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Is there co-movement of agricultural commodities futures prices and crude oil?

(2011) ENERGY POLICY. 39(9). p.4971-4984
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Keywords
REPRESENTATION, IMPACT, GROWTH, ENERGY SHOCKS, FINANCIAL-MARKETS, ERROR-CORRECTION, ECONOMIC-ACTIVITY, THRESHOLD COINTEGRATION, ASYMMETRIC COINTEGRATION APPROACH, Threshold cointegration, Commodities futures, Co-movement, CONSUMPTION

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Citation

Please use this url to cite or link to this publication:

MLA
Natanelov, Valeri, Mohammad Jahangir Alam, Andrew M McKenzie, et al. “Is There Co-movement of Agricultural Commodities Futures Prices and Crude Oil?” ENERGY POLICY 39.9 (2011): 4971–4984. Print.
APA
Natanelov, V., Alam, M. J., McKenzie, A. M., & Van Huylenbroeck, G. (2011). Is there co-movement of agricultural commodities futures prices and crude oil? ENERGY POLICY, 39(9), 4971–4984.
Chicago author-date
Natanelov, Valeri, Mohammad Jahangir Alam, Andrew M McKenzie, and Guido Van Huylenbroeck. 2011. “Is There Co-movement of Agricultural Commodities Futures Prices and Crude Oil?” Energy Policy 39 (9): 4971–4984.
Chicago author-date (all authors)
Natanelov, Valeri, Mohammad Jahangir Alam, Andrew M McKenzie, and Guido Van Huylenbroeck. 2011. “Is There Co-movement of Agricultural Commodities Futures Prices and Crude Oil?” Energy Policy 39 (9): 4971–4984.
Vancouver
1.
Natanelov V, Alam MJ, McKenzie AM, Van Huylenbroeck G. Is there co-movement of agricultural commodities futures prices and crude oil? ENERGY POLICY. 2011;39(9):4971–84.
IEEE
[1]
V. Natanelov, M. J. Alam, A. M. McKenzie, and G. Van Huylenbroeck, “Is there co-movement of agricultural commodities futures prices and crude oil?,” ENERGY POLICY, vol. 39, no. 9, pp. 4971–4984, 2011.
@article{1851764,
  author       = {Natanelov, Valeri and Alam, Mohammad Jahangir and McKenzie, Andrew M and Van Huylenbroeck, Guido},
  issn         = {0301-4215},
  journal      = {ENERGY POLICY},
  keywords     = {REPRESENTATION,IMPACT,GROWTH,ENERGY SHOCKS,FINANCIAL-MARKETS,ERROR-CORRECTION,ECONOMIC-ACTIVITY,THRESHOLD COINTEGRATION,ASYMMETRIC COINTEGRATION APPROACH,Threshold cointegration,Commodities futures,Co-movement,CONSUMPTION},
  language     = {eng},
  number       = {9},
  pages        = {4971--4984},
  title        = {Is there co-movement of agricultural commodities futures prices and crude oil?},
  url          = {http://dx.doi.org/10.1016/j.enpol.2011.06.016},
  volume       = {39},
  year         = {2011},
}

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