Modeling the Relationship between Crude Oil and Agricultural Commodity Prices

Modeling the Relationship between Crude Oil and Agricultural Commodity Prices

The food-energy nexus has attracted great attention from policymakers, practitioners, and academia since the food price crisis during the 2007–2008 Global Financial Crisis (GFC), and new policies that aim to increase ethanol production. This paper incorporates aggregate demand and alternat...

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Bibliographic Details
Main Authors: Duc Hong Vo, Tan Ngoc Vu, Anh The Vo, Michael McAleer
Format: Article
Language:English
Published: MDPI AG 2019-04-01
Series:Energies
Subjects:
agricultural commodity prices
volatility
crude oil prices
structural vector autoregressive model
impulse response functions
decomposition
Online Access:https://www.mdpi.com/1996-1073/12/7/1344

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