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Article Dans Une Revue Procedia Economics and Finance Année : 2015

An Empirical Investigation of the Price Linkages between Oil, Biofuels and Selected Agricultural Commodities

Résumé

This paper uses monthly data to investigate the dynamic linkages between the prices of crude oil, biofuels and selected agricultural commodities. We apply the ARDL approach to cointegration, in conjunction with Granger causality tests. The empirical evidence supports the existence of significant causal effects revealing strong interdependencies among the examined markets.

Dates et versions

hal-03692237 , version 1 (09-06-2022)

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Paternité - Pas d'utilisation commerciale - Pas de modification

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Constantinos Katrakilidis, Moïse Sidiropoulos, Nikolaos Tabakis. An Empirical Investigation of the Price Linkages between Oil, Biofuels and Selected Agricultural Commodities. Procedia Economics and Finance, 2015, 33, pp.313-320. ⟨10.1016/S2212-5671(15)01715-3⟩. ⟨hal-03692237⟩
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