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