Wang, Yumeng; Zhao, Shuoli; Yang, Zhihai; Liu, Donald J. - Agricultural and Applied Economics Association - AAEA - 2014
This study investigates the causal relationship between the prices of rice, crude oil, wheat, corn and soybean in China, using monthly price data over the period of January 1998 to December 2013. Employing an autoregressive distributed lag (ARDL) bounds test, we explore the cointegration...