Empirical Analysis of Agricultural Commodity Prices, Crude Oil Prices and US Dollar Exchange Rates Using Panel Data Econometric Methods

Empirical Analysis of Agricultural Commodity Prices, Crude Oil Prices and US Dollar Exchange Rates Using Panel Data Econometric Methods

This study examines the long-run relationship between crude oil prices, US dollar exchange rates and the prices of thirty selected international agricultural prices and five international fertilizer prices using panel econometric methods with and without unobserved heterogeneous effects on data sets...

Full description

Bibliographic Details
Main Author:	Anthony Rezitis
Format:	Article
Language:	English
Published:	EconJournals 2015-09-01
Series:	International Journal of Energy Economics and Policy
Subjects:	agricultural commodity prices oil prices exchange rates panel cointegration panel error correction unobserved heterogeneity common factors
Online Access:	https://dergipark.org.tr/tr/pub/ijeeep/issue/31914/351016?publisher=http-www-cag-edu-tr-ilhan-ozturk

Similar Items

Agricultural and oil commodities: price transmission and market integration between US and Italy
by: Franco Rosa, et al.
Published: (2014-06-01)

Evaluating the exchange rate and commodity price nexus in Malaysia: evidence from the threshold cointegration approach
by: Shamaila Butt, et al.
Published: (2020-04-01)

Stationarity in the Prices of Energy Commodities. A Nonparametric Approach
by: Manuel Landajo, et al.
Published: (2021-06-01)

Commodity price volatility and economic growth in Africa: the mitigating role of trade policy
by: Adeyemi Ogundipe
Published: (2020-10-01)

Wholesale Quarterly Prices of Fifty Leading Commodities Adjusted to the Purchasing Power of the 1926 Dollar and Charted as a Ratio of all Commodity Prices for the Period 1940 through 1949
by: Helm, Rufus G.
Published: (1950)

Do Agricultural Commodity Firm Stock Price and Agricultural Commodity Price Move Together?
by: Francis Declerck
Published: (2014-10-01)

DIVORCE AND HOUSING PRICE IN 31 PROVINCES OF CHINA
by: Mingbo Zheng, et al.
Published: (2018-11-01)

Investigating the Impact of Trade Disruptions on Price Transmission in Commodity Markets: An Application of Threshold Cointegration
by: Janelle Mann, et al.
Published: (2021-09-01)

The Research on the Impact of the Changes of Commodity Price Level in the World Commodity Exchanges on Variation of General Price Level
by: Algita Miečinskienė, et al.
Published: (2014-11-01)

The dynamic relationship between house prices and output: evidence from US metropolitan areas
by: Nicholas Apergis, et al.
Published: (2015-12-01)

The Links between the Price of Oil and the Value of US Dollar
by: Yi Zhang
Published: (2013-12-01)

AN INTERACTION BETWEEN MONETARY POLICY, COMMODITY PRICES AND INFLATION IN NIGERIA, 1980-2015
by: Ephraim Ugwu, et al.
Published: (2018-03-01)

Wavering interactions between commodity futures prices and us dollar exchange rates
by: Lucjan T. Orlowski, et al.
Published: (2019-04-01)

The nonlinear progressive water pricing policy in Tunisia: equity and efficiency
by: Younes Ben Zaied, et al.
Published: (2017-05-01)

Price Bubble in the Iranian Housing Market Based on the Structural Model of Housing Price Determination
by: Javad Abedini, et al.
Published: (2016-07-01)

The Effects of Futures Markets on the Spot Price Volatility of Storable Commodities
by: Goetz, Cole Louis
Published: (2019)

Testing bubbles in housing markets: An analysis from the panel-cointegrated model for the Brazilian states
by: Cassio da Nóbrega Besarria
Published: (2017-04-01)

Response of the Polish Wheat Prices to the Worlds Crude Oil Prices
by: HAMULCZUK, et al.
Published: (2012-07-01)

The Effects of Global Commodity Prices on Domestic Prices in Saudi Arabia
by: Moayad Al Rasasi, et al.
Published: (2017-12-01)

Volatility Linkages between Agricultural Commodity Prices, Oil Prices and Real USD Exchange Rate || Vínculos de volatilidad entre precios de productos agrícolas, precios del petróleo y tipo de cambio del dólar estadounidense
by: Guellil, Mohammed Seghir, et al.
Published: (2018-12-01)

Financialisation of commodities – Empirical evidence from the Indian financial market
by: Salim Shamsher
Published: (2021-03-01)

Capital mobility in Latin American and Caribbean countries: new evidence from dynamic common correlated effects panel data modeling
by: Vasudeva N. R. Murthy, et al.
Published: (2020-12-01)

Co-movement of commodity price indexes and energy price index: a wavelet coherence approach
by: Dervis Kirikkaleli, et al.
Published: (2021-03-01)

Exchange Market Pressure, Stock Prices, and Commodity Prices East of the Euro
by: Scott W. Hegerty
Published: (2018-03-01)

Oil Price and Stock Prices of EU Financial Companies: Evidence from Panel Data Modeling
by: Alexandra Horobet, et al.
Published: (2019-10-01)

Biofuel and Food-Commodity Prices
by: David Zilberman, et al.
Published: (2012-09-01)

Asymmetric Spillover Effects Between Agricultural Commodity Prices and Biofuel Energy Prices
by: Nicholas Apergis, et al.
Published: (2017-03-01)

Modeling the Relationship between Crude Oil and Agricultural Commodity Prices
by: Duc Hong Vo, et al.
Published: (2019-04-01)

On commodity price limits
by: Janardanan, R., et al.
Published: (2019)

Macroeconomic variables and stock prices in emerging economies: A panel analysis
by: Raghutla CHANDRASHEKAR, et al.
Published: (2018-09-01)

The impacts of residential construction and property prices on residential construction outputs: an inter-market equilibrium approach
by: Le Ma, et al.
Published: (2017-07-01)

Do the RMB exchange rate and global commodity prices have asymmetric or symmetric effects on China’s stock prices?
by: Shaobo Long, et al.
Published: (2021-06-01)

Common Trends, Common Cycles, and Price Relationships in the International Fiber Market
by: Mohamadou L. Fadiga, et al.
Published: (2007-04-01)

Some Evidence on the Asymmetry between Gasoline and Crude Oil Prices in Selected Countries
by: Andre Assis de Salles
Published: (2014-12-01)

Price Integration Analysis of Crude Oil and Vegetable Oils
by: Resti Prastika Destiarni, et al.
Published: (2021-08-01)

Contributions of Crude Oil Exchange Traded Funds in Price Discovery Process
by: Keshab Shrestha, et al.
Published: (2020-11-01)

Agricultural Commodity Prices and Exchange Rates under Structural Change
by: Patrick L. Hatzenbuehler, et al.
Published: (2016-05-01)

Forecasting Commodity Prices: Looking for a Benchmark
by: Marek Kwas, et al.
Published: (2021-06-01)

Essays on Effects of Commodity Price Shocks on the Global Economy
by: Sekine, Atsushi
Published: (2016)

The adjustment to commodity price shocks
by: Francisco Roch
Published: (2019-01-01)

Cannot write session to /tmp/vufind_sessions/sess_hp60t76vm57b3vu4h5uoesvjal