Reference health

Nexus between Oil Shocks and Agriculture Commodities: Evidence from Time and Frequency Domain

https://doi.org/10.2139/ssrn.4002236
CiteStamped reference-health badge
48/48 checkable references clean · checked 2026-08-27

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

32 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

The 48 checked references that resolve
resolves10.7160/aol.2016.080101
A Model of the Dynamics of the Effect of World Crude Oil Price and World Rice Price on Indonesia’s Inflation Rate
resolves10.1016/j.jcomm.2016.11.002
The connectedness between crude oil and financial markets: Evidence from implied volatility indices
resolves10.1007/978-1-4419-7634-5_3
The Energy/Non-energy Price Link: Channels, Issues and Implications
resolves10.1093/jjfinec/nby001
Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk*
resolves10.1016/j.eneco.2017.08.011
Is the recent low oil price attributable to the shale revolution?
resolves10.1016/j.irfa.2020.101646
Return connectedness across asset classes around the COVID-19 outbreak
resolves10.1016/j.irfa.2016.12.005
The price of shelter - Downside risk reduction with precious metals
resolves10.1080/14697688.2013.769689
The dynamics of commodity prices
resolves10.1016/j.eneco.2015.11.018
Volatility linkages between energy and agricultural commodity prices
resolves10.1016/j.energy.2010.03.006
The substitutive effect of biofuels on fossil fuels in the lower and higher crude oil price periods
resolves10.1007/s11156-017-0672-7
Is gold a hedge against inflation? A wavelet time-scale perspective
resolves10.1016/j.ijforecast.2011.02.006
Better to give than to receive: Predictive directional measurement of volatility spillovers
resolves10.1016/j.jeconom.2014.04.012
On the network topology of variance decompositions: Measuring the connectedness of financial firms
resolves10.1016/j.jbankfin.2008.04.003
Computing the market price of volatility risk in the energy commodity markets
resolves10.1016/j.eneco.2010.12.015
Speculation and volatility spillover in the crude oil and agricultural commodity markets: A Bayesian analysis
resolves10.1016/j.eneco.2013.06.013
Do energy prices stimulate food price volatility? Examining volatility transmission between US oil, ethanol and corn markets
resolves10.1080/14697680903460143
Asymmetry of information flow between volatilities across time scales
resolves10.5547/ISSN0195-6574-EJ-Vol30-No2-9
Understanding Crude Oil Prices
resolves10.1016/j.eap.2020.12.008
Time-frequency connectedness between Asian electricity sectors
resolves10.1016/j.eneco.2012.06.027
Non-parametric and parametric modeling of biodiesel, sunflower oil, and crude oil price relationships
resolves10.1016/j.eneco.2016.12.011
Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets
resolves10.1016/j.eneco.2012.06.016
Correlations between biofuels and related commodities before and during the food crisis: A taxonomy perspective
resolves10.1016/j.physa.2013.10.021
Cross-correlations between crude oil and agricultural commodity markets
resolves10.1016/j.econlet.2016.08.032
Co-movements between crude oil and food prices: A post-commodity boom perspective
resolves10.1016/j.eneco.2018.10.031
High-frequency volatility connectedness between the US crude oil market and China's agricultural commodity markets
resolves10.1002/rfe.1096
Empirical analysis of the cross‐interdependence between crude oil and agricultural commodity markets
resolves10.1108/PAR-08-2020-0114
COVID-19 pandemic and connectedness across financial markets
resolves10.1016/j.enpol.2011.06.016
Is there co-movement of agricultural commodities futures prices and crude oil?
resolves10.1016/j.eneco.2012.11.009
Volatility spillover between oil and agricultural commodity markets
resolves10.1016/j.eneco.2011.09.008
Oil price, agricultural commodity prices, and the dollar: A panel cointegration and causality analysis
resolves10.1080/00036846.2020.1764482
Time-frequency dynamics of return spillover from crude oil to agricultural commodities
resolves10.1016/S0165-1765(97)00214-0
Generalized impulse response analysis in linear multivariate models
resolves10.1016/j.resourpol.2008.09.001
Impact of crude oil price volatility on economic activities: An empirical investigation in the Thai economy
resolves10.1093/rof/rfw071
Oil Prices and the Stock Market
resolves10.1016/j.eneco.2011.04.003
Volatility spillovers between food and energy markets: A semiparametric approach
resolves10.1016/j.enpol.2018.03.074
Asymmetric risk spillovers between oil and agricultural commodities
resolves10.1016/j.irfa.2020.101496
COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach
resolves10.1002/fut.21770
Crude Oil and Agricultural Futures: An Analysis of Correlation Dynamics
resolves10.1111/j.1467-8411.2009.01224.x
Responding to High Commodity Prices
resolves10.1111/j.1468-5965.2010.02091.x
State of the Union: The Financial Crisis and the ECB's Response between 2007 and 2009
resolves10.1371/journal.pone.0246886
Return and volatility transmission between oil price shocks and agricultural commodities
resolves10.1016/j.chaos.2020.109896
Analysis of the impact of COVID-19 on the correlations between crude oil and agricultural futures
resolves10.1016/j.physa.2019.123464
Dynamic return connectedness across global commodity futures markets: Evidence from time and frequency domains
resolves10.1016/j.eneco.2014.05.006
Impacts of energy shocks on US agricultural productivity growth and commodity prices—A structural VAR analysis
resolves10.1016/j.eneco.2014.03.016
Oil price shocks and agricultural commodity prices
resolves10.1093/cjip/pox015
International Crises and China's Rise: Comparing the 2008 Global Financial Crisis and the 2017 Global Political Crisis
resolves10.1016/j.physa.2019.122279
Measuring the connectedness of European electricity markets using the network topology of variance decompositions
resolves10.1016/j.eneco.2019.01.011
Temporal and spectral dependence between crude oil and agricultural commodities: A wavelet-based copula approach
The 32 references without a DOI — listed, not checked
no DOI — not checkedref1
no DOI — not checkedHow COVID-19 drives connectedness among commodity and financial markets: evidence from TVP-VAR and causality-in-quantiles techniques
no DOI — not checkedref4
no DOI — not checkedref5
no DOI — not checkedSpillover effects of World oil prices on food prices: evidence for Asia and Pacific countries
no DOI — not checkedref9
no DOI — not checkedref12
no DOI — not checkedSolving the financial and sovereign debt crisis in Europe
no DOI — not checkedOil Price Volatility in the context of Covid-19
no DOI — not checkedref18
no DOI — not checkedAsymmetric and time-frequency spillovers among commodities using high-frequency data
no DOI — not checkedEnergy and agricultural commodity markets interaction: an analysis of crude oil, natural gas, corn, soybean, and ethanol prices
no DOI — not checkedDynamics of volatility spillover in commodity markets: Linking crude oil to agriculture
no DOI — not checkedref29
no DOI — not checkedMean and variance dynamics between agricultural commodity prices and crude oil prices
no DOI — not checkedHeterogeneous dependence between crude oil price volatility and China's agriculture commodity futures: Evidence from quantile-on-quantile regression
no DOI — not checkedOil prices and agricultural commodity markets: evidence from pre and during COVID-19 outbreak
no DOI — not checkedModelling dynamic dependence and risk spillover between all oil price shocks and stock market returns in the BRICS
no DOI — not checkedref39
no DOI — not checkedExploring the time-frequency connectedness and network among crude oil and agriculture commodities V1
no DOI — not checkedUsing copula to test dependency between energy and agricultural commodities
no DOI — not checkedQuantile connectedness between Sukuk bonds and the impact of COVID-19
no DOI — not checkedref53
no DOI — not checkedTime-frequency comovement among green bonds, stocks, commodities, clean energy, and conventional bonds
no DOI — not checkedThe run-up to the global financial crisis: A longer historical view of financial liberalization, capital inflows, and asset bubbles
no DOI — not checkedSafe-Haven properties of soft commodities during times of COVID-19
no DOI — not checkedLong-Run Linkages of ASEAN+ 3 Floating Currencies
no DOI — not checkedOil price risk exposure of BRIC stock markets and hedging effectiveness
no DOI — not checkedDynamic volatility spillover effects between oil and agricultural products
no DOI — not checkedFurther readings: World Bank Group
no DOI — not checkedref79
no DOI — not checkedOil prices as an indicator of global economic conditions
What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

checked 2026-08-27 — re-checked daily as this page is visited; titles and statuses come from Crossref and DataCite and are not part of the signed record

Embed this badge

Both snippets point at the live badge image and link back to this page. The badge re-renders from the daily check, so an embed never goes stale by more than a day of visits.

<a href="https://citestamp.com/citestamped/10.2139/ssrn.4002236"><img src="https://citestamp.com/citestamped/10.2139/ssrn.4002236/badge.svg" alt="CiteStamped reference-health badge" width="460" height="64"></a>
[![CiteStamped reference-health badge](https://citestamp.com/citestamped/10.2139/ssrn.4002236/badge.svg)](https://citestamp.com/citestamped/10.2139/ssrn.4002236)