, besides observing his causality and direction. For so much, they were made the estacionariedade tests, Granger causality and …

price transmission and the causality. Results suggest: i)t for the US markets the evidence of market integration between … crude oil and US agri-commodity prices with non linear causality direction going from oil to agri-commodity prices; ii) the … integration between US and Italian agricultural markets, with no clear evidence of causality between oil and Italian …

, besides observing his causality and direction. For so much, they were made the estacionariedade tests, Granger causality and …

between both significant pairs increased remarkably during the food crisis of 2007/2008. Causality tests further show that …

causality relationship is much stronger when one market trades right after another. Although our results show violations of …. Instead, these strong causality relationships may be due to some unique characteristics of each of three currency markets …