Oil price, agricultural commodity prices, and the dollar: A panel cointegration and causality analysis
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DOI: 10.1016/j.eneco.2011.09.008
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More about this item
Keywords
Oil prices; Exchange rates; Agricultural commodity prices; Panel cointegration; Panel causality;All these keywords.
JEL classification:
- O13 - Economic Development, Innovation, Technological Change, and Growth - - Economic Development - - - Agriculture; Natural Resources; Environment; Other Primary Products
- C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
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