In this article, an extensive review of the rapidly growing biofuel-related time-series literature
is carried out. The data used, the modeling techniques and the main findings of this literature …

With many studies highlighting the heterogeneous impact of the COVID-19 pandemic on
different commodity markets, this study provides evidence of quantile connectedness …

This study introduces a novel time-varying parameter vector autoregression (TVP-VAR)
based extended joint connectedness approach in order to characterize connectedness of 11 …

Unlike previous studies, we employ a relatively newer modelling technique—a time-varying
copula with a switching dependence—to characterise the conditional dependence between …

We investigate the joint and bivariate return and volatility interdependence between various
agricultural commodities and oil price shocks. As an alternative of the Diebold and Yilmaz …

This study analyzes the lead-lag relationship between the price indices of energy fuels and
each of food, industrial inputs, agriculture raw materials, metals and beverages in the time …

This paper examines spillover effects among markets of crude oil and ten major agricultural
commodities by employing the Diebold and Yılmaz (2009, 2012) spillover frameworks to …

The nature of our major global risks calls for sustainable innovations to decouple economic
growth from greenhouse gases emission. The development of sustainable technologies has …

This study explores the causalities between oil and agricultural commodity prices to
examine whether the vertical market integration model holds for global market. Considering …

The link between energy and agricultural markets have been studied extensively in the last
two decades. Nonetheless, the literature fails to consider the effects of geopolitical risks …