Do spot food commodity and oil prices predict futures prices?

Author:

Cartwright Phillip A.,Riabko Natalija

Publisher

Springer Science and Business Media LLC

Subject

Finance,General Business, Management and Accounting,Accounting

Reference60 articles.

1. Alghalith M (2010) The interaction between food prices and oil prices. Energy Econ 32:1520–1522

2. Altay-Salih A, Pinar M, Leyffer S (2003) Constrained nonlinear programming for volatility estimation with GARCH models. SIAM Rev 45:485–503

3. Arshad FM, Abdel Hameed A (2009) The long run relationship between petroleum and cereals prices. Glob Econ Finance J 2:91–100

4. Baek J, Seo JY (2015) A study on unobserved innovations of oil price: evidence from global stock, bond, foreign exchange, and energy markets. Rev Pac Basin Finance Mark Policies 18:1–17

5. Baffes J (2007) Oil spills on other commodities. Resour Policy 32:126–134

Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. How Does Oil Future Price Imply Bunker Price—Cointegration and Prediction Analysis;Energies;2022-05-16

2. Oil shocks and volatility jumps;Review of Quantitative Finance and Accounting;2019-01-01

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