Cointegration and Causality Analysis of World Vegetable Oil and Crude Oil Prices
By Tun-Hsiang Yu, David A. Bessler, S. Fuller. 2006
126 citations recorded by the source corpus.
View Paper: https://www.semanticscholar.org/paper/998126210897c89a3ae0ba9432cc83b06ae5ed80
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
- Teresa Serra
- Ş. Nazlıoğlu
- David Zilberman
- Ugur Soytas
- James W. Richardson
- Henry L. Bryant
- Joe L. Outlaw
- J. Campiche
Citations in the corpus
- World oil prices and agricultural commodity prices: Evidence from an emerging market (2011, methodology): “For example, Yu et al. (2006) investigate the dynamic relationships between major traded edible oil prices (world prices of soybean, sunflower, rapeseed, and palm oil) and world crude oil prices by applying the Johansen cointegration approach and directed acyclic causality approach to weekly…”
- Biofuel-related price transmission literature: A review (2013, background): “The international market has attracted the attention of fourteen research 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, 2”
- Oil price, agricultural commodity prices, and the dollar: A panel cointegration and causality analysis (2012, background): “One of the recent trends in both energy and agricultural economics literature is to investigate the dynamics of oil and agricultural commodity nexus (see for example Baffes, 2007; Kaltalioglu and Soytas, 2009; Yu et al., 2006; Zhang and Reed, 2008).”
- Examining the Evolving Correspondence Between Petroleum Prices and Agricultural Commodity Prices (2007, background): “Yu et al. (2006) recently examined the relationship between crude oil prices and vegetable oils used in biodiesel production, including soybean, sunflower, rapeseed, and palm”
- The Relationship between Oil, Exchange Rates, and Commodity Prices (2009, unknown): “A similar study conducted by Yu et al. (2006) analyzed the cointegration and causality of higher crude oil prices on the price and demand for vegetable oils.”