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Correlations between biofuels and related commodities before and during the food crisis: A taxonomy perspective
16 references·16 citing·44 second hopsampled
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References

  • 2006MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE*2,119 cited
  • 1999Hierarchical structure in financial markets2,073 cited
  • 2008A Note On Rising Food Prices1,100 cited
  • 2011Speculation and volatility spillover in the crude oil and agricultural commodity markets: A Bayesian analysis550 cited
  • 2011Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis498 cited
  • 2009Food versus fuel: What do prices tell us?463 cited
  • 2009Three bubbles and a panic: An explanatory review of recent food commodity price events461 cited
  • 2004Networks of equities in financial markets403 cited
  • 2012The Impact of Biofuels on Commodity Food Prices: Assessment of Findings308 cited
  • 2006Correlation based networks of equity returns sampled at different time horizons236 cited
  • 2010Nonlinearities in the U.S. corn-ethanol-oil-gasoline price system220 cited
  • 2011Volatility spillovers between food and energy markets: A semiparametric approach219 cited
  • 2010The Impact of the Oil Sector on Commodity Prices: Correlation or Causation?206 cited
  • 2005Correlation networks among currencies199 cited
  • 2010Interdependencies in the energy–bioenergy–food price systems: A cointegration analysis

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195 cited
  • 2002Dynamic asset trees and portfolio analysis193 cited
  • Cited by

    • 2021The realized volatility of commodity futures: Interconnectedness and determinants156 cited
    • 2019Exploring the time-frequency connectedness and network among crude oil and agriculture commodities V1136 cited
    • 2018Asymmetric risk spillovers between oil and agricultural commodities131 cited
    • 2013Time–frequency dynamics of biofuel–fuel–food system131 cited
    • 2022NETWORK ANALYSIS OF HOUSING PRICE COMOVEMENTS OF A HUNDRED CHINESE CITIES119 cited
    • 2016Co-movements between crude oil and food prices: A post-commodity boom perspective117 cited
    • 2012Non-parametric and parametric modeling of biodiesel, sunflower oil, and crude oil price relationships98 cited
    • 2017Interdependence between crude oil and world food prices: A detrended cross correlation analysis87 cited
    • 2021Network analysis of corn cash price comovements86 cited
    • 2021Commodity prices co-movements and financial stability: A multidimensional visibility nexus with climate conditions82 cited
    • 2022Network analysis of comovements among newly-built residential house price indices of seventy Chinese cities81 cited
    • 2017Food versus fuel: An updated and expanded evidence73 cited
    • 2015Oil prices, biofuels production and food security: past trends and future challenges71 cited
    • 2015Correlation structure and dynamics of international real estate securities markets: A network perspective70 cited
    • 2022Network Analysis of Price Comovements Among Corn Futures and Cash Prices69 cited
    • 2010Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model59 cited