Modeling the Impact of Agricultural Shocks on Oil Price in the US: A New Approach

The current literature has generally considered prices of the agricultural commodity as an endogenous factor to crude oil price. As such, the role of the agricultural market in the energy sector has been largely ignored. We argue that the expansion of agricultural production may trigger a significan...

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Bibliographic Details
Main Authors: Tan Ngoc Vu, Duc Hong Vo, Chi Minh Ho, Loan Thi-Hong Van
Format: Article
Language:English
Published: MDPI AG 2019-09-01
Series:Journal of Risk and Financial Management
Subjects:
Online Access:https://www.mdpi.com/1911-8074/12/3/147