Add to ORKGThe objective of the paper is to analyse causality between prices of corn, crude oil and ethanol. The analysis conducted in this paper is a dynamic one, and the data used consist of weekly futures prices of crude oil, corn, and ethanol from January 5, 2007 till April 11, 2014. The assessment of causal links between prices of corn, crude oil and ethanol is carried out with the use of rolling regression applied to augmented-VAR framework proposed by Toda and Yamamoto (1995). The application of the rolling regression procedures into the modified Wald (MWALD) causality test allows for the investigation of the persistence of stability in causal relations between analysed prices. The results obtained indicate that the linkages between energy pric...
This paper investigates the daily volatility spillovers between crude oil prices and a select group ...
The paper examines a systematic interrelationship between the world oil and agricultural commodity p...
Using a regular vine copula approach, this paper analyzes the dependence structure and tail dependen...
This paper focuses on the better estimation of the correlation between oil and corn with Realized Be...
The food-energy nexus has attracted great attention from policymakers, practitioners and academia s...
The food-energy nexus has attracted great attention from policymakers, practitioners and academia s...
This paper studies the relationship between the agricultural, energy, and derivatives markets. This ...
The purpose of this paper is to investigate the relationships between crude oil futures and agricult...
The aim of this paper is to analyze the cross-market interactions between crude oil prices and wheat...
This paper features an analysis of the cointegration relationships among agricultural commodity, eth...
Within the last few decades, the extended use of biodiesel and bioethanol has established interlinka...
The interconnections of agriculture and energy markets have increased through the rise in the new bi...
This paper examines the roles of futures prices of crude oil, gasoline, ethanol, corn, soybeans and ...
This paper offers a holistic study on the complex relationships between crude oil, corn and ethanol ...
Abstract This paper investigates the dynamic linkages between the prices of crude oil, biofu...
This paper investigates the daily volatility spillovers between crude oil prices and a select group ...
The paper examines a systematic interrelationship between the world oil and agricultural commodity p...
Using a regular vine copula approach, this paper analyzes the dependence structure and tail dependen...
This paper focuses on the better estimation of the correlation between oil and corn with Realized Be...
The food-energy nexus has attracted great attention from policymakers, practitioners and academia s...
The food-energy nexus has attracted great attention from policymakers, practitioners and academia s...
This paper studies the relationship between the agricultural, energy, and derivatives markets. This ...
The purpose of this paper is to investigate the relationships between crude oil futures and agricult...
The aim of this paper is to analyze the cross-market interactions between crude oil prices and wheat...
This paper features an analysis of the cointegration relationships among agricultural commodity, eth...
Within the last few decades, the extended use of biodiesel and bioethanol has established interlinka...
The interconnections of agriculture and energy markets have increased through the rise in the new bi...
This paper examines the roles of futures prices of crude oil, gasoline, ethanol, corn, soybeans and ...
This paper offers a holistic study on the complex relationships between crude oil, corn and ethanol ...
Abstract This paper investigates the dynamic linkages between the prices of crude oil, biofu...
This paper investigates the daily volatility spillovers between crude oil prices and a select group ...
The paper examines a systematic interrelationship between the world oil and agricultural commodity p...
Using a regular vine copula approach, this paper analyzes the dependence structure and tail dependen...