Year: 2018
Author: Katrakilidis, Constantinos, Kourti, Kalomoira, Athanasenas, Athanasios
Applied Economics Quarterly, Vol. 64 (2018), Iss. 2 : pp. 115–126
Abstract
Abstract
This paper investigates the dynamic linkages between the prices of crude oil, biofuels and agricultural commodities. The analysis uses monthly data for crude oil, corn, sugar, ethanol, biodiesel and the general food price index and covers the period 1960 –2013. In the context of the empirical analysis, we apply the ARDL approach to cointegration, in conjunction with Granger causality tests. The results reveal strong dependencies between the examined sectors in both the long and short run time horizon.
JEL classifications: C22, C52, Q11, Q42, Q43
Keywords: ARDL Cointegration, Agricultural Commodities, Biofuels, Crude Oil
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/10.3790/aeq.64.2.115
Applied Economics Quarterly, Vol. 64 (2018), Iss. 2 : pp. 115–126
Published online: 2018-03
AMS Subject Headings: Duncker & Humblot
Copyright: COPYRIGHT: © Global Science Press
Pages: 12
Author Details
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The Analysis of Causality and Risk Spillover between Crude Oil and China’s Agricultural Futures
Jiang, Wei
Gao, Ruijie
Lu, Chao
International Journal of Environmental Research and Public Health, Vol. 19 (2022), Iss. 17 P.10593
https://doi.org/10.3390/ijerph191710593 [Citations: 1]
| Section Title | Page | Action | Price |
|---|---|---|---|
| Constantinos Katrakilidis / Kalomoira Kourti / Athanasios Athanasenas: The Dynamic Linkages Between Energy, Biofuels and Agricultural Commodities’ Prices | 1 | ||
| Abstract | 1 | ||
| 1. Introduction | 1 | ||
| 2. Literature Review | 3 | ||
| 3. Data and Empirical Results | 5 | ||
| 3.1 Data | 5 | ||
| 3.2 Empirical Results | 6 | ||
| 4. Summary and Conclusions | 1 | ||
| References | 1 |