TY  - RPRT
AU  - Vo, Duc Hong
AU  - Vu, Tan Ngoc
AU  - Vo, Anh The
AU  - McAleer, Michael
PY  - 2019
SN  - 2341-2356
UR  - https://hdl.handle.net/20.500.14352/17466
AB  - The food-energy nexus has attracted great attention from policymakers, practitioners and academia since the food price crisis during the 2007-2008 Global Financial Crisis (GFC), and new policies that aim to increase ethanol production. This paper...
LA  - eng
A3  - Facultad de Ciencias Económicas y Empresariales. Instituto Complutense de Análisis Económico (ICAE)
KW  - Agricultural commodity prices
KW  - Volatility
KW  - Crude oil prices
KW  - Structural Vector Autoregressive model
KW  - Impulse response functions
KW  - Decomposition.
TI  - Modelling the relationship between crude oil and agricultural commodity prices
TY  - technical report
VL  - 2019
ER  -