The low correlation between commodities and traditional assets, particularly after the crash
of the equity market in the year 2000, is seemingly a major factor influencing global …

This paper utilizes panel methods to consider the dynamic relationship between oil and
agricultural commodity prices. The study makes use of monthly measures realized data for …

The aim of this article is to examine the interdependence relationship among the volatilities
of crude oil price, US dollar exchange rate, and a set of agricultural commodities prices. An …

This article contributes to the existing empirical literature by examining the spillovers across
price inflation and agricultural commodity prices for the case of Nigeria. To achieve this …

This paper examines the nature of interconnectedness between the returns of the price of oil
and foreign exchange on selected agricultural commodity prices. To do this, the authors …

This paper considers whether the use of real oil price data can improve upon the forecasts
for the nominal interest rate in South Africa. We employ Bayesian vector autoregressive …

Crude Oil prices are thought to have direct and indirect effect through the exchange rate on
the international agricultural commodities prices. The aim of this paper is to examine the …

Introduction: Short-term chicken supply (for example, over a year) lacks the flexibility to
respond to demand fluctuations, which can negatively impact the welfare of consumers and …

Çalışmanın genel amacı kuyruk bağımlılığı ölçümündeki yeni ekonometrik tekniklerden
yararlanarak Latin Amerika ülkeleri ve ABD hisse senedi piyasaları arasında risk yayılımını …

This paper examines the dynamic causal relationship between global oil price and South
Africa's food price using both full sample and time varying Granger causality tests. Monthly …