The interplay between oil and food commodity prices: has it changed over time?
Using time-varying BVARs, we find that oil price increases caused by oil supply shocks did not affect food commodity prices before the start of the millennium, but had positive spillover effects in more recent periods. Likewise, shortfalls in global food commodity supply - resulting from bad harvest...
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| Main Authors: | , , |
|---|---|
| Format: | Article (Journal) Book/Monograph |
| Language: | English |
| Published: |
University of Heidelberg, Department of Economics
September 2019
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| Series: | Discussion paper series / University of Heidelberg, Department of Economics
no. 665 |
| In: |
Discussion paper series (no. 665)
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| DOI: | 10.11588/heidok.00027063 |
| Subjects: | |
| Online Access: | Resolving-System, kostenfrei: https://doi.org/10.11588/heidok.00027063 Verlag, kostenfrei: http://archiv.ub.uni-heidelberg.de/volltextserver/27063/1/Peersman%2C%20R%C3%BCth%2C%20Van%20der%20Veken_2019_dp665.pdf Resolving-System, kostenfrei: http://hdl.handle.net/10419/207641 Resolving-System, kostenfrei, Volltext: https://nbn-resolving.org/urn:nbn:de:bsz:16-heidok-270637 
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| Author Notes: | Gert Peersman, Sebastian K. Rüth, and Wouter Van der Veken |
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The interplay between oil and food commodity prices: has it changed over time?
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