correction models are used to study the relationship between oil prices and prices of copper and maize. The commodity price data …

This paper investigates a perception in the political debates as to what extent poor countries are affected by price …

-run causality between energy prices and prices of food commodities. We find that the oil price Granger causes all the considered …

can explain short-run crude oil price dynamics, including those related with the COVID-19 pandemic and with the Russia … structural parameters of interest, such as supply and demand elasticises. Our model incorporates both the futures-spot price … spread to capture shocks to the real price of crude oil driven by changes in expectations and US inventories to describe …

This article contributes to the existing empirical literature by examining the spillovers across price inflation and … cocoa, barley, groundnut, maize, rice were net givers. We find a negative net spillover for price inflation, implying a net … positive spillover from commodity prices to price inflation. Based on these outcomes, several inherent policy implications for …

This paper features an analysis of the cointegration relationships among agricultural commodity, ethanol and Cushing … cointegration and Markov-switching VECM and Impulse Response Analysis, confirms that these markets have significant linkages which …