited
  • 2011The impact of global oil price shocks on China’s stock returns: Evidence from the ARJI(-ht)-EGARCH model108 cited
  • 2020Risk spillover effects from global crude oil market to China’s commodity sectors97 cited
  • 2021Return and volatility transmission between oil price shocks and agricultural commodities

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96 cited
  • 2019On the relation between global food and crude oil prices: An empirical investigation in a nonlinear framework80 cited
  • 2019Volatility spillover impact of world oil prices on leading Asian energy exporting and importing economies’ stock returns76 cited
  • 2017Food versus fuel: An updated and expanded evidence73 cited
  • 2015Oil prices, biofuels production and food security: past trends and future challenges71 cited
  • 2018Agricultural Commodities and Crude Oil Prices: An Empirical Investigation of Their Relationship65 cited
  • 2016Markets, Transportation Infrastructure, and Food Prices in Nepal65 cited
  • 2019The dependence structure between crude oil futures prices and Chinese agricultural commodity futures prices: Measurement based on Markov-switching GRG copula63 cited
  • 2021Bartering: Price-Setting Newsvendor Problem with Barter Exchange18 cited