Volatility Spillover from Oil to Food and Agricultural Raw Material Markets

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Modern Economy

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"Volatility Spillover from Oil to Food and Agricultural Raw Material Markets"
written by Muge Kaltalioglu, Ugur Soytas,
published by Modern Economy, Vol.2 No.2, 2011

has been cited by the following article(s):

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[13]	Energy, agriculture, and precious metals: Evidence from time-varying Granger causal relationships for both return and volatility
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[14]	The good, the bad and the ugly relation between oil and commodities: An analysis of asymmetric volatility connectedness and portfolio implications
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[15]	On the Nonlinear Impact of Oil Price Shocks on the World Food Prices Under Different Markets Conditions
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[17]	Agricultural commodity markets and oil prices: An analysis of the dynamic return and volatility connectedness
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[20]	Do oil prices and exchange rates account for agricultural commodity market spillovers? Evidence from the Diebold and Yilmaz Index
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[21]	Food–oil volatility spillovers and the impact of distinct biofuel policies on price uncertainties on feedstock markets
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[22]	Empirical analysis of the cross‐interdependence between crude oil and agricultural commodity markets
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[60]	Do Spot Prices Predict Future Futures Prices?
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[10]	Commodity markets dynamics: What do cross-commodities over different nearest-to-maturities tell us? International Review of Financial Analysis, 2022 DOI:10.1016/j.irfa.2022.102190

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[14]	Risk spillovers and time-varying links between international oil and China’s commodity futures markets: Fresh evidence from the higher-order moments Energy, 2022 DOI:10.1016/j.energy.2021.121751

[15]	Volatility spillovers: A sparse multivariate GARCH approach with an application to commodity markets Journal of Futures Markets, 2022 DOI:10.1002/fut.22312

[16]	Risk spillovers and time-varying links between international oil and China’s commodity futures markets: Fresh evidence from the higher-order moments Energy, 2022 DOI:10.1016/j.energy.2021.121751

[17]	Dynamic return and volatility connectedness for dominant agricultural commodity markets during the COVID-19 pandemic era Applied Economics, 2022 DOI:10.1080/00036846.2021.1973949

[18]	Volatility spillovers: A sparse multivariate GARCH approach with an application to commodity markets Journal of Futures Markets, 2022 DOI:10.1002/fut.22312

[19]	Crude – energy crops nexus in light of biofuel policies: An empirical investigation from India OPEC Energy Review, 2022 DOI:10.1111/opec.12224

[20]	Інституційне забезпечення формування відтворювальної логістики на ринку хліба та хлібобулочних виробів України Agricultural and Resource Economics: International Scientific E-Journal, 2022 DOI:10.51599/are.2022.08.03.08

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[23]	Impact of COVID-19 outbreak on multi-scale asymmetric spillovers between food and oil prices Resources Policy, 2021 DOI:10.1016/j.resourpol.2021.102364

[24]	The good, the bad and the ugly relation between oil and commodities: An analysis of asymmetric volatility connectedness and portfolio implications Energy Economics, 2021 DOI:10.1016/j.eneco.2020.105061

[25]	On the Nonlinear Impact of Oil Price Shocks on the World Food Prices Under Different Markets Conditions International Economic Journal, 2021 DOI:10.1080/10168737.2020.1870524

[26]	Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach Resources Policy, 2021 DOI:10.1016/j.resourpol.2021.102219

[27]	Agricultural commodity markets and oil prices: An analysis of the dynamic return and volatility connectedness Resources Policy, 2021 DOI:10.1016/j.resourpol.2021.102147

[28]	Have institutional investors stocks portfolio strategies affected oil prices in a financialization context? Studies in Economics and Finance, 2021 DOI:10.1108/SEF-02-2021-0062

[29]	Revisiting the linkage between oil and agricultural commodity prices: Panel evidence from an Agrarian state International Journal of Finance & Economics, 2021 DOI:10.1002/ijfe.2083

[30]	Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach Resources Policy, 2021 DOI:10.1016/j.resourpol.2021.102219

[31]	Energy, agriculture, and precious metals: Evidence from time-varying Granger causal relationships for both return and volatility Resources Policy, 2021 DOI:10.1016/j.resourpol.2021.102298

[32]	Agricultural commodity markets and oil prices: An analysis of the dynamic return and volatility connectedness Resources Policy, 2021 DOI:10.1016/j.resourpol.2021.102147

[33]	Impact of COVID-19 outbreak on multi-scale asymmetric spillovers between food and oil prices Resources Policy, 2021 DOI:10.1016/j.resourpol.2021.102364

[34]	Empirical analysis of the cross‐interdependence between crude oil and agricultural commodity markets Review of Financial Economics, 2020 DOI:10.1002/rfe.1096

[35]	Asymmetric causality in quantiles analysis of the oil-food ‏ ‏nexus since the 1960s Resources Policy, 2020 DOI:10.1016/j.resourpol.2020.101874

[36]	Food–oil volatility spillovers and the impact of distinct biofuel policies on price uncertainties on feedstock markets Agricultural Economics, 2020 DOI:10.1111/agec.12561

[37]	Modeling return and volatility spillovers among food prices in Nigeria Journal of Agriculture and Food Research, 2020 DOI:10.1016/j.jafr.2020.100029

[38]	Time-frequency causality and connectedness between international prices of energy, food, industry, agriculture and metals Energy Economics, 2020 DOI:10.1016/j.eneco.2019.104529

[39]	Do oil prices and exchange rates account for agricultural commodity market spillovers? Evidence from the Diebold and Yilmaz Index Agrekon, 2020 DOI:10.1080/03031853.2019.1694046

[40]	Dynamic Spillovers Between International Crude Oil Market and China's Commodity Sectors: Evidence From Time-Frequency Perspective of Stochastic Volatility Frontiers in Energy Research, 2020 DOI:10.3389/fenrg.2020.00045

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[43]	Temporal and spectral dependence between crude oil and agricultural commodities: A wavelet-based copula approach Energy Economics, 2019 DOI:10.1016/j.eneco.2019.01.011

[44]	Dynamics of volatility spillover in commodity markets: Linking crude oil to agriculture Journal of Commodity Markets, 2019 DOI:10.1016/j.jcomm.2019.100111

[45]	Oil Price Volatility Spillover Effects on Food Prices in Nigeria SSRN Electronic Journal , 2018 DOI:10.2139/ssrn.3292722

[46]	Interdependence between crude oil and world food prices: A detrended cross correlation analysis Physica A: Statistical Mechanics and its Applications, 2018 DOI:10.1016/j.physa.2017.11.033

[47]	Dynamic linkages among global oil market, agricultural raw material markets and metal markets: An application of wavelet and copula approaches Physica A: Statistical Mechanics and its Applications, 2018 DOI:10.1016/j.physa.2018.05.092

[48]	Do spot food commodity and oil prices predict futures prices? Review of Quantitative Finance and Accounting, 2018 DOI:10.1007/s11156-018-0746-1

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[50]	Volatility spillover in seafood markets Journal of Commodity Markets, 2017 DOI:10.1016/j.jcomm.2017.12.005

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[53]	The interactions between agricultural commodity and oil prices: an empirical analysis Agricultural Economics (Zemědělská ekonomika), 2015 DOI:10.17221/231/2014-AGRICECON

[54]	The interactions between agricultural commodity and oil prices: an empirical analysis Agricultural Economics (Zemědělská ekonomika), 2015 DOI:10.17221/231/2014-AGRICECON

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[60]	On the effects of world stock market and oil price shocks on food prices: An empirical investigation based on TVP-VAR models with stochastic volatility Energy Economics, 2014 DOI:10.1016/j.eneco.2014.06.008

[61]	Volatility spillovers in commodity markets Applied Economics Letters, 2013 DOI:10.1080/13504851.2013.799748

[62]	Contagion Effect Among Crude Oil and Food Prices in India SSRN Electronic Journal, 2013 DOI:10.2139/ssrn.2371018

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