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Is there co-movement of agricultural commodities futures prices and crude oil?. (2011). McKenzie, Andrew M. ; Natanelov, Valeri ; Alam, Mohammad J. ; van Huylenbroeck, Guido.
In: Energy Policy.
RePEc:eee:enepol:v:39:y:2011:i:9:p:4971-4984.

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  3. Did biofuel production strengthen the comovements between food and fuel prices? Evidence from ethanol-related markets in the United States. (2023). Wang, Xiufang ; Guo, Jin ; Tanaka, Tetsuji.
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  4. Investigating the spillovers between energy, food, and agricultural commodity markets: New insights from the quantile coherency approach. (2023). ben Jabeur, Sami ; Asl, Mahdi Ghaemi ; Shahzad, Umer ; Khalfaoui, Rabeh.
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  5. Unveiling commodities-financial markets intersections from a bibliometric perspective. (2023). lucey, brian ; Paltrinieri, Andrea ; Karim, Sitara ; Khan, Muhammad Arif ; Mbarki, Imen.
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  6. Biofuel policies and their ripple effects: An analysis of vegetable oil price dynamics and global consumer responses. (2023). Tchoffo, Guillaume ; Hikouatcha, Prince ; Declerck, Francis ; Tedongap, Romeo.
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  7. Risk network of global energy markets. (2023). Uddin, Gazi ; Okhrin, Yarema ; Rahman, Md Lutfur ; Jayasekera, Ranadeva ; Yahya, Muhammad ; Luo, Tianqi.
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  8. The US-China trade war and the volatility linkages between energy and agricultural commodities. (2023). Poon, Wai-Ching ; Bouri, Elie ; Hasanov, Akram Shavkatovich ; Ling, Natalie Fang.
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  9. Does the substitution effect lead to feedback effect linkage between ethanol, crude oil, and soft agricultural commodities?. (2023). Rao, Sandeep ; Singh, Vipul Kumar ; Kumar, Pawan.
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  10. Stochastic ordering of systemic risk in commodity markets. (2023). Morelli, Giacomo.
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  13. Global Food Trade and the Costs of Non?Adoption of Genetic Engineering. (2022). Schaefer, K Aleks ; Nes, Kjersti ; Scheitrum, Daniel P.
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  18. Asymmetric cyclical connectedness on the commodity markets: Further insights from bull and bear markets. (2022). Ben Amar, Amine ; Goutte, Stephane ; Isleimeyyeh, Mohammad.
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  19. Rolling, recursive evolving and asymmetric causality between crude oil and gold prices: Evidence from an emerging market. (2022). Rajderkar, Nilay Pradeep ; Kennet, Joushita J ; Renganathan, Jayashree ; Ghate, Kshitish ; Mishra, Aswini Kumar.
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  20. Forecasting realized volatility of agricultural commodity futures with infinite Hidden Markov HAR models. (2022). Hou, Chenghan ; Ji, Qiang ; Klein, Tony ; Luo, Jiawen.
    In: International Journal of Forecasting.
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  21. Commodity markets dynamics: What do cross-commodities over different nearest-to-maturities tell us?. (2022). Ben Amar, Amine ; Goutte, Stephane ; Isleimeyyeh, Mohammad ; Benkraiem, Ramzi.
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  22. Energy security versus food security: An analysis of fuel ethanol- related markets using the spillover index and partial wavelet coherence approaches. (2022). Tanaka, Tetsuji ; Guo, Jin.
    In: Energy Economics.
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  23. Assessing the multiscale “meteor shower” effect from oil to the central and eastern European stock indices. (2021). Živkov, Dejan ; Peanac, Marko ; Balaban, Suzana.
    In: International Journal of Finance & Economics.
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  24. Using Artificial Neural networks and Optimal Scaling Model to Forecast Agriculture Commodity Price: An Ecological-economic Approach. (2021). Pi, Shih-Ming ; Forestal, Roberto Louis.
    In: Advances in Management and Applied Economics.
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  25. The Effect of Oil Price on China’s Grain Prices: a VAR model. (2021). Li, Jingye.
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  26. Structural Break and Causal Analyses of U.S. Corn Use for Ethanol and Other Corn Market Variables. (2021). , Johannes ; Kline, Keith L ; Oladosu, Gbadebo A.
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  28. Impact of COVID-19 outbreak on multi-scale asymmetric spillovers between food and oil prices. (2021). Cheng, Sheng ; Cao, Yan.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003731.

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  29. Economic policy uncertainty and dynamic spillover among precious metals under market conditions: Does COVID-19 have any effects?. (2021). Assaf, Ata ; Al-Shboul, Mohammed ; Mokni, Khaled.
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  30. Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach. (2021). Umar, Zaghum ; Gabauer, David ; Balcilar, Mehmet.
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  31. The dynamic linkages between food prices and oil prices. Does asymmetry matter?. (2021). Kroupis, Nikolaos ; Katrakilidis, Constantinos ; Karakotsios, Achillefs.
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  32. The dynamics of oil on China’s commodity sectors: What can we learn from a quantile perspective?. (2021). Wu, Bi-Bo.
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  33. Liquidity effects on price and return co-movements in commodity futures markets. (2021). Ding, Shusheng ; Zhang, Yongmin.
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  34. Relationships and portfolios between oil and Chinese stock sectors: A study based on wavelet denoising-higher moments perspective. (2021). Lu, Tuantuan ; Dai, Yimin ; Wei, YU ; Tang, Yong ; Zhu, Pengfei.
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  35. The effect of temperature anomaly and macroeconomic fundamentals on agricultural commodity futures returns. (2021). Uddin, Gazi ; Makkonen, Adam ; Cardia, Michel Ferreira ; Rahman, Md Lutfur ; Vallstrom, Daniel.
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    In: Working Papers.
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  41. Dynamics of biofuel prices on the European market: Impact of the EU environmental policy on the resources markets. (2020). Lantz, Frederic ; Indjehagopian, Jean-Pierre ; Declerck, Francis.
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  43. The Determinants of Risk Transmission between Oil and Agricultural Prices: An IPVAR Approach. (2020). Vo, Duc ; Ho, Chi ; Vu, Tan Ngoc ; Nguyen, Thang Cong.
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  44. Copula-based local dependence among energy, agriculture and metal commodities markets. (2020). Tiwari, Aviral ; Albulescu, Claudiu ; Ji, Qiang.
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  45. Magnitude and persistence of extreme risk spillovers in the global energy market: A high-dimensional left-tail interdependence perspective. (2020). Liu, Jiahao ; Lin, Renda ; Zhu, BO.
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  46. The impact of diesel price on upstream and downstream food prices: Evidence from São Paulo. (2020). Nunes, Rubens ; Zingbagba, Mark ; Fadairo, Muriel.
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  47. Excess co-movement of agricultural futures prices: Perspective from contagious investor sentiment. (2020). Huang, Jialiang ; Zhou, Liyun.
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  49. Analysis of the impact of COVID-19 on the correlations between crude oil and agricultural futures. (2020). Kim, Junseok ; Shao, Wei ; Wang, Jian.
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  50. Dynamics of biofuel prices on the European market: Impact of the EU environmental policy on the resources markets. (2020). Lantz, Frederic ; Indjehagopian, Jean-Pierre ; Declerck, Francis.
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  51. Copula-based local dependence between energy, agriculture and metal commodity markets. (2020). Tiwari, Aviral ; Albulescu, Claudiu ; Ji, Qiang.
    In: Papers.
    RePEc:arx:papers:2003.04007.

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  52. Volatility Spillovers between Crude Oil and Agricultural Commodity Markets since the Financial Crisis. (2019). Liu, Lihong ; Yang, Longguang ; Lu, Yaxian.
    In: Sustainability.
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  53. Modeling the Impact of Agricultural Shocks on Oil Price in the US: A New Approach. (2019). Vu, Tan ; Vo, Duc ; Ho, Chi ; Van, Loan Thi-Hong.
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  54. The relationship between fuel and food prices: Methods, outcomes, and lessons for commodity price risk management. (2019). Krištoufek, Ladislav ; Janda, Karel ; Kristoufek, Ladislav.
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  55. Comovement between commodity sectors. (2019). Chen, Ziyue ; Zhang, Hao ; Cai, Guixin.
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  56. Modelling the symmetric and asymmetric relationships between oil prices and those of corn, barley, and rapeseed oil. (2019). al Refai, Hisham ; Eissa, Mohamad Abdelaziz.
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  57. Can agricultural commodity prices predict Nigerias inflation?. (2019). Salisu, Afees ; Chiemeke, Charles C ; Tule, Moses K.
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  58. Do oil prices drive agricultural commodity prices? Further evidence in a global bio-energy context. (2019). Tao, Ran ; Wang, Xiao-Qing ; Su, Chi Wei ; Oana-Ramona, Lobon.
    In: Energy.
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  59. Modelling the return and volatility spillovers of crude oil and food prices in Nigeria. (2019). fasanya, Ismail ; Akinbowale, Seun.
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  60. Energy and Food Security: Linkages through Price Volatility. (2019). Yoshino, Naoyuki ; Rasoulinezhad, Ehsan ; Taghizadeh-Hesary, Farhad.
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  61. Exploring the time-frequency connectedness and network among crude oil and agriculture commodities V1. (2019). Tiwari, Aviral ; Albulescu, Claudiu ; Yoon, Seong-Min ; Kang, Sang Hoon.
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  62. Food versus fuel: An updated and expanded evidence. (2019). Krištoufek, Ladislav ; Janda, Karel ; Zilberman, David ; Kristoufek, Ladislav ; Filip, Ondrej.
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  63. On the relation between global food and crude oil prices: An empirical investigation in a nonlinear framework. (2019). Cao, Yan ; Cheng, Sheng.
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  64. A key determinant of commodity price Co-movement: The role of daily market liquidity. (2019). Scheffel, Eric M ; Ding, Shusheng ; Zhang, Yongmin.
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  65. The Relationship Between Fuel and Food Prices: Methods and Outcomes. (2019). Krištoufek, Ladislav ; Janda, Karel ; Kritoufek, Ladislav.
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  66. Hedging systematic risk in the commodity market with a regime‐switching multivariate rotated generalized autoregressive conditional heteroskedasticity model. (2018). Lee, Hsiangtai ; Lien, Donald ; Sheu, Herjiun.
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  67. Global Macroeconomic Determinants of the Domestic Commodity Derivatives. (2018). Bayramoglu, Mehmet Fatih ; Basarir, Cagatay .
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  68. Volatility Linkages between Energy and Food Prices: Case of Selected Asian Countries. (2018). Yoshino, Naoyuki ; TAGHIZADEH-HESARY, Farhad ; Rasoulinezhad, Ehsan.
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  71. Volatility Linkages between Agricultural Commodity Prices, Oil Prices and Real USD Exchange Rate || Vínculos de volatilidad entre precios de productos agrícolas, precios del petróleo y tipo de camb. (2018). BENBOUZIANE, Mohamed ; Guellil, Mohammed Seghir .
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  72. Agricultural Commodities and Crude Oil Prices: An Empirical Investigation of Their Relationship. (2018). Karanikola, Paraskevi ; Arabatzis, Garyfallos ; Zafeiriou, Eleni ; Tsiantikoudis, Stavros ; Tampakis, Stilianos.
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  73. Is food financialized? Yes, but only when liquidity is abundant. (2018). Oran, Adil ; Soytas, Ugur ; Ordu, Beyza Mina.
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  74. Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model. (2018). Ji, Qiang ; Bouri, Elie ; Hussain, Syed Jawad ; Roubaud, David.
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  75. Does Agricultural Commodity Price Co-move with Oil Price in the Time-Frequency Space? Evidence from the Republic of Korea. (2018). Meng, Xiangcai .
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  77. Does Inflation Cause Gold Market Price Changes? Evidence on the G7 Countries from the Tests of Nonparametric Quantile Causality in Mean and Variance. (2017). Shahbaz, Muhammad ; Ozdemir, Zeynel ; Balcilar, Mehmet ; Gunes, Serkan .
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  78. Does Inflation Cause Gold Prices? Evidence from G7 Countries. (2017). Shahbaz, Muhammad ; Ozdemir, Zeynel ; Balcilar, Mehmet ; Gunes, Serkan .
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  79. The synchronized and exceptional price performance of oil and gold: Explanations and prospects. (2017). Aguilera, Roberto F ; Radetzki, Marian.
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  17. The role of fluctuating modes of autocorrelation in crude oil prices. (2014). An, Haizhong ; Ding, Yinghui ; Huang, Xuan ; Gao, Xiangyun ; Fang, Wei.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:393:y:2014:i:c:p:382-390.

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  18. Features and evolution of international crude oil trade relationships: A trading-based network analysis. (2014). An, Haizhong ; Chen, Yurong ; Gao, Xiangyun ; Zhong, Weiqiong ; Li, Huajiao.
    In: Energy.
    RePEc:eee:energy:v:74:y:2014:i:c:p:254-259.

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  19. Predicting oil price movements: A dynamic Artificial Neural Network approach. (2014). Jamasb, Tooraj ; Godarzi, Ali Abbasi ; Amiri, Rohollah Madadi ; Talaei, Alireza .
    In: Energy Policy.
    RePEc:eee:enepol:v:68:y:2014:i:c:p:371-382.

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  20. Crude oil–corn–ethanol – nexus: A contextual approach. (2013). McKenzie, Andrew M. ; Natanelov, Valeri ; van Huylenbroeck, Guido.
    In: Energy Policy.
    RePEc:eee:enepol:v:63:y:2013:i:c:p:504-513.

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  21. Testing for nonlinearity and chaos in economic time series with noise titration. (2013). Caraiani, Petre.
    In: Economics Letters.
    RePEc:eee:ecolet:v:120:y:2013:i:2:p:192-194.

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  22. Volatility Spillovers and Nonlinear Dynamics between Jet Fuel Prices and Air Carrier Revenue Passenger Miles in the US. (2013). Adrangi, Bahram ; Gritta, Richard D. ; Raffiee, Kambiz .
    In: Review of Economics & Finance.
    RePEc:bap:journl:130301.

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  23. Forecasting volatility of fuel oil futures in China: GARCH-type, SV or realized volatility models?. (2012). Wei, YU.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:391:y:2012:i:22:p:5546-5556.

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  24. A Monte Carlo simulation to the performance of the R/S and V/S methods—Statistical revisit and real world application. (2012). He, Ling-Yun ; Qian, Wen-Bin .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:391:y:2012:i:14:p:3770-3782.

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  25. Forecasting energy market volatility using GARCH models: Can multivariate models beat univariate models?. (2012). Wang, Yudong ; Wu, Chongfeng.
    In: Energy Economics.
    RePEc:eee:eneeco:v:34:y:2012:i:6:p:2167-2181.

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  26. Energy prices and exchange rates of the U.S. dollar: Further evidence from linear and nonlinear causality analysis. (2012). Wang, Yudong ; Wu, Chongfeng.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:6:p:2289-2297.

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  27. Chaotic Time Series Analysis in Economics: Balance and Perspectives. (2011). Faggini, Marisa.
    In: Working papers.
    RePEc:tur:wpaper:25.

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  28. Is there co-movement of agricultural commodities futures prices and crude oil?. (2011). McKenzie, Andrew M. ; Natanelov, Valeri ; Alam, Mohammad J. ; van Huylenbroeck, Guido.
    In: Energy Policy.
    RePEc:eee:enepol:v:39:y:2011:i:9:p:4971-4984.

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  29. Can GARCH-class models capture long memory in WTI crude oil markets?. (2011). Wang, Yudong ; Wu, Chongfeng ; Wei, YU.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:3:p:921-927.

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  30. Exchange Rates and Inflation Rates: Exploring Nonlinear Relationships. (2011). Adrangi, Bahram ; Allender, Mary E. ; Raffiee, Kambiz .
    In: Review of Economics & Finance.
    RePEc:bap:journl:110201.

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  31. Is There Co-Movement of Agricultural Commodities Futures Prices and Crude Oil?. (2011). McKenzie, Andrew M. ; Natanelov, Valeri ; Alam, Mohammad J. ; van Huylenbroeck, Guido.
    In: 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland.
    RePEc:ags:eaae11:114626.

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  32. Is Price Behavior Scaling and Multiscaling in a Dealer Market? Perspectives from Multi-Agent Based Experiments. (2010). He, Ling-Yun.
    In: Computational Economics.
    RePEc:kap:compec:v:36:y:2010:i:3:p:263-282.

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  33. Wavelet domain correlation between the futures prices of natural gas and oil. (2010). Li, H. C. ; Tonn, Victor Lux ; McCarthy, Joseph .
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:50:y:2010:i:4:p:408-414.

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  34. Multifractal spectrum analysis of nonlinear dynamical mechanisms in China’s agricultural futures markets. (2010). He, Ling-Yun ; Chen, Shu-Peng .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:389:y:2010:i:7:p:1434-1444.

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  35. Are developed and emerging agricultural futures markets multifractal? A comparative perspective. (2010). He, Ling-Yun ; Chen, Shu-Peng .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:389:y:2010:i:18:p:3828-3836.

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  36. Are crude oil markets multifractal? Evidence from MF-DFA and MF-SSA perspectives. (2010). He, Ling-Yun ; Chen, Shu-Peng .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:389:y:2010:i:16:p:3218-3229.

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  37. Multifractal analysis on international crude oil markets based on the multifractal detrended fluctuation analysis. (2010). Wang, Yudong ; Chen, Hongtao ; Gu, Rongbao .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:389:y:2010:i:14:p:2805-2815.

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  38. Forecasting crude oil market volatility: Further evidence using GARCH-class models. (2010). Wang, Yudong ; Huang, Dengshi ; Wei, YU.
    In: Energy Economics.
    RePEc:eee:eneeco:v:32:y:2010:i:6:p:1477-1484.

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  39. A novel algorithm for prediction of crude oil price variation based on soft computing. (2009). Ghaffari, Ali ; Zare, Samaneh .
    In: Energy Economics.
    RePEc:eee:eneeco:v:31:y:2009:i:4:p:531-536.

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  40. Impact of speculators expectations of returns and time scales of investment on crude oil price behaviors. (2009). Wei, Yi-Ming ; He, Ling-Yun ; Fan, Ying.
    In: Energy Economics.
    RePEc:eee:eneeco:v:31:y:2009:i:1:p:77-84.

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  41. Forecasting volatility of crude oil markets. (2009). Yoon, Seong-Min ; Kang, Sang-Mok.
    In: Energy Economics.
    RePEc:eee:eneeco:v:31:y:2009:i:1:p:119-125.

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  42. Short-term predictability of crude oil markets: A detrended fluctuation analysis approach. (2008). Rodriguez, Eduardo ; Alvarez-Ramirez, Jose .
    In: Energy Economics.
    RePEc:eee:eneeco:v:30:y:2008:i:5:p:2645-2656.

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  43. Can the dynamics of the term structure of petroleum futures be forecasted? Evidence from major markets. (2008). Skiadopoulos, George ; Chantziara, Thalia.
    In: Energy Economics.
    RePEc:eee:eneeco:v:30:y:2008:i:3:p:962-985.

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  44. A generalized pattern matching approach for multi-step prediction of crude oil price. (2008). Wei, Yi-Ming ; Liang, Qiang ; Fan, Ying.
    In: Energy Economics.
    RePEc:eee:eneeco:v:30:y:2008:i:3:p:889-904.

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  45. Are the crude oil markets becoming weakly efficient over time? A test for time-varying long-range dependence in prices and volatility. (2007). Tabak, Benjamin ; Cajueiro, Daniel.
    In: Energy Economics.
    RePEc:eee:eneeco:v:29:y:2007:i:1:p:28-36.

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  46. Modeling dynamic conditional correlations in WTI oil forward and futures returns. (2006). McAleer, Michael ; Manera, Matteo ; Lanza, Alessandro.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:3:y:2006:i:2:p:114-132.

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  47. Empirical asset return distributions: is chaos the culprit?. (2004). Muckley, Cal.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:11:y:2004:i:2:p:81-86.

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  48. Oil Price Volatility and Stock Price Fluctuations in an Emerging Market: Evidence from South Korea. (2003). Rumi, MASIH ; Sanjay, PETERS .
    In: EcoMod2003.
    RePEc:ekd:003307:330700096.

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  49. Maturity Effects in Futures Markets: Evidence from Eleven Financial Futures Markets. (2003). Akin, Rita Madarassy .
    In: Santa Cruz Department of Economics, Working Paper Series.
    RePEc:cdl:ucscec:qt1n04g31b.

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  50. Maturity Effects in Futures Markets: Evidence from Eleven Financial Futures Markets. (2003). Akin, Rita Madarassy .
    In: Santa Cruz Center for International Economics, Working Paper Series.
    RePEc:cdl:scciec:qt1n04g31b.

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