ArticleResources policy2021
Oil prices and agricultural commodity markets: Evidence from pre and during COVID-19 outbreak.
Article in Resources policy, 2021. The graph could read no effect estimate from its abstract, so it casts no vote on the map. Cited by 14 papers.
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Who cites it
14 citing papers in PubMed.
- Article
- Early Warning of Systemic Risk in Commodity Markets Based on Transfer Entropy Networks: Evidence from China.Entropy (Basel, Switzerland) · 2024Article
- Article
- Dynamic Multiscale Information Spillover among Crude Oil Time Series.Entropy (Basel, Switzerland) · 2022Article
- A comparative analysis of the financialization of commodities during COVID-19 and the global financial crisis using a quantile regression approach.Resources policy · 2022Article
- The Analysis of Causality and Risk Spillover between Crude Oil and China's Agricultural Futures.International journal of environmental research and public health · 2022Article
- The asymmetric effect of oil price, news-based uncertainty, and COVID-19 pandemic on equity market.Resources policy · 2022Article
- Impact of COVID-19 on the quantile connectedness between energy, metals and agriculture commodities.Energy economics · 2022Article
- Biomass energy consumption and economic growth: insights from BRICS and developed countries.Environmental science and pollution research international · 2022Article
- Broadcasters' expertise and consumers' purchase intention: The roles of consumer trust and platform reputation.Frontiers in psychology · 2022Article
- Global Energy Price Volatility and Agricultural Commodity Prices in Malaysia.Biophysical economics and sustainability · 2022Article
- Exploring time-varying impact of world pandemic uncertainty on China's commodity prices using TVP-SVAR-SV model.Frontiers in public health · 2022Article
- Modelling the heterogeneous relationship between the crude oil implied volatility index and African stocks in the coronavirus pandemic.Resources policy · 2021Article
- Impact of COVID-19 outbreak on multi-scale asymmetric spillovers between food and oil prices.Resources policy · 2021Article
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1 author.
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Abstract
This paper represents an analysis of the spillover effects and time-frequency connectedness between crude oil prices and agricultural commodity markets using both the spillover index of Diebold and Yilmaz (2012) and the wavelet coherence model to evaluate whether the time-varying return spillover index exhibited the intensity and direction of transmission during the Covid-19 outbreak. Overall, the current results shed light on that in comparison with the pre-Covid-19 period, and the return spillover is more apparent during the Covid-19 crisis. However, levels of the intensity of this relationship vary through the period of research, with several intervals witnessing both negative and positive interactions. Further, our findings indicate significant heterogeneity among agriculture commodity markets in the degree of spillover to crude oil prices over time, amplifying our understanding of the economic channels through which the agriculture commodity markets are correlated. More importantly, there exist significant dependent patterns about the information spillovers across the crude oil and agriculture commodity markets might provide prominent implications for portfolio managers, investors, and government agencies.
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