World oil and agricultural commodity prices: Evidence from nonlinear causality

By Ş. Nazlıoğlu. 2011

310 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/32858a6d26c532f6757f02bd5e71f02e0155b72c

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

Citations in the corpus

How is Volatility in Commodity Markets Linked to Oil Price Shocks (2016, background): “Nazlioglu et al. [2013] apply newly developed causality in the variance test on the period from 1986 to 2011.”
Biofuel-related price transmission literature: A review (2013, background): “…articles (Chen et al., 2010; Ciaian and Kancs, 2011a, 2011b; Cooke and Robles, 2009; Esmaeili and Shokoohi, 2010; Gilbert, 2010; Kristoufek et al., 2012a, 2012b; Natalenov et al., 2011; Nazlioglu, 2011; Nazlioglu and Soytas, 2011a; Rosa and Vasciaevo, 2012; Vacha et al., 2012; Yu et al., 2006).”
Dynamic spillovers among major energy and cereal commodity prices (2014, methodology): “…and agricultural commodity markets, using different datasets and various econometric methods (e.g., Chen et al., 2010; Serra, 2011; Du et al., 2011; Nazlioglu, 2011; Nazlioglu and Soytas, 2011; Ji and Fan, 2012; Hammoudeh et al., 2012; Mensi et al., 2013; Creti et al., 2013; Nazlioglu et al.,…”
Exploring the time-frequency connectedness and network among crude oil and agriculture commodities V1 (2019, background): “Other studies (i.e. Nazlioglu, 2011; Bildirici and Turkmen, 2015) investigate the non-linear causal relationship between oil and commodity prices at global levels and report non-linear feedback.”
Volatility spillover between oil and agricultural commodity markets (2013, background): “…traded primary commodities and found that the pass-through of crude oil 4 We refer interested readers to Nazlioglu and Soytas (2011), Nazlioglu (2011), Nazlioglu and Soytas (2012) for the literature reviews on the studies that examine price transmission between oil and agricultural…”
Time-frequency contained co-movement of crude oil and world food prices: A wavelet-based analysis (2017, methodology): “…been assessed using nonlinear versions of ARDL (Ibrahim, 2015; Rafiq and Bloch, 2016), cross-correlation (e.g., Liu, 2014), Granger causality (e.g., Nazlioglu, 2011), and vector error correction models (VECM) such as the asymmetric VECM, threshold VECM, smooth transition VECM, and Markovswitching…”