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Is there co-movement of agricultural commodities futures prices and crude oil? · Study

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ArticleIs there co-movement of agricultural commodities futures prices and crude oil?

Valéri Natanelov2011

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Articlegreen2011

Is there co-movement of agricultural commodities futures prices and crude oil?

Valéri Natanelov · Mohammad Jahangir Alam · Andrew M. McKenzie · Guido Van Huylenbroeck

202 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

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1988Statistical analysis of cointegration vectors 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY 1994Automatic Lag Selection in Covariance Matrix Estimation 1996Numerical distribution functions for unit root and cointegration tests 2008Understanding Crude Oil Prices 2009Causes and Consequences of the Oil Shock of 2007-08 1996Energy shocks and financial markets

Cited by

2015Impact of speculation and economic uncertainty on commodity markets 2016Do 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 2020Analysis of the impact of COVID-19 on the correlations between crude oil and agricultural futures 2019Exploring the time-frequency connectedness and network among crude oil and agriculture commodities V1

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Year2011

Typearticle

Published2011-07-04

VenueEnergy Policy

ISSN-L0301-4215

Languageen

Citations202

Files0 public / 0

ShelfMarket Dynamics and Volatility

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doi10.1016/j.enpol.2011.06.016

openalex_workW2150867641

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