| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 980766 | Procedia Economics and Finance | 2015 | 8 Pages |
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.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
