The Dynamic Linkages Between Energy, Biofuels and Agricultural Commodities’ Prices
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The Dynamic Linkages Between Energy, Biofuels and Agricultural Commodities’ Prices
Katrakilidis, Constantinos | Kourti, Kalomoira | Athanasenas, Athanasios
Applied Economics Quarterly, Vol. 64 (2018), Iss. 2 : pp. 115–126
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Katrakilidis, Constantinos, Department of Economics, Aristotle University of Thessaloniki, Thessaloniki, Greece.
Kourti, Kalomoira, Aristotle University of Thessaloniki, Department of Economics, 18 Polygyrou Street, 56224 Evosmos, Thessaloniki, Greece.
Athanasenas, Athanasios, Technological Educational Institute of Serres, Greece.
Cited By
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The Analysis of Causality and Risk Spillover between Crude Oil and China’s Agricultural Futures
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International Journal of Environmental Research and Public Health, Vol. 19 (2022), Iss. 17 P.10593
https://doi.org/10.3390/ijerph191710593 [Citations: 7]
Abstract
Abstract
This paper investigates the dynamic linkages between the prices of crude oil, biofuels and agricultural commodities. The analysis uses monthly data for crude oil, corn, sugar, ethanol, biodiesel and the general food price index and covers the period 1960 –2013. In the context of the empirical analysis, we apply the ARDL approach to cointegration, in conjunction with Granger causality tests. The results reveal strong dependencies between the examined sectors in both the long and short run time horizon.
JEL classifications: C22, C52, Q11, Q42, Q43
Keywords: ARDL Cointegration, Agricultural Commodities, Biofuels, Crude Oil
Table of Contents
| Section Title | Page | Action | Price |
|---|---|---|---|
| Constantinos Katrakilidis / Kalomoira Kourti / Athanasios Athanasenas: The Dynamic Linkages Between Energy, Biofuels and Agricultural Commodities’ Prices | 1 | ||
| Abstract | 1 | ||
| 1. Introduction | 1 | ||
| 2. Literature Review | 3 | ||
| 3. Data and Empirical Results | 5 | ||
| 3.1 Data | 5 | ||
| 3.2 Empirical Results | 6 | ||
| 4. Summary and Conclusions | 1 | ||
| References | 1 |