Despite the initial environmental and supply benefits associated with conventional biofuels
leading to substantial policy support, research has indicated that these benefits might have …

There are numerous empirical studies on the impact of speculation on commodity futures
markets. The papers strongly differ in terms of the focus variable (eg price, volatility, spill …

This study examines the effects of oil supply and global demand shocks on the volatility of
commodity prices in the metal and agricultural commodity markets using the SVAR model …

Commodity‐equity return co‐movements rose dramatically during the Great Recession. This
development took place following what has been dubbed the “financialization” of commodity …

Many African countries experienced social disorder and subsequent political instability as a
result of global commodity price inflation in 2007–2008, which reaffirmed the importance of …

In this study, we attempt to look into the cointegration and causal link of oil and food prices in
the sample countries that are both food importing and oil exporting economies. Yearly data …

The goal of this study is to examine the food and oil price nexus from January 1993 to
September 2020. To have a broader aspect, we decompose oil prices into demand and …

This paper uses a time-varying Granger causality test and time-varying parameter vector
autoregression with stochastic volatility model to analyze the effects of infectious disease …

While the causal relationship between different types of oil shocks and food prices in the US
and other developed countries has been extensively studied, the inter-dynamics between …

A recently developed testing procedure is used to detect and date‐stamp explosive
episodes (“bubbles”) in corn, soybean, and wheat futures markets during 2004–2013. We …