An Empirical Investigation of the Price Linkages between Oil, Biofuels and Selected Agricultural Commodities

Constantinos Katrakilidis, Moïse Sidiropoulos () and Nikolaos Tabakis
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Moïse Sidiropoulos: Aristotle University of Thessaloniki, BETA - Bureau d'Économie Théorique et Appliquée - INRA - Institut National de la Recherche Agronomique - UNISTRA - Université de Strasbourg - UL - Université de Lorraine - CNRS - Centre National de la Recherche Scientifique
Nikolaos Tabakis: ATEITH - Alexander Technological Educational Institute of Thessaloniki

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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.

Keywords: ARDL cointegration; Biofuels; Agricultural commodities; Crude oil (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (2)

Published in Procedia Economics and Finance, 2015, 33, pp.313-320. ⟨10.1016/S2212-5671(15)01715-3⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-03692237

DOI: 10.1016/S2212-5671(15)01715-3

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