Oil price, agricultural commodity prices, and the dollar: A panel cointegration and causality analysis

Energy Economics

Volumn 34, Issue 4, 2012, Pages 1098-1104

  Nazlioglu, Saban ^a   Soytas, Ugur ^b  

^a PAMUKKALE UNIVERSITY   (Turkey)

^b MIDDLE EAST TECHNICAL UNIVERSITY   (Turkey)

Author keywords

Agricultural commodity prices; Exchange rates; Oil prices; Panel causality; Panel cointegration

Indexed keywords

AGRICULTURAL COMMODITIES; EXCHANGE RATES; OIL PRICES; PANEL CAUSALITY; PANEL COINTEGRATION;

AGRICULTURAL PRODUCTS;

COSTS;

AGRICULTURAL PRICE; COINTEGRATION ANALYSIS; COMMODITY PRICE; GRANGER CAUSALITY TEST; OIL SUPPLY; PRICE DYNAMICS;

UNITED STATES;

EID: 84862191504     PISSN: 01409883     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eneco.2011.09.008     Document Type: Article

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