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Examining the Impact of Energy Price Volatility on Commodity Prices from Energy Supply Chain Perspectives
16 references·0 citing·44 second hopsampled
Examining the Impact of Energy Price Volatility on Commodity Prices from Energy Supply Chain Perspectives (2022)Examining the Impact of Energy Price Vola…The causal relationship between energy consumption, energy prices and economic growth in Asian developing countries: A replication (2019)The causal relationship betwe…Do oil prices drive agricultural commodity prices? Further evidence in a global bio-energy context (2019)Do oil prices drive agricultu…New insights into the US stock market reactions to energy price shocks (2018)New insights into the US stoc…Do oil prices drive agricultural commodity prices? Evidence from South Africa (2016)Do oil prices drive agricultu…Volatility linkages between energy and agricultural commodity prices (2015)Volatility linkages between e…Energy prices and agricultural commodity prices: Testing correlation using copulas method (2015)Energy prices and agricultura…Do food and oil prices co-move? (2012)Do food and oil prices co-mov…The Impact of the Oil Sector on Commodity Prices: Correlation or Causation? (2010)The Impact of the Oil Sector …Oil spills on other commodities (2007)Oil spills on other commoditi…Classification and powerlaws: The logarithmic transformation (2006)Classification and powerlaws:…The asymmetry of the impact of oil price shocks on economic activities: An application of the multivariate threshold model (2005)The asymmetry of the impact o…Oil and the Macroeconomy Since the 1970s (2004)Oil and the Macroeconomy Sinc…Energy prices and aggregate economic activity: an interpretative survey (2002)Energy prices and aggregate e…Oil price shocks, stock market, economic activity and employment in Greece (2001)Oil price shocks, stock marke…The relationship between energy consumption, energy prices and economic growth: time series evidence from Asian developing countries (2000)The relationship between ener…Perfect Competition and the Effects of Energy Price Increases on Economic Activity (2000)Perfect Competition and the E…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Dynamic spillovers among major energy and cereal commodity prices (2014)Oil price shocks and agricultural commodity prices (2014)High-frequency volatility connectedness between the US crude oil market and China's agricultural commodity markets (2018)Irreversibility, Uncertainty, and Cyclical Investment (1980)Time to Build and Aggregate Fluctuations (1982)Oil and the Macroeconomy since World War II (1983)Oil Price Shocks and the Macroeconomy: What Has Been Learned Since 1996 (2004)Oil prices and economic activity: An asymmetric cointegration approach (2006)Examining carbon emissions economic growth nexus for India: A multivariate cointegration approach (2010)The Explanation of Productivity Change (1967)The Macroeconomic Effects of Oil Shocks: Why are the 2000s So Different from the 1970s? (2007)The Economic Effects of Energy Price Shocks (2008)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Statistical analysis of cointegration vectors (1988)Oil price shocks and stock markets in the U.S. and 13 European countries (2008)Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries (2011)Oil prices, exchange rates and emerging stock markets (2011)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Modelling oil price volatility (2007)Forecasting volatility of crude oil markets (2008)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Time-frequency contained co-movement of crude oil and world food prices: A wavelet-based analysis (2017)Hedge and safe haven properties during COVID-19: Evidence from Bitcoin and gold (2021)Forecasting: theory and practice (2022)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)A literature survey on energy–growth nexus (2009)Energy consumption, carbon emissions, and economic growth in China (2009)Economic growth, energy consumption, financial development, international trade and CO2 emissions in Indonesia (2013)Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK (1992)Numerical distribution functions of likelihood ratio tests for cointegration (1999)How is Volatility in Commodity Markets Linked to Oil Price Shocks? (2015)The Role of Monetary Policy (1995)Postwar U.S. Business Cycles: An Empirical Investigation (1997)What is an Oil Shock? (2000)Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)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)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Food price volatility (2010)Oil price, agricultural commodity prices, and the dollar: A panel cointegration and causality analysis (2011)Is gold a hedge or safe haven against oil price movements? (2013)
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References

  • 2000The relationship between energy consumption, energy prices and economic growth: time series evidence from Asian developing countries1,237 cited
  • 2004Oil and the Macroeconomy Since the 1970s1,137 cited
  • 2001Oil price shocks, stock market, economic activity and employment in Greece773 cited
  • 2002Energy prices and aggregate economic activity: an interpretative survey587 cited
  • 2007Oil spills on other commodities454 cited
  • 2000Perfect Competition and the Effects of Energy Price Increases on Economic Activity370 cited
  • 2005The asymmetry of the impact of oil price shocks on economic activities: An application of the multivariate threshold model295 cited
  • 2012Do food and oil prices co-move?263 cited
  • 2015Volatility linkages between energy and agricultural commodity prices211 cited
  • 2010The Impact of the Oil Sector on Commodity Prices: Correlation or Causation?206 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
  • 2015Energy prices and agricultural commodity prices: Testing correlation using copulas method145 cited
  • 2018New insights into the US stock market reactions to energy price shocks88 cited

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  • 2019The causal relationship between energy consumption, energy prices and economic growth in Asian developing countries: A replication74 cited
  • 2006Classification and powerlaws: The logarithmic transformation70 cited
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