In this article, an extensive review of the rapidly growing biofuel-related time-series literature
is carried out. The data used, the modeling techniques and the main findings of this literature …

This paper provides a general overview of the technological, social, environmental,
economical, and policy considerations related to biofuels. While the biofuel production and …

Unlike previous studies, we employ a relatively newer modelling technique—a time-varying
copula with a switching dependence—to characterise the conditional dependence between …

This paper employs a VAR-GARCH model to investigate the return links and volatility
transmission between the S&P 500 and commodity price indices for energy, food, gold and …

We investigate the joint and bivariate return and volatility interdependence between various
agricultural commodities and oil price shocks. As an alternative of the Diebold and Yilmaz …

This study examines volatility transmission between oil and selected agricultural commodity
prices (wheat, corn, soybeans, and sugar). We apply the newly developed causality in …

This study analyzes the lead-lag relationship between the price indices of energy fuels and
each of food, industrial inputs, agriculture raw materials, metals and beverages in the time …

Ignored structural breaks in a VAR result in a misspecified model such that Granger
causality tests are improperly sized; there is a bias towards a rejection of the null hypothesis …

This paper evaluates the association between crude oil prices and world food price indices,
first within general space and time, and then within the combined time-frequency sphere …

For years, agriculture has provided most of the fuel for vehicular transportation. Concerns
about availability of fuels, balance of trade, and climate change led to the introduction of …