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

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References

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1990The Excess Co-Movement of Commodity Prices769 cited
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2004Oil Price Shocks and the Macroeconomy: What Has Been Learned Since 1996494 cited

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2007Oil spills on other commodities454 cited

Cited by

2015Impact of speculation and economic uncertainty on commodity markets175 cited
2016Do oil prices drive agricultural commodity prices? Evidence from South Africa170 cited
2019Do oil prices drive agricultural commodity prices? Further evidence in a global bio-energy context163 cited
2020Analysis of the impact of COVID-19 on the correlations between crude oil and agricultural futures158 cited
2019Exploring the time-frequency connectedness and network among crude oil and agriculture commodities V1136 cited
2017An Overview of Global Wheat Market Fundamentals in an Era of Climate Concerns126 cited
2013The Role of Financial Speculation in Driving the Price of Crude Oil107 cited
2009The third oil price surge – What’s different this time?105 cited
2015Dynamic convergence of commodity futures: Not all types of commodities are alike94 cited
2016Explaining commodity prices through asymmetric oil shocks: Evidence from nonlinear models94 cited
2017On the link between oil and agricultural commodity prices: Do biofuels matter?92 cited
2012Disentangling Corn Price Volatility: The Role of Global Demand, Speculation, and Energy91 cited
2016Commodity markets volatility transmission: Roles of risk perceptions and uncertainty in financial markets88 cited
2019Forecasting Realized Volatility of Agricultural Commodity Futures with Infinite Hidden Markov HAR Models84 cited
2019On the relation between global food and crude oil prices: An empirical investigation in a nonlinear framework80 cited
2020Copula-based local dependence among energy, agriculture and metal commodities markets78 cited