This paper examines the roles of futures prices of crude oil, gasoline, ethanol, corn, soybeans and sugar in the energy-grain nexus. It also investigates the own- and cross-market impacts for lagged grain trading volume and open interest in the energy and grain markets. According to the results,...

This paper examines the roles of futures prices of crude oil, gasoline, ethanol, corn, soybeans and sugar in the energy-grain nexus. It also investigates the own- and cross-market impacts for lagged grain trading volume and open interest in the energy and grain markets. According to the results,...

This paper investigates the information transmission mechanism between world oil, gold, silver, dollar/euro exchange rate markets, and volatility index (VIX) accommodating for global risk perceptions. We find that there is a unique long run equilibrium relationship, where gold, silver, exchange...

We re-examine the relationship between disaggregate energy consumption and industrial output, as well as employment, in the United States using the autoregressive distributed lag (ARDL) approach developed by Pesaran and Pesaran [Pesaran, M.H., Pesaran, B., 1997. Working with Microfit 4.0. Camfit...

The causality relationship between energy consumption and income is a well-studied topic in energy economics. This paper studies the time series properties of energy consumption and GDP and reexamines the causality relationship between the two series in the top 10 emerging markets--excluding...