A wide range of raw materials are now used routinely in aquaculture feeds throughout the
world, primarily to supply protein and energy in the form of lipid from edible oils. Protein …

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 …

The spillover effect is a significant factor impacting the volatility of commodity prices. Unlike
earlier studies, this research uses the rolling window-based Quantile VAR (QVAR) model to …

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 …

This paper uses a trivariate VAR-BEKK-GARCH model to investigate the dynamic
relationship among the Chinese stock market, commodity markets and global oil price. We …

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

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 …

In this paper, we empirically examine the impact of uncertainty shocks on the volatility of
commodity prices. Using several alternative measures of economic uncertainty for the US …

While the impacts of oil price changes on agricultural commodity markets are of great
interest to economists, previous studies do not differentiate oil-specific shocks from …