Harri, Ardian; Nalley, Lawton Lanier; Hudson, Darren - 2009
, thus, exchange rates are expected to influence the price of thoseproducts that are traded. At the same time, energy impacts … expectationof a linkage between energy and commodity markets. In this paper, we examinethe price relationship through time of the … primary agricultural commodities, exchange rates,and oil prices. Using overlapping time periods, we examine the cointegration …