Balcilar, Mehmet; Chang, Shinhye; Gupta, Rangan; … - Department of Economics, Faculty of Economic and … - 2014
This paper investigates causality between oil prices and the prices of agricultural commodities in South Africa. We use daily data covering the period April 19, 2005 to July 31, 2014 for oil prices and the prices of soya beans, wheat, sunflower and corn. The test for Granger causality in...