Dynamic spillovers among major energy and cereal commodity prices

W Mensi, S Hammoudeh, DK Nguyen, SM Yoon - Energy Economics, 2014 - Elsevier
Over the past decade, the sharp increases in the prices of oil and agricultural commodities
have raised serious concerns about the heightened volatility of these markets and the …

Oil price shocks and agricultural commodity prices

Y Wang, C Wu, L Yang - Energy Economics, 2014 - Elsevier
While the impacts of oil price changes on agricultural commodity markets are of great
interest to economists, previous studies do not differentiate oil-specific shocks from …

Dutch disease effect of oil rents on agriculture value added in Middle East and North African (MENA) countries

N Apergis, G El-Montasser, E Sekyere, AN Ajmi… - Energy Economics, 2014 - Elsevier
This paper investigates the effect of oil rents on agriculture value added in oil producing
Middle East and North African (MENA) countries. Annual data from 1970 to 2011, panel …

The impacts of global oil price shocks on China׳ s fundamental industries

X Wang, C Zhang - Energy Policy, 2014 - Elsevier
This paper investigated the impacts of oil price shocks on China׳ s fundamental industries. In
order to analyze the reactions of different industries to oil price shocks, we focused on four …

Energy prices and the real exchange rate of commodity-exporting countries

M Dauvin - International Economics, 2014 - Elsevier
This paper investigates the relationship between energy prices and the real effective
exchange rate of commodity-exporting countries. We consider two sets of countries: 10 …

The linkage between oil and agricultural commodity prices in the light of the perceived global risk

G Gozgor, B Kablamaci - 2014 - mpra.ub.uni-muenchen.de
The paper examines a systematic interrelationship between the world oil and agricultural
commodity prices, taking the role of the USD and the perceived global market risks into …

Price transmission between biofuels, fuels, and food commodities

L Kristoufek, K Janda… - Biofuels, Bioproducts and …, 2014 - Wiley Online Library
For the biofuel markets and related commodities, we study their price transmission, which is
in fact equivalent to studying price cross‐elasticities. Importantly, we focus on the price …

US dollar exchange rate and food price dependence: Implications for portfolio risk management

JC Reboredo, M Ugando - The North American Journal of Economics and …, 2014 - Elsevier
This paper uses copulas to study the relationship between the US dollar (USD) exchange
rate and prices for food (corn, soybeans, wheat and rice). A number of different copula …

Causality and predictability in distribution: the ethanol–food price relation revisited

A Bastianin, M Galeotti, M Manera - Energy economics, 2014 - Elsevier
This paper examines the relationship between biofuels, field crops and cattle prices in the
US from a new perspective. We focus on predictability in distribution by asking whether …

[PDF][PDF] Are food prices affected by crude oil price: causality investigation

SM Obadi, M Korcek - Review of Integrative Business and …, 2014 - sibresearch.org
In the last couple of years food prices have registered significant and more sustainable
gains. Professional debate therefore has risen about this development and many of …