Do food and oil prices co-move?
By Juan Carlos Reboredo. 2012
236 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/c1b1e52413ef86174a6011f62e640eaad6c12a22
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
- Sang Hoon Kang
- Shawkat Hammoudeh
- Seong‐Min Yoon
- Syed Jawad Hussain Shahzad
- K. Al-Yahyaee
- Aviral Kumar Tiwari
In Finance
- Duc Khuong Nguyen
- Walid Mensi
- Sang Hoon Kang
- Shawkat Hammoudeh
- Seong‐Min Yoon
- Aviral Kumar Tiwari
- K. Al-Yahyaee
- Claudiu Tiberiu Albulescu
Citations in the corpus
- Dynamic spillovers among major energy and cereal commodity prices (2014, background): “Reboredo (2012) examines the dependence structure between the food and oil markets through the copula approach and find weak oil-food dependence and no extreme market dependence between the oil and food prices.”
- THE ROLE OF BIOFUELS IN FOOD COMMODITY PRICES VOLATILITY AND LAND USE (2017, background): “The more recent literature finds weak relationships between energy and non-energy crop prices (Reboredo, 2012; Saghaian, 2010; Zhang, Lohr, Escalante & Wetzstein, 2010).”
- Asymmetric risk spillovers between oil and agricultural commodities (2018, background): “Reboredo (2012) estimated bivariate copulas (Gaussian, Student-t, Clayton, Gumbel, symmetrized Joe-Clayton) to measure the dependence between energy and agricultural commodities (crude oil, corn, soybean, wheat).”
- Exploring the time-frequency connectedness and network among crude oil and agriculture commodities V1 (2019, methodology): “In a similar investigation, Rezitis (2015) use a panel VAR and causality analysis to assess the linkages between crude oil prices, US dollar exchange rates, and a large set of agriculture commodities.”
- The Great Plunge in Oil Prices: Causes, Consequences, and Policy Responses (2015, unknown): “Some others find no direct causal link between the prices of energy and non-energy commodities (Saghaian 2010; Gilbert 2010; Zhang et al. 2010; Reboredo 2012.”
- Time-frequency contained co-movement of crude oil and world food prices: A wavelet-based analysis (2017, methodology): “By using the copulamodel onweekly data from the period of 1998 to 2011, Reboredo (2012) found onlyweak support for the fuel-food nexus.”