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Volumn 39, Issue 5, 2011, Pages 2935-2943

World oil and agricultural commodity prices: Evidence from nonlinear causality

Author keywords

Agricultural commodity prices; Linear and nonlinear Granger causality; Oil prices

Indexed keywords

AGRICULTURAL COMMODITIES; CAUSAL RELATIONSHIPS; CAUSALITY ANALYSIS; LINEAR AND NONLINEAR GRANGER CAUSALITY; NEUTRALITY HYPOTHESIS; NON-PARAMETRIC; OIL PRICES; POLICY IMPLICATIONS; POLICY MAKERS; PRICE TRANSMISSION;

EID: 79953325339     PISSN: 03014215     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.enpol.2011.03.001     Document Type: Article
Times cited : (233)

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