In this article, an extensive review of the rapidly growing biofuel-related time-series literature
is carried out. The data used, the modeling techniques and the main findings of this literature …

This paper aims to indicate the linkages between crude oil prices and selected food price
indexes (dairy, meat, oils, cereals, and sugar) and provide an empirical specification of the …

Oil price and its shocks bring drastic influences on any economy. They are considered as
significant predictors for numerous macro-economic variables, nevertheless their role in …

Unlike previous studies, we employ a relatively newer modelling technique—a time-varying
copula with a switching dependence—to characterise the conditional dependence between …

Climate policy uncertainty needs to be considered urgently in view of the fact that climate
policy is affecting energy and agricultural markets. This paper uses quantile connectedness …

This study examines volatility transmission between oil and selected agricultural commodity
prices (wheat, corn, soybeans, and sugar). We apply the newly developed causality in …

This paper investigates the realised volatility connectedness of US crude oil futures and five
China's agricultural commodity futures using connectedness measures and high-frequency …

The present paper analyses the relations between food and oil prices for Malaysia using a
nonlinear autoregressive distributed lags (NARDL) model. The bounds test of the NARDL …

This paper examines spillover effects among markets of crude oil and ten major agricultural
commodities by employing the Diebold and Yılmaz (2009, 2012) spillover frameworks to …

This study examines the dynamic relationship between world oil prices and twenty four
world agricultural commodity prices accounting for changes in the relative strength of US …