Examining the Evolving Correspondence Between Petroleum Prices and Agricultural Commodity Prices

By J. Campiche, Henry L. Bryant, James W. Richardson, Joe L. Outlaw. 2007

149 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Renewable Energy, Sustainability and the Environment

View Paper: https://www.semanticscholar.org/paper/4cc7c7576c03260c74ff0b40050e77c07e0ad31e

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In Economics and Econometrics

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Citations in the corpus

The Relationship between Oil, Exchange Rates, and Commodity Prices (2009, unknown): “Campiche et al. (2007) examined the covariability between crude oil prices and corn, sorghum, sugar, soybeans, soybean oil, and palm oil prices from 2003 to 2007 using a vector error correction model.”
Volatility Spillovers in U.S. Crude Oil, Ethanol, and Corn Futures Markets (2012, methodology): “As identified by Carchano and Pardo (2009), there is no established method to account for the rollover effect when creating a continuous price level series.”
Volatility spillover between oil and agricultural commodity markets (2013, background): “Regarding the oil price-agricultural commodity prices nexus, it has now been argued that agricultural commodity prices are not responsive to the oil prices until 2006 (Campiche et al., 2007).”
How is Volatility in Commodity Markets Linked to Oil Price Shocks (2016, methodology): “Among studies related to the agriculture-oil nexus, Campiche et al. [2007] apply a Johansen cointegration test during the 2003-2007 period, and reveal no cointegration between agricultures and oil during the 2003-2005 period, however corn and soybean are cointegrated with oil during the 2006-2007 ti”
Dynamic spillovers among major energy and cereal commodity prices (2014, background): “Indeed, Campiche et al. (2007) suggest that the agricultural commodity prices are not significantly dependent on the oil prices until 2006.”
Biofuel-related price transmission literature: A review (2013, background): “Campiche et al. (2007) find corn and soybean prices to be cointegrated with crude oil prices after the eruption of the biofuels market, with crude prices driving feedstock prices.”