The Dynamic Linkages Between Energy, Biofuels and Agricultural Commodities’ Prices

Constantinos Katrakilidis, Kalomoira Kourti and Athanasios Athanasenas

Applied Economics Quarterly (formerly: Konjunkturpolitik), 2018, vol. 64, issue 2, 115-126

Abstract: This paper investigates the dynamic linkages between the prices of crude oil, biofuels and agricultural commodities. The analysis uses monthly data for crude oil, corn, sugar, ethanol, biodiesel and the general food price index and covers the period 1960 -2013. In the context of the empirical analysis, we apply the ARDL approach to cointegration, in conjunction with Granger causality tests. The results reveal strong dependencies between the examined sectors in both the long and short run time horizon.

Keywords: ARDL Cointegration; Agricultural Commodities; Biofuels; Crude Oil (search for similar items in EconPapers)
Date: 2018
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