Co-movement of major energy, agricultural, and food commodity price returns: A time-series assessment
By F. Nicola, Pierangelo De Pace, M. Hernandez. 2016
163 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Renewable Energy, Sustainability and the Environment
View Paper: https://www.semanticscholar.org/paper/21e3493636b28354e86cb7e6a06c3c654ccf3603
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- Fotios Petropoulos
- Konstantinos Nikolopoulos
- Rob J Hyndman
- Nikolaos Kourentzes
- Vassilios Assimakopoulos
- Evangelos Spiliotis
- Spyros Makridakis
- Christoph Bergmeir
In Renewable Energy, Sustainability and the Environment
- Nikolaos Kourentzes
- Fotios Petropoulos
- M. Babai
- Stephan Kolassa
- Konstantinos Nikolopoulos
- A. Syntetos
- Spyros Makridakis
- Vassilios Assimakopoulos
Citations in the corpus
- Forecasting: theory and practice (2020, background): “de Nicola et al. (2016) examine the co-movement of energy and agricultural re-”
- Time-frequency contained co-movement of crude oil and world food prices: A wavelet-based analysis (2017, background): “…and corn-basedbiofuels, that in turn increase the demands of both feedstocks, i.e., corn and soybeans, and thereby boosts their prices (Cha and Bae, 2011; Chen et al., 2010; De Nicola et al., 2016; Mitchell, 2008; Natanelov et al., 2013; Obadi and Korcek, 2014; Saghaian, 2010; Tyner, 2010).”
- Exploring the time-frequency connectedness and network among crude oil and agriculture commodities V1 (2019, background): “More recently, De Nicola et al. (2016) employ monthly data over the period from 1970:01 to 2013:05 to investigate the time-varying properties of pairwise unconditional and conditional correlations between energy and agriculture commodity prices.”