Do oil prices and exchange rates account for agricultural commodity market spillovers? Evidence from the Diebold and Yilmaz Index-Reference-Cited by-同舟云学术

Do oil prices and exchange rates account for agricultural commodity market spillovers? Evidence from the Diebold and Yilmaz Index

Published:2020-04-24 Issue:3 Volume:59 Page:366-385
ISSN:0303-1853
Container-title:Agrekon
language:en
Short-container-title:Agrekon

Author:

Balcilar Mehmet¹,Bekun Festus Victor²³

Affiliation:

1. Department of Economics, Eastern Mediterranean University, Famagusta, Turkey

2. Faculty of Economics Administrative and Social Sciences, Department of International Logistics and Transportation, Istanbul Gelisim University, Istanbul, Turkey

3. Department of Accounting, Analysis and Audit, School of Economics and Management, South Ural State University, 76 Lenin Aven., Chelyabinsk, Russia 454080

Publisher

Informa UK Limited

Subject

Economics and Econometrics,Agronomy and Crop Science,Geography, Planning and Development

Link

https://www.tandfonline.com/doi/pdf/10.1080/03031853.2019.1694046

Reference40 articles.

1. Speculative bubbles in agricultural prices

2. Balcilar, M., and F.V. Bekun. 2018. Spillover dynamics across price inflation and selected agricultural commodity prices (No. 15–42).

3. Balcilar, M., S. Chang, R. Gupta, V. Kasongo, and C. Kyei. 2014. The relationship between oil and agricultural commodity prices: A quantile causality approach. University of Pretoria, Department of Economics, working paper series, 68.

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