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

Author

Listed:
  • Constantinos Katrakilidis

    (Aristotle University of Thessaloniki)

  • Moïse Sidiropoulos

    (Aristotle University of Thessaloniki, BETA - Bureau d'Économie Théorique et Appliquée - INRA - Institut National de la Recherche Agronomique - UNISTRA - Université de Strasbourg - UL - Université de Lorraine - CNRS - Centre National de la Recherche Scientifique)

  • Nikolaos Tabakis

    (ATEITH - Alexander Technological Educational Institute of Thessaloniki)

Abstract

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.

Suggested Citation

  • Constantinos Katrakilidis & Moïse Sidiropoulos & Nikolaos Tabakis, 2015. "An Empirical Investigation of the Price Linkages between Oil, Biofuels and Selected Agricultural Commodities," Post-Print hal-03692237, HAL.
    • Handle: RePEc:hal:journl:hal-03692237
    DOI: 10.1016/S2212-5671(15)01715-3
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    Cited by:

    1. Gbadebo A. Oladosu & Keith L. Kline & Johannes W. A. Langeveld, 2021. "Structural Break and Causal Analyses of U.S. Corn Use for Ethanol and Other Corn Market Variables," Agriculture, MDPI, vol. 11(3), pages 1-15, March.
    2. Palacio-Ciro, Santiago & Vasco-Correa, Carlos Andrés, 2020. "Biofuels policy in Colombia: A reconfiguration to the sugar and palm sectors?," Renewable and Sustainable Energy Reviews, Elsevier, vol. 134(C).

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