Is there co-movement of agricultural commodities futures prices and crude oil?
- Author
- NATANELOV, Valeri1 ; ALAM, Mohammad J1 3 ; MCKENZIE, Andrew M2 ; HUYLENBROECK, Guido Van1
[1] Department of Agricultural Economics, Ghent University, Coupure links 653, 9000 Ghent, Belgium
[2] Department of Agricultural Economics and Agribusiness, University of Arkansas, AR, United States
[3] Department of Agribusiness and Marketing, Bangladesh Agricultural University, Bangladesh - Source
Energy policy. 2011, Vol 39, Num 9, pp 4971-4984, 14 p ; ref : 1/2 p
- CODEN
- ENPYAC
- ISSN
- 0301-4215
- Scientific domain
- Energy; Environment
- Publisher
- Elsevier, Kidlington
- Publication country
- United Kingdom
- Document type
- Article
- Language
- English
- Author keyword
- Co-movement Commodities futures Threshold cointegration
- Keyword (fr)
- Blé Cacao Causalité Cointégration Marché à terme Maïs Modèle économétrique Or Prix Produit alimentaire Pétrole Riz Soja Sucre Série temporelle Variation mensuelle 1993-2001 2002-2010 Juillet 1989- Février 2010 Céréale
- Keyword (en)
- Wheat Cocoa Causality Cointegration Time bargain Corn Econometric model Gold Price Foodstuff Petroleum Rice Soybean Sugar Time series Monthly variation Cereal
- Keyword (es)
- Trigo Cacao Causalidad Cointegración Maiz Modelo econométrico Oro Precio Producto alimenticio Petróleo Arroz Soya Azúcar Serie temporal Variación mensual Cereal
- Classification
- Pascal
- 001 Exact sciences and technology / 001D Applied sciences / 001D06 Energy / 001D06A General, economic and professional studies / 001D06A01 Energy economics / 001D06A01A Methodology. Modelling
- Pascal
- 001 Exact sciences and technology / 001D Applied sciences / 001D06 Energy / 001D06A General, economic and professional studies / 001D06A01 Energy economics / 001D06A01C Economic data / 001D06A01C2 Fossil fuels and derived products / 001D06A01C2B Oil
- Discipline
- Energy
- Origin
- Inist-CNRS
- Database
- PASCAL
- INIST identifier
- 24437189
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
Access to the document
Install on your browser
DOI
10.1016/j.enpol.2011.06.016 
https://dx.doi.org/10.1016/j.enpol.2011.06.016
"O:13:\"PanistOpenUrl\":36:{s:10:\"\u0000*\u0000openUrl\";N;s:6:\"\u0000*\u0000idc\";N;s:6:\"\u0000*\u0000fmt\";s:7:\"journal\";s:6:\"\u0000*\u0000doi\";s:27:\"10.1016\/j.enpol.2011.06.016\";s:6:\"\u0000*\u0000pii\";s:0:\"\";s:7:\"\u0000*\u0000pmid\";s:0:\"\";s:9:\"\u0000*\u0000atitle\";s:78:\"Is there co-movement of agricultural commodities futures prices and crude oil?\";s:9:\"\u0000*\u0000jtitle\";s:13:\"Energy policy\";s:9:\"\u0000*\u0000stitle\";s:13:\"Energy policy\";s:7:\"\u0000*\u0000date\";s:4:\"2011\";s:9:\"\u0000*\u0000volume\";s:2:\"39\";s:8:\"\u0000*\u0000issue\";s:1:\"9\";s:8:\"\u0000*\u0000spage\";s:4:\"4971\";s:8:\"\u0000*\u0000epage\";s:4:\"4984\";s:8:\"\u0000*\u0000pages\";s:0:\"\";s:7:\"\u0000*\u0000issn\";s:9:\"0301-4215\";s:8:\"\u0000*\u0000eissn\";s:0:\"\";s:9:\"\u0000*\u0000aulast\";s:9:\"NATANELOV\";s:10:\"\u0000*\u0000aufirst\";s:6:\"Valeri\";s:9:\"\u0000*\u0000auinit\";s:0:\"\";s:10:\"\u0000*\u0000auinitm\";s:0:\"\";s:5:\"\u0000*\u0000au\";a:3:{i:0;s:16:\"ALAM, Mohammad J\";i:1;s:18:\"MCKENZIE, Andrew M\";i:2;s:23:\"HUYLENBROECK, Guido Van\";}s:9:\"\u0000*\u0000aucorp\";s:0:\"\";s:7:\"\u0000*\u0000isbn\";s:0:\"\";s:8:\"\u0000*\u0000coden\";s:6:\"ENPYAC\";s:8:\"\u0000*\u0000genre\";s:7:\"article\";s:7:\"\u0000*\u0000part\";s:0:\"\";s:9:\"\u0000*\u0000btitle\";s:0:\"\";s:8:\"\u0000*\u0000title\";s:78:\"Is there co-movement of agricultural commodities futures prices and crude oil?\";s:8:\"\u0000*\u0000place\";s:10:\"Kidlington\";s:6:\"\u0000*\u0000pub\";s:8:\"Elsevier\";s:10:\"\u0000*\u0000edition\";s:0:\"\";s:9:\"\u0000*\u0000tpages\";s:2:\"14\";s:9:\"\u0000*\u0000series\";s:0:\"\";s:8:\"\u0000*\u0000proxy\";s:30:\"http:\/\/proxyout.inist.fr:8080\/\";s:12:\"\u0000*\u0000integrite\";b:1;}"
Panist access
"O:12:\"IstexOpenUrl\":35:{s:10:\"\u0000*\u0000openUrl\";N;s:6:\"\u0000*\u0000fmt\";s:7:\"journal\";s:6:\"\u0000*\u0000doi\";s:27:\"10.1016\/j.enpol.2011.06.016\";s:6:\"\u0000*\u0000pii\";s:0:\"\";s:7:\"\u0000*\u0000pmid\";s:0:\"\";s:9:\"\u0000*\u0000atitle\";s:78:\"Is there co-movement of agricultural commodities futures prices and crude oil?\";s:9:\"\u0000*\u0000jtitle\";s:13:\"Energy policy\";s:9:\"\u0000*\u0000stitle\";s:13:\"Energy policy\";s:7:\"\u0000*\u0000date\";s:4:\"2011\";s:9:\"\u0000*\u0000volume\";s:2:\"39\";s:8:\"\u0000*\u0000issue\";s:1:\"9\";s:8:\"\u0000*\u0000spage\";s:4:\"4971\";s:8:\"\u0000*\u0000epage\";s:4:\"4984\";s:8:\"\u0000*\u0000pages\";s:0:\"\";s:7:\"\u0000*\u0000issn\";s:9:\"0301-4215\";s:8:\"\u0000*\u0000eissn\";s:0:\"\";s:9:\"\u0000*\u0000aulast\";s:9:\"NATANELOV\";s:10:\"\u0000*\u0000aufirst\";s:6:\"Valeri\";s:9:\"\u0000*\u0000auinit\";s:0:\"\";s:10:\"\u0000*\u0000auinitm\";s:0:\"\";s:5:\"\u0000*\u0000au\";a:3:{i:0;s:16:\"ALAM, Mohammad J\";i:1;s:18:\"MCKENZIE, Andrew M\";i:2;s:23:\"HUYLENBROECK, Guido Van\";}s:9:\"\u0000*\u0000aucorp\";s:0:\"\";s:7:\"\u0000*\u0000isbn\";s:0:\"\";s:8:\"\u0000*\u0000coden\";s:6:\"ENPYAC\";s:8:\"\u0000*\u0000genre\";s:7:\"article\";s:7:\"\u0000*\u0000part\";s:0:\"\";s:9:\"\u0000*\u0000btitle\";s:0:\"\";s:8:\"\u0000*\u0000title\";s:78:\"Is there co-movement of agricultural commodities futures prices and crude oil?\";s:8:\"\u0000*\u0000place\";s:10:\"Kidlington\";s:6:\"\u0000*\u0000pub\";s:8:\"Elsevier\";s:10:\"\u0000*\u0000edition\";s:0:\"\";s:9:\"\u0000*\u0000tpages\";s:2:\"14\";s:9:\"\u0000*\u0000series\";s:0:\"\";s:8:\"\u0000*\u0000proxy\";s:30:\"http:\/\/proxyout.inist.fr:8080\/\";s:12:\"\u0000*\u0000integrite\";b:1;}"
Istex access
"O:16:\"UnpaywallOpenUrl\":35:{s:8:\"\u0000*\u0000email\";s:27:\"assistance-portail@inist.fr\";s:6:\"\u0000*\u0000fmt\";N;s:6:\"\u0000*\u0000doi\";s:27:\"10.1016\/j.enpol.2011.06.016\";s:6:\"\u0000*\u0000pii\";N;s:7:\"\u0000*\u0000pmid\";N;s:9:\"\u0000*\u0000atitle\";N;s:9:\"\u0000*\u0000jtitle\";N;s:9:\"\u0000*\u0000stitle\";N;s:7:\"\u0000*\u0000date\";N;s:9:\"\u0000*\u0000volume\";N;s:8:\"\u0000*\u0000issue\";N;s:8:\"\u0000*\u0000spage\";N;s:8:\"\u0000*\u0000epage\";N;s:8:\"\u0000*\u0000pages\";N;s:7:\"\u0000*\u0000issn\";N;s:8:\"\u0000*\u0000eissn\";N;s:9:\"\u0000*\u0000aulast\";N;s:10:\"\u0000*\u0000aufirst\";N;s:9:\"\u0000*\u0000auinit\";N;s:10:\"\u0000*\u0000auinitm\";N;s:5:\"\u0000*\u0000au\";N;s:9:\"\u0000*\u0000aucorp\";N;s:7:\"\u0000*\u0000isbn\";N;s:8:\"\u0000*\u0000coden\";N;s:8:\"\u0000*\u0000genre\";N;s:7:\"\u0000*\u0000part\";N;s:9:\"\u0000*\u0000btitle\";N;s:8:\"\u0000*\u0000title\";N;s:8:\"\u0000*\u0000place\";N;s:6:\"\u0000*\u0000pub\";N;s:10:\"\u0000*\u0000edition\";N;s:9:\"\u0000*\u0000tpages\";N;s:9:\"\u0000*\u0000series\";N;s:8:\"\u0000*\u0000proxy\";s:30:\"http:\/\/proxyout.inist.fr:8080\/\";s:12:\"\u0000*\u0000integrite\";N;}"
Unpaywall access
"O:16:\"EuropePMCOpenUrl\":35:{s:10:\"\u0000*\u0000openUrl\";N;s:6:\"\u0000*\u0000fmt\";s:7:\"journal\";s:6:\"\u0000*\u0000doi\";s:27:\"10.1016\/j.enpol.2011.06.016\";s:6:\"\u0000*\u0000pii\";s:0:\"\";s:7:\"\u0000*\u0000pmid\";s:0:\"\";s:9:\"\u0000*\u0000atitle\";s:78:\"Is there co-movement of agricultural commodities futures prices and crude oil?\";s:9:\"\u0000*\u0000jtitle\";s:13:\"Energy policy\";s:9:\"\u0000*\u0000stitle\";s:13:\"Energy policy\";s:7:\"\u0000*\u0000date\";s:4:\"2011\";s:9:\"\u0000*\u0000volume\";s:2:\"39\";s:8:\"\u0000*\u0000issue\";s:1:\"9\";s:8:\"\u0000*\u0000spage\";s:4:\"4971\";s:8:\"\u0000*\u0000epage\";s:4:\"4984\";s:8:\"\u0000*\u0000pages\";s:0:\"\";s:7:\"\u0000*\u0000issn\";s:9:\"0301-4215\";s:8:\"\u0000*\u0000eissn\";s:0:\"\";s:9:\"\u0000*\u0000aulast\";s:9:\"NATANELOV\";s:10:\"\u0000*\u0000aufirst\";s:6:\"Valeri\";s:9:\"\u0000*\u0000auinit\";s:0:\"\";s:10:\"\u0000*\u0000auinitm\";s:0:\"\";s:5:\"\u0000*\u0000au\";a:3:{i:0;s:16:\"ALAM, Mohammad J\";i:1;s:18:\"MCKENZIE, Andrew M\";i:2;s:23:\"HUYLENBROECK, Guido Van\";}s:9:\"\u0000*\u0000aucorp\";s:0:\"\";s:7:\"\u0000*\u0000isbn\";s:0:\"\";s:8:\"\u0000*\u0000coden\";s:6:\"ENPYAC\";s:8:\"\u0000*\u0000genre\";s:7:\"article\";s:7:\"\u0000*\u0000part\";s:0:\"\";s:9:\"\u0000*\u0000btitle\";s:0:\"\";s:8:\"\u0000*\u0000title\";s:78:\"Is there co-movement of agricultural commodities futures prices and crude oil?\";s:8:\"\u0000*\u0000place\";s:10:\"Kidlington\";s:6:\"\u0000*\u0000pub\";s:8:\"Elsevier\";s:10:\"\u0000*\u0000edition\";s:0:\"\";s:9:\"\u0000*\u0000tpages\";s:2:\"14\";s:9:\"\u0000*\u0000series\";s:0:\"\";s:8:\"\u0000*\u0000proxy\";s:30:\"http:\/\/proxyout.inist.fr:8080\/\";s:12:\"\u0000*\u0000integrite\";b:1;}"
Europe PubMed Central access
"O:11:\"BaseOpenUrl\":35:{s:10:\"\u0000*\u0000openUrl\";N;s:6:\"\u0000*\u0000fmt\";s:7:\"journal\";s:6:\"\u0000*\u0000doi\";s:27:\"10.1016\/j.enpol.2011.06.016\";s:6:\"\u0000*\u0000pii\";s:0:\"\";s:7:\"\u0000*\u0000pmid\";s:0:\"\";s:9:\"\u0000*\u0000atitle\";s:78:\"Is there co-movement of agricultural commodities futures prices and crude oil?\";s:9:\"\u0000*\u0000jtitle\";s:13:\"Energy policy\";s:9:\"\u0000*\u0000stitle\";s:13:\"Energy policy\";s:7:\"\u0000*\u0000date\";s:4:\"2011\";s:9:\"\u0000*\u0000volume\";s:2:\"39\";s:8:\"\u0000*\u0000issue\";s:1:\"9\";s:8:\"\u0000*\u0000spage\";s:4:\"4971\";s:8:\"\u0000*\u0000epage\";s:4:\"4984\";s:8:\"\u0000*\u0000pages\";s:0:\"\";s:7:\"\u0000*\u0000issn\";s:9:\"0301-4215\";s:8:\"\u0000*\u0000eissn\";s:0:\"\";s:9:\"\u0000*\u0000aulast\";s:9:\"NATANELOV\";s:10:\"\u0000*\u0000aufirst\";s:6:\"Valeri\";s:9:\"\u0000*\u0000auinit\";s:0:\"\";s:10:\"\u0000*\u0000auinitm\";s:0:\"\";s:5:\"\u0000*\u0000au\";a:3:{i:0;s:16:\"ALAM, Mohammad J\";i:1;s:18:\"MCKENZIE, Andrew M\";i:2;s:23:\"HUYLENBROECK, Guido Van\";}s:9:\"\u0000*\u0000aucorp\";s:0:\"\";s:7:\"\u0000*\u0000isbn\";s:0:\"\";s:8:\"\u0000*\u0000coden\";s:6:\"ENPYAC\";s:8:\"\u0000*\u0000genre\";s:7:\"article\";s:7:\"\u0000*\u0000part\";s:0:\"\";s:9:\"\u0000*\u0000btitle\";s:0:\"\";s:8:\"\u0000*\u0000title\";s:78:\"Is there co-movement of agricultural commodities futures prices and crude oil?\";s:8:\"\u0000*\u0000place\";s:10:\"Kidlington\";s:6:\"\u0000*\u0000pub\";s:8:\"Elsevier\";s:10:\"\u0000*\u0000edition\";s:0:\"\";s:9:\"\u0000*\u0000tpages\";s:2:\"14\";s:9:\"\u0000*\u0000series\";s:0:\"\";s:8:\"\u0000*\u0000proxy\";s:30:\"http:\/\/proxyout.inist.fr:8080\/\";s:12:\"\u0000*\u0000integrite\";b:1;}"
Base Search access
"O:12:\"ArXivOpenUrl\":35:{s:10:\"\u0000*\u0000openUrl\";N;s:6:\"\u0000*\u0000fmt\";s:7:\"journal\";s:6:\"\u0000*\u0000doi\";s:27:\"10.1016\/j.enpol.2011.06.016\";s:6:\"\u0000*\u0000pii\";s:0:\"\";s:7:\"\u0000*\u0000pmid\";s:0:\"\";s:9:\"\u0000*\u0000atitle\";s:78:\"Is there co-movement of agricultural commodities futures prices and crude oil?\";s:9:\"\u0000*\u0000jtitle\";s:13:\"Energy policy\";s:9:\"\u0000*\u0000stitle\";s:13:\"Energy policy\";s:7:\"\u0000*\u0000date\";s:4:\"2011\";s:9:\"\u0000*\u0000volume\";s:2:\"39\";s:8:\"\u0000*\u0000issue\";s:1:\"9\";s:8:\"\u0000*\u0000spage\";s:4:\"4971\";s:8:\"\u0000*\u0000epage\";s:4:\"4984\";s:8:\"\u0000*\u0000pages\";s:0:\"\";s:7:\"\u0000*\u0000issn\";s:9:\"0301-4215\";s:8:\"\u0000*\u0000eissn\";s:0:\"\";s:9:\"\u0000*\u0000aulast\";s:9:\"NATANELOV\";s:10:\"\u0000*\u0000aufirst\";s:6:\"Valeri\";s:9:\"\u0000*\u0000auinit\";s:0:\"\";s:10:\"\u0000*\u0000auinitm\";s:0:\"\";s:5:\"\u0000*\u0000au\";a:3:{i:0;s:16:\"ALAM, Mohammad J\";i:1;s:18:\"MCKENZIE, Andrew M\";i:2;s:23:\"HUYLENBROECK, Guido Van\";}s:9:\"\u0000*\u0000aucorp\";s:0:\"\";s:7:\"\u0000*\u0000isbn\";s:0:\"\";s:8:\"\u0000*\u0000coden\";s:6:\"ENPYAC\";s:8:\"\u0000*\u0000genre\";s:7:\"article\";s:7:\"\u0000*\u0000part\";s:0:\"\";s:9:\"\u0000*\u0000btitle\";s:0:\"\";s:8:\"\u0000*\u0000title\";s:78:\"Is there co-movement of agricultural commodities futures prices and crude oil?\";s:8:\"\u0000*\u0000place\";s:10:\"Kidlington\";s:6:\"\u0000*\u0000pub\";s:8:\"Elsevier\";s:10:\"\u0000*\u0000edition\";s:0:\"\";s:9:\"\u0000*\u0000tpages\";s:2:\"14\";s:9:\"\u0000*\u0000series\";s:0:\"\";s:8:\"\u0000*\u0000proxy\";s:30:\"http:\/\/proxyout.inist.fr:8080\/\";s:12:\"\u0000*\u0000integrite\";b:1;}"
arXiv access
