The Causal Relationship between Crude Oil Price, Exchange Rate and Rice Price
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Citations
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Cited by:
- Jihoon Lee & Hong Chong Cho, 2021. "Impact of Structural Oil Price Shock Factors on the Gasoline Market and Macroeconomy in South Korea," Sustainability, MDPI, vol. 13(4), pages 1-23, February.
- La Ode Saidi & Hasan Aedy & Fajar Saranani & Rosnawintang Rosnawintang & Pasrun Adam & La Ode Arsad Sani, 2020. "Crude Oil Price and Exchange Rate: An Analysis of the Asymmetric Effect and Volatility Using the Non Linear Autoregressive Distributed Lag and General Autoregressive Conditional Heterochedasticity in ," International Journal of Energy Economics and Policy, Econjournals, vol. 10(1), pages 104-108.
- Duc Hong Vo & Tan Ngoc Vu & Anh The Vo & Michael McAleer, 2019.
"Modeling the Relationship between Crude Oil and Agricultural Commodity Prices,"
Energies, MDPI, vol. 12(7), pages 1-41, April.
- Vo, D.H. & Vu, T.N. & Vo, A.T. & McAleer, M.J., 2018. "Modelling the Relationship between Crude Oil and Agricultural Commodity Prices," Econometric Institute Research Papers EI2019-10, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Duc Hong Vo & Tan Ngoc Vu & Anh The Vo & Michael McAleer, 2019. "Modelling the relationship between crude oil and agricultural commodity prices," Documentos de Trabajo del ICAE 2019-11, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Hillary C. Ezeaku & Simplice A. Asongu & Joseph Nnanna, 2020.
"Volatility of International Commodity Prices in Times of Covid-19: Effects of Oil Supply and Global Demand Shocks,"
Working Papers
20/101, European Xtramile Centre of African Studies (EXCAS).
- Ezeaku, Hillary & Asongu, Simplice & Nnanna, Joseph, 2020. "Volatility of International Commodity Prices in Times of Covid-19: Effects of Oil Supply and Global Demand Shocks," MPRA Paper 107544, University Library of Munich, Germany.
- Hillary C. Ezeaku & Simplice A. Asongu & Joseph Nnanna, 2020. "Volatility of International Commodity Prices in Times of Covid-19: Effects of Oil Supply and Global Demand Shocks," Working Papers of the African Governance and Development Institute. 20/101, African Governance and Development Institute..
- Hillary C. Ezeaku & Simplice A. Asongu & Joseph Nnanna, 2020. "Volatility of International Commodity Prices in Times of Covid-19: Effects of Oil Supply and Global Demand Shocks," Research Africa Network Working Papers 20/101, Research Africa Network (RAN).
- Witold Orzeszko, 2021. "Nonlinear Causality between Crude Oil Prices and Exchange Rates: Evidence and Forecasting," Energies, MDPI, vol. 14(19), pages 1-16, September.
- Saeed Solaymani, 2022. "Global Energy Price Volatility and Agricultural Commodity Prices in Malaysia," Biophysical Economics and Resource Quality, Springer, vol. 7(4), pages 1-21, December.
- Abd Azis Muthalib & Pasrun Adam & Rostin Rostin & Zainuddin Saenong & La Ode Suriadi, 2018. "The Influence of Fuel Prices and Unemployment Rate towards the Poverty Level in Indonesia," International Journal of Energy Economics and Policy, Econjournals, vol. 8(3), pages 37-42.
- Tan Ngoc Vu & Duc Hong Vo & Chi Minh Ho & Loan Thi-Hong Van, 2019. "Modeling the Impact of Agricultural Shocks on Oil Price in the US: A New Approach," JRFM, MDPI, vol. 12(3), pages 1-27, September.
- Miroslava Ivanova & Lilko Dospatliev, 2023. "Effects of Diesel Price on Changes in Agricultural Commodity Prices in Bulgaria," Mathematics, MDPI, vol. 11(3), pages 1-22, January.
- Tan Ngoc Vu & Chi Minh Ho & Thang Cong Nguyen & Duc Hong Vo, 2020. "The Determinants of Risk Transmission between Oil and Agricultural Prices: An IPVAR Approach," Agriculture, MDPI, vol. 10(4), pages 1-14, April.
- Monika Roman & Aleksandra Górecka & Joanna Domagała, 2020. "The Linkages between Crude Oil and Food Prices," Energies, MDPI, vol. 13(24), pages 1-18, December.
- K. Abhaya Kumar & Prakash Pinto & Iqbal Thonse Hawaldar & Saheem Shaikh & Shravan Bhagav & B. Padmanabha, 2022. "Investigating the Nexus between Crude Oil Price and Stock Prices of Oil Exploration Companies," International Journal of Energy Economics and Policy, Econjournals, vol. 12(4), pages 40-47, July.
- Manat Rahim & Pasrun Adam & La Ode Suriadi & Zainuddin Saenong & Ery Atmodjo & Wali Aya Rumbia & Irma P. Tamburaka, 2018. "Causal Relationship between Electric Consumption and Economic Growth in South East Sulawesi," International Journal of Energy Economics and Policy, Econjournals, vol. 8(6), pages 29-34.
- Shokoohi, Zeinab & Saghaian, Sayed, 2022. "Nexus of energy and food nutrition prices in oil importing and exporting countries: A panel VAR model," Energy, Elsevier, vol. 255(C).
- Lee, Kam Weng & Masih, Mansur, 2018. "Investigating the causal relationship between exchange rate variability and palm oil export: evidence from Malaysia based on ARDL and nonlinear ARDL approaches," MPRA Paper 91801, University Library of Munich, Germany.
- Saleh Mothana Obadi & Matej Korecek, 2018. "The Crude Oil Price and Speculations: Investigation Using Granger Causality Test," International Journal of Energy Economics and Policy, Econjournals, vol. 8(3), pages 275-282.
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More about this item
Keywords
Crude Oil Price; Exchange Rate; Rice Price; Vector Autoregressive Model;All these keywords.
JEL classification:
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- Q13 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Agriculture - - - Agricultural Markets and Marketing; Cooperatives; Agribusiness
- Q43 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Energy and the Macroeconomy
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