The Relationship between Oil, Exchange Rates, and Commodity Prices
By Ardian Harri, L. Nalley, Darren M. Hudson. Journal of Agricultural and Applied Economics, 2009
283 citations recorded by the source corpus.
Subfields: Economics and Econometrics
View Paper: https://www.semanticscholar.org/paper/700874faf08c06e1986b48f9a43cec9038f56e4d
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
- Duc Khuong Nguyen
- Walid Mensi
- Seong‐Min Yoon
- Shawkat Hammoudeh
- Muhammad Shahbaz
- Ş. Nazlıoğlu
- Ugur Soytas
- George Filis
Citations in the corpus
- Global Food Price Volatility and Spikes: An Overview of Costs, Causes, and Solutions (2012, background): “Some studies reported a strong link between oil and food commodity prices (HuchetBourdon, 2011 and Harri et al. 2009).”
- World oil prices and agricultural commodity prices: Evidence from an emerging market (2011, background): “According to Harri et al. (2009), there is an indirect effect of oil prices on agricultural prices through the exchange rates.”
- Dynamic spillovers among major energy and cereal commodity prices (2014, background): “The appreciation and depreciation of exchange rates also play a crucial role on the determination of the direction and the origins of volatility transmission between oil and agricultural prices (e.g., Abbott et al., 2008, 2009; Cooke and Robles, 2009; Harri et al., 2009; Nazlioglu and Soytas, 2011).”
- Oil and food prices in Malaysia: a nonlinear ARDL analysis (2015, background): “By contrast, Baffes (2007), Harri et al. (2009), Chen et al. (2010), and most recently Baffes and Dennis (2013) all provide evidence indicating significant contribution of oil price to agricultural pricesb.”
- Volatility spillover between oil and agricultural commodity markets (2013, unknown): “(2011), Hassouneh et al. (2012), Kristoufek et al.”
- Is there co-movement of agricultural commodities futures prices and crude oil? (2011, background): “For example, biofuels draw a great deal of attention in an attempt to link the energy markets and agricultural commodities (Campiche et al., 2007; Francisco and Augusto, 2009; Harri et al., 2009; Hertel and Beckman, 2010; Peri and Baldi, 2010; Tyner, 2009; Yu et al., 2006).”