Is there co-movement of agricultural commodities futures prices and crude oil?
- Author
- Valeri Natanelov (UGent) , Mohammad Jahangir Alam (UGent) , Andrew M McKenzie and Guido Van Huylenbroeck (UGent)
- Organization
- Project
- 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: http://hdl.handle.net/1854/LU-1851764
- MLA
- Natanelov, Valeri, et al. “Is There Co-Movement of Agricultural Commodities Futures Prices and Crude Oil?” ENERGY POLICY, vol. 39, no. 9, 2011, pp. 4971–84, doi:10.1016/j.enpol.2011.06.016.
- 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. https://doi.org/10.1016/j.enpol.2011.06.016
- 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): 4971–84. https://doi.org/10.1016/j.enpol.2011.06.016.
- 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. doi:10.1016/j.enpol.2011.06.016.
- 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://doi.org/10.1016/j.enpol.2011.06.016}},
volume = {{39}},
year = {{2011}},
}
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