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Volatility of international commodity prices in times of COVID-19: Effects of oil supply and global demand shocks
16 references·5 citing·42 second hop
Volatility of international commodity prices in times of COVID-19: Effects of oil supply and global demand shocks (2021)Volatility of international commodity pri…The socio-economic implications of the coronavirus pandemic (COVID-19): A review (2020)The socio-economic implicatio…Spillover of COVID-19: Impact on the Global Economy (2020)Spillover of COVID-19: Impact…Global Economic Effects of COVID-19 (2020)Global Economic Effects of CO…Fiscal Policy during a Pandemic (2020)Fiscal Policy during a Pandem…Coronavirus and Oil Price Crash (2020)Coronavirus and Oil Price Cra…Analysis of the impact of COVID-19 on the correlations between crude oil and agricultural futures (2020)Analysis of the impact of COV…Do oil prices drive agricultural commodity prices? Further evidence in a global bio-energy context (2019)Do oil prices drive agricultu…How is Volatility in Commodity Markets Linked to Oil Price Shocks? (2015)How is Volatility in Commodit…Oil price shocks and agricultural commodity prices (2014)Oil price shocks and agricult…Do oil price increases cause higher food prices? (2014)Do oil price increases cause …Is there co-movement of agricultural commodities futures prices and crude oil? (2011)Is there co-movement of agric…Interdependencies in the energy–bioenergy–food price systems: A cointegration analysis (2010)Interdependencies in the ener…Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Not All Oil Price Shocks Are …Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimator…Exploring Bitcoin dynamics against the backdrop of COVID-19: an investigation of major global events (2024)Exploring Bitcoin dynamics ag…A systematic review on price volatility in agriculture (2023)A systematic review on price …Effect of Structural Economic Vulnerability on the Participation in International Trade (2022)Effect of Structural Economic…The Connections between COVID-19 and the Energy Commodities Prices: Evidence through the Dynamic Time Warping Method (2021)The Connections between COVID…A Review of the Impact of External Shocks on Monetary Policy Effectiveness in Non-WAEMU Countries (2021)A Review of the Impact of Ext…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)Statistical analysis of cointegration vectors (1988)Bounds testing approaches to the analysis of level relationships (2001)Time Series Analysis: Forecasting and Control (1977)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Modelling oil price-inflation nexus: The role of asymmetries (2017)Dynamics of volatility spillover in commodity markets: Linking crude oil to agriculture (2019)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Trends and random walks in macroeconmic time series (1982)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Unit root tests in panel data: asymptotic and finite-sample properties (2002)A simple panel unit root test in the presence of cross‐section dependence (2007)Systematic Monetary Policy and the Effects of Oil Price Shocks (1997)What is an Oil Shock? (2000)The Economic Effects of Energy Price Shocks (2008)THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET* (2009)Oil prices, US stock return, and the dependence between their quantiles (2015)Inference in Linear Time Series Models with some Unit Roots (1990)THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL (2013)Inflation responses to commodity price shocks – How and why do countries differ? (2016)Does the volatility of commodity prices reflect macroeconomic uncertainty? (2017)Sticky Prices in the United States (1982)A model of unconventional monetary policy (2010)Measuring the Output Responses to Fiscal Policy (2012)The Determinants of Fiscal and Monetary Policies During the Covid-19 Crisis (2020)The Great Lockdown and the Big Stimulus: Tracing the Pandemic Possibility Frontier for the U.S. (2020)Financing firms in hibernation during the COVID-19 pandemic (2021)Infected Markets: Novel Coronavirus, Government Interventions, and Stock Return Volatility around the Globe (2020)Investigating the emerging COVID-19 research trends in the field of business and management: A bibliometric analysis approach (2020)COVID-19 pandemic digitization lessons for sustainable development of micro-and small- enterprises (2021)Impact of COVID-19 pandemic on mental health in the general population: A systematic review (2020)Impacts of the COVID-19 Pandemic on Life of Higher Education Students: A Global Perspective (2020)COVID-19 Vaccine Hesitancy Worldwide: A Concise Systematic Review of Vaccine Acceptance Rates (2021)Financial contagion during COVID–19 crisis (2020)Impacts of COVID-19 on Global Supply Chains: Facts and Perspectives (2020)International entrepreneurship in the post Covid world (2020)
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References

  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root26,976 cited
  • 1986Generalized autoregressive conditional heteroskedasticity23,378 cited
  • 1988Testing for a Unit Root in Time Series Regression19,420 cited
  • 2020The socio-economic implications of the coronavirus pandemic (COVID-19): A review6,745 cited
  • 2009Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market4,704 cited
  • 2020Spillover of COVID-19: Impact on the Global Economy1,403 cited
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  • 2014Oil price shocks and agricultural commodity prices251 cited
  • 2014Do oil price increases cause higher food prices?233 cited
  • 2011Is there co-movement of agricultural commodities futures prices and crude oil?202 cited
  • 2010Interdependencies in the energy–bioenergy–food price systems: A cointegration analysis195 cited
  • 2020Coronavirus and Oil Price Crash193 cited
  • 2015How is Volatility in Commodity Markets Linked to Oil Price Shocks?182 cited
  • 2019Do oil prices drive agricultural commodity prices? Further evidence in a global bio-energy context

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163 cited
  • 2020Analysis of the impact of COVID-19 on the correlations between crude oil and agricultural futures158 cited
  • Cited by

    • 2023A systematic review on price volatility in agriculture50 cited
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    • 2024Exploring Bitcoin dynamics against the backdrop of COVID-19: an investigation of major global events19 cited
    • 2022Effect of Structural Economic Vulnerability on the Participation in International Trade8 cited
    • 2021A Review of the Impact of External Shocks on Monetary Policy Effectiveness in Non-WAEMU Countries8 cited