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The Linkages between Crude Oil and Food Prices
16 references·1 citing·37 second hop
The Linkages between Crude Oil and Food Prices (2020)The Linkages between Crude Oil and Food P…Energy and Food Security: Linkages through Price Volatility (2019)Energy and Food Security: Lin…Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model (2018)Risk spillover between energy…Volatility linkages between energy and agricultural commodity prices (2015)Volatility linkages between e…Oil and food prices in Malaysia: a nonlinear ARDL analysis (2015)Oil and food prices in Malays…Do oil price increases cause higher food prices? (2014)Do oil price increases cause …Volatility spillover between oil and agricultural commodity markets (2012)Volatility spillover between …Do food and oil prices co-move? (2012)Do food and oil prices co-mov…World oil and agricultural commodity prices: Evidence from nonlinear causality (2011)World oil and agricultural co…Is there co-movement of agricultural commodities futures prices and crude oil? (2011)Is there co-movement of agric…World oil prices and agricultural commodity prices: Evidence from an emerging market (2010)World oil prices and agricult…How to Understand High Food Prices (2010)How to Understand High Food P…Food versus fuel: What do prices tell us? (2009)Food versus fuel: What do pri…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…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…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…On the interdependence between biofuel, fossil fuel and agricultural food prices: Evidence from quantile tests (2022)On the interdependence betwee…A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Book Review: Time Series Analysis: Forecasting and Control (1977)Bounds testing approaches to the analysis of level relationships (2001)Statistical analysis of cointegration vectors (1988)Testing for a Unit Root in Time Series Regression (1988)Biofuel-related price transmission literature: A review (2013)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)How does oil price volatility affect non-energy commodity markets? (2011)Impulse response analysis in nonlinear multivariate models (1996)Generalized impulse response analysis in linear multivariate models (1998)Understanding Crude Oil Prices (2008)Hedging emerging market stock prices with oil, gold, VIX, and bonds: A comparison between DCC, ADCC and GO-GARCH (2015)Oil prices and real estate investment trusts (REITs): Gradual-shift causality and volatility transmission analysis (2016)Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach (2021)Macroeconomics and Reality (1980)Comparing alternative tests of causality in temporal systems (1983)Oil price shocks and stock market activity (1999)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)What is an Oil Shock? (2000)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)Oil price, agricultural commodity prices, and the dollar: A panel cointegration and causality analysis (2011)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)Rethinking the global food crisis: The role of trade shocks (2010)Index Funds, Financialization, and Commodity Futures Markets (2011)The Excess Co-Movement of Commodity Prices (1990)Impact of Green financing, FinTech, and financial inclusion on energy efficiency (2021)Green bond as a new determinant of sustainable green financing, energy efficiency investment, and economic growth: a global perspective (2022)The role of technological progress and renewable energy deployment in green economic growth (2022)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Testing for Granger non-causality in heterogeneous panels (2012)
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing32,281 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root26,976 cited
  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods23,139 cited
  • 1983Oil and the Macroeconomy since World War II3,892 cited
  • 2010How to Understand High Food Prices738 cited
  • 2012Volatility spillover between oil and agricultural commodity markets539 cited
  • 2009Food versus fuel: What do prices tell us?463 cited
  • 2010World oil prices and agricultural commodity prices: Evidence from an emerging market333 cited
  • 2019Energy and Food Security: Linkages through Price Volatility306 cited
  • 2011World oil and agricultural commodity prices: Evidence from nonlinear causality304 cited
  • 2015Oil and food prices in Malaysia: a nonlinear ARDL analysis292 cited
  • 2018Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model278 cited
  • 2012Do food and oil prices co-move?263 cited
  • 2014Do oil price increases cause higher food prices?233 cited
  • 2015Volatility linkages between energy and agricultural commodity prices

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211 cited
  • 2011Is there co-movement of agricultural commodities futures prices and crude oil?202 cited
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    • 2022On the interdependence between biofuel, fossil fuel and agricultural food prices: Evidence from quantile tests47 cited