An empirical investigation of the price linkages between oil, biofuels and selected agricultural commodities
Katrakilidis, C; Sidiropoulos, M; Tabakis, N
| HERO ID | 10289026 |
|---|---|
| In Press | No |
| Year | 2015 |
| Title | An empirical investigation of the price linkages between oil, biofuels and selected agricultural commodities |
| Authors | Katrakilidis, C; Sidiropoulos, M; Tabakis, N |
| Journal | Procedia Economics and Finance |
| Volume | 33 |
| Page Numbers | 313-320 |
| 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. |
| Doi | 10.1016/S2212-5671(15)01715-3 |
| Is Certified Translation | No |
| Dupe Override | No |
| Is Public | Yes |
| Language Text | English |
| Keyword | ARDL cointegration; biofuels; agricultural commodities; crude oil |