Browsing Finance & Economics by Subject "Agricultural commodity"

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Co-explosivity versus leading effects: Evidence from crude oil and agricultural commodities

Ghassen, El Montasser; Malek Belhoula, Mohamed; Charfeddine, Lanouar ( Elsevier , 2023 , Article)
Unlike previous studies investigating the interdependence and co-movements between different commodity prices, this paper examined the co-explosivity versus leading effects between the Brent oil prices and agricultural ...
Dynamic connectedness between energy and agricultural commodities: insights from the COVID-19 pandemic and Russia–Ukraine conflict

Benlagha, Noureddine; Abdelmalek, Wafa ( Springer Nature , 2024 , Article)
This paper investigates the interconnectedness patterns between agricultural commodities, crude oil, and ethanol, along with their determinants before and during the COVID-19 pandemic and the Russia–Ukraine conflict. We ...