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Asymmetric price volatility transmission between U.S. biofuel, corn, and oil markets
Saghaian, Sayed; Nemati, Mehdi; Walters, Cory; Chen, Bo - In: Journal of agricultural and resource economics : JARE ; … 43 (2018) 1, pp. 46-60
Persistent link: https://www.econbiz.de/10011833454
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Crude oil volatility transmission across food commodity markets : a multivariate BEKK-GARCH approach
Thenmozhi, M.; Maurya, Shipra - In: Journal of emerging market finance 20 (2021) 2, pp. 131-164
Persistent link: https://www.econbiz.de/10012592434
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Long-run trends or short-run fluctuations : what establishes the correlation between oil and food prices?
Krätschell, Karoline; Schmidt, Torsten - 2012
In this paper we use the frequency domain Granger causality test of Breitung/Candelon (2006) to analyse short- and long-run causality between energy prices and prices of food commodities. We find that the oil price Granger causes all the considered food prices. However, when controlling for...
Persistent link: https://www.econbiz.de/10009580087
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Oil price effects on land use competition : an empirical analysis
Diermeier, Matthias; Schmidt, Torsten - 2012
response functions. On the world aggregated level we reveal that the crude petroleum price only Granger causes the price of …
Persistent link: https://www.econbiz.de/10009580156
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Essays on the challenges of global land change science
Söder, Mareike - 2015
Persistent link: https://www.econbiz.de/10011308578
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Evolution of comovement between commodity futures : does biofuels matter?
Dedeoğlu, Dinçer - In: Theoretical and applied economics : GAER review 21 (2014) 6, pp. 37-50
Persistent link: https://www.econbiz.de/10011557866
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Long-Run Trends or Short-Run Fluctuations – What Establishes the Correlation between Oil and Food Prices?
Krätschell, Karoline - 2012
In this paper we use the frequency domain Granger causality test of Breitung/Candelon (2006) to analyse short and long-run causality between energy prices and prices of food commodities. We find that the oil price Granger causes all the considered food prices. However, when controlling for...
Persistent link: https://www.econbiz.de/10013102705
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Long-run waves or short-run fluctuations : what establishes the correlation between oil and food prices?
Krätschell, Karoline; Schmidt, Torsten - In: Applied economics 49 (2017) 54, pp. 5535-5546
Persistent link: https://www.econbiz.de/10011845195
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Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano; Chang, Chia-Lin; McAleer, Michael - In: International review of economics & finance : IREF 59 (2019), pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
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The price connection between palm oil and crude oil - fact or fluke?
Zschocke, Alexander - In: Issues of the European and international economy in the …, (pp. 303-320). 2017
Persistent link: https://www.econbiz.de/10011802656