Correlation dynamics of crude oil with agricultural commodities: A comparison between energy and food crops
Sign Up to like & getrecommendations! Published in 2019 at "Economic Modelling"
DOI: 10.1016/j.econmod.2019.05.017
Abstract: Abstract This study elucidates plausible correlation between crude oil and agricultural commodities. We assess whether the conditional correlation of crude oil with energy crops (e.g., corn and soybeans) is different from that of food crops… read more here.
Keywords: oil agricultural; oil; agricultural commodities; energy ... See more keywords
Time-varying dependence structure between oil and agricultural commodity markets: A dependence-switching CoVaR copula approach
Sign Up to like & getrecommendations! Published in 2021 at "Resources Policy"
DOI: 10.1016/j.resourpol.2021.102049
Abstract: Abstract We examine the energy-food nexus using the dependence-switching copula model. Specifically, we look at the dependence for four distinct market states, such as, increasing oil–increasing commodity, declining oil–declining commodity, increasing oil–declining commodity, as well… read more here.
Keywords: oil agricultural; commodity markets; oil; commodity ... See more keywords