Oil price, agricultural commodity prices, and the dollar: A panel cointegration and causality analysis

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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, background): “…of Abbottetal (2008), Chen et al. (2010), Du et al. (2011), FAO (2008), Hanson et al. (1993), Ji and Fan (2012), Mitchell (2008), Nazlioglu et al. (2013) and Nazlioglu and Soytas (2012), which find strong evidence of volatility spillovers among crude oil and several agricultural commodity markets.”
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 prices.”