The United Nations sustainable development goals include eradication of hunger. To feed
10 billion persons 2050, we need to get the trade-offs right between sustainability, food …

This paper aims to indicate the linkages between crude oil prices and selected food price
indexes (dairy, meat, oils, cereals, and sugar) and provide an empirical specification of the …

This study introduces a novel time-varying parameter vector autoregression (TVP-VAR)
based extended joint connectedness approach in order to characterize connectedness of 11 …

This paper assesses the role of gold as a safe haven or hedge against crude oil price risks.
We employ the asymmetric VARMA-GARCH model, using daily data from January 2016 to …

Oil price and its shocks bring drastic influences on any economy. They are considered as
significant predictors for numerous macro-economic variables, nevertheless their role in …

This study examines the linkages between energy price and food prices over the period
2000–2016 by using a Panel-VAR model in the case of eight Asian economies. Our results …

This paper documents a dramatic change in the nature of connectedness in global
commodity prices following the 2008 global financial crisis. We show that co-dependence in …

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

Oil shocks demonstrate an effective economic event in the face of several unprecedented
financial challenges. The current study endeavors to investigate the nexus between oil …

This paper investigates the realised volatility connectedness of US crude oil futures and five
China's agricultural commodity futures using connectedness measures and high-frequency …