Return and volatility transmission between oil price shocks and agricultural commodities
نویسندگان
چکیده
منابع مشابه
the effects of oil price and the exchange rate shocks on price of agricultural commodities in iran
oil prices may be having a direct and indirect effect through the exchange rate on the price of agricultural commodities. in this paper, the impact of world oil prices and exchange rate shocks on prices of specific agricultural commodities including wheat, corn, soybeans and sunflowers in iran is discussed. for this purpose, vector autoregressive model with monthly data over the period 2010-199...
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ژورنال
عنوان ژورنال: PLOS ONE
سال: 2021
ISSN: 1932-6203
DOI: 10.1371/journal.pone.0246886