Taghizadeh-Hesary, Farhad; Rasoulinezhad, Ehsan; … - 2018
-VAR model in the case of eight Asian economies, namely Bangladesh, the PRC, Indonesia, India, Japan, Sri Lanka, Thailand, and … results of impulse response functions, agricultural food prices respond positively to any shock from oil prices. Furthermore …, the findings from variance decomposition reveal that shares of oil prices in agricultural food price volatilities are the …