[1] Abdlaziz. R.A, Rahim K.A. & Adamu, P. (2016). “Oil and Food Prices Co-integration Nexus for Indonesia: A Non-linear Autoregressive Distributed Lag Analysis”. International Journal of Energy Economics and Policy, 6(1), 82-87.
[2] Akpan, E.O. (2009). “Oil Resource Management and Food Insecurity in Nigeria”. Paper Prepared for Presentation at the European Report on Development (ERD), Conference in Accra, Ghana, 21st-23rd May.
[3] Alghalith, M. (2008). “Estimation and Econometric Tests under Price and Output Uncertainty”. Applied Stochastic Models in Business and Industry, 23, 531–536.
[4] Alghalith, M. (2010). “The Interaction between Food Prices and Oil Prices”. Energy Economics, 32, 1520-1522.
[5] Alom, F., Wind, B. & Hu, B. (2011). “Spillover Effects of World Oil Prices on Food Prices: Evidence for Asia and Pacific Countries”. Conference, August 25-26, 2011, Nelson, New Zealand 115346, New Zealand Agricultural and Resource Economics Society, 1-28.
[6] Anashasy, E.A., Bradlley, M.D. & Joutz, F. (2005). “Evidence on the Role of Oil Prices in Venezuela's Economic Performance: 1950-2001”. Working Paper, University of Washington.
[7] Avalos, F. (2014). “Do Oil Prices Drive Food Prices? The Tale of a Structural Break”. Journal of International Money and Finance. 42, 253-271.
[8] Baffes, J. (2007). “Oil Spills on Other Commodities”. Resources Policy, 32, 126-134.
[9] Bakht, M. & Wurzburg, K. (2013). “Co-integration of Oil and Commodity Prices: A Comprehensive Approach”. Working Paper, 1-24.
[10] Bengake, C. & Eggoh, J.C. (2011). “The Feldstein-Horioka Puzzle in African Countries: A Panel Co-integration analysis”. Economic Modeling, 28, 939–947.
[11] Blackburne, E.F. & Frank, M.W. (2007). “Estimation of Nonstationary Heterogeneous Panels”. The Stata Journal, 7(2), 197–208.
[12] Chand, R. (2008). “Rising Global Food Prices: Implications for India”. International Workshop: Agricultural Trade Liberalization and Domestic Market Reforms in Indian Agriculture.
[13] Chavas, J.P. & Holt, M. (1996). “Economic Behavior under Uncertainty: a Joint Analysis of Risk and Technology”. Review of Economics and Statistics, 51, 329–335.
[14] Deaton, A. & Laroque, G. (1996). “Competitive Storage and Commodity Price Dynamics”. Journal of Political Economy, 104, 896-923.
[15] Du, X., Yu, C.L. & Hayes, D.J. (2010). “Speculation and Volatility Spillover in the Crude Oil and Agricultural Commodity Markets: A Bayesian Analysis”. Energy Economics, 33, 497-503.
[16] Esmaeili, A. & Shokoohi, Z. (2010). “Assessing the Effect of Oil Price on World Food Prices: Application of Principal Components Analysis”. Energy Policy, 32, 1022-1025.
[17] Granger, C.W. & Yoon, G. (2002). “Hidden Co-integration”. University of California, Working Paper.
[18] Hanson, K., Robinson, S. & Schluter, G. (1993). “Sectorial Effects of a World Oil Price Shock: Economy Wide Linkage to the Agricultural Sector”. Journal of Agriculture and Resource Economics, 18, 96-116.
[19] Headey, D. & Fan, S. (2008). “Anatomy of a Crisis: The Causes and Consequences of Surging Food Prices”. Agricultural Economics, 39, 375-391.
[20] Ibrahim, M. H. (2015). “Oil and Food Prices in Malaysia: A Nonlinear ARDL Analysis”. Agricultural and Food Economics, 3(2), 1-14.
[21] Im, K.S., Pesaran, M.H. & Shin, Y. (2003). “Testing for Unit Roots in Heterogeneous Panels”. Journal of Econometrics, No.115, 53-74.
[22] Jafari M. & Golkhandan, A. (2013). “An Analysis of the Short-Run and Long-Run Asymmetry Effects of Oil Price Shocks on Business Cycles in Iran: A Non-Liner Hidden Co-integration Approach”. Economic Development Research, 3(12): 129-154.
[23] Javdan, E., Raheli, H. & Naghdi, R. (2015). “Analysis of Factors Affecting Food Price in Iran with Emphasis on Oil Shocks”. Journal of Agricultural Economics Research, 7(26), 179-195.
[24] Kaltilioglu, M. & Soytas, U. (2009). “Price Transition between World Foods”. Agricultural Row Material and Oil Prices, GBATA Conference Proceeding, 596-603.
[25] Kao, C. (1999). “Spurious Regression and Residual-Based Tests for Co-integration in Panel Data”. Journal of Econometrics, No.90, 1- 44.
[26] Kargbo, J.M. (2005). “Impact of Monetary and Macroeconomic Factor on Food Prices in West Africa”. Agrekon, 44(2), 205-224.
[27] Levin, A., Lin, C. & Chu, C.J. (2002). “Unit Root Tests in Panel Data: Asymptotic and Finite-Sample Properties”. Journal of Econometrics, No. 108, 1-24.
[28] Mehrara. M. (2008). “The Asymmetric Relationship between Oil Revenues and Economic Activities: The Case of Oil-Exporting Countries”. Journal of Energy Policy, No. 36.
[29] Mowlaei, M., Golkhandan, A. & Golkhandan, D. (2014). “An Analysis of Asymmetry Effects of Oil Shocks on Economic Growth of the Oil-Exporting Countries: A Non-Liner Hidden Panel Co-integration”. Iranian Energy Economics Quarterly, 3, 201-229.
[30] Nazlioglu, S. & Soytas. U. (2010). “World Oil Prices and Agricultural Commodity Prices: Evidence from Emerging Market”. Energy Economics, 33, 488-496.
[31] Pedroni, P. (2004). “Panel Co-integration, Asymptotic and Finite Sample Properties of Pooled Time Series Tests with an Application to the PPP Hypothesis”. Econometric Theory, No.3, 597-625.
[32] Pesaran, M.H. (2007). “A Simple Panel Unit Root Test in Presence of Cross Section Dependence”, Journal of Applied Econometrics 22, 265–312.
[33] Pesaran, H., Shin, Y. & Smith, R. (1999). “Pooled Mean Group Estimation and Dynamic Heterogeneous Panels”. Journal of the American Statistical Association, 94, 621–634.
[34] Ramos, S. B. & Veiga, H. (2013). “Oil Price Asymmetric Effects: Answering the Puzzle in International Stock Markets”. Energy Economics, 38, 136-145.
[35] Samadi, A. H. & Behpoor, S. (2013). “The Effect of Oil Price Volatilities on Food Price Index in Iran”. Quarterly Journal of Applied Theories of Economics, No. 2, 89-106.
[36] Schorderet, Y. (2003). “Asymmetric Co-integration”. University of Geneva.
[37] Shin, Y., Yu, B. & Greenwood-Nimmo, M. (2011). “Modeling Asymmetric Co-integration and Dynamic Multipliers in a Nonlinear ARDL Framework”. Mimeo.
[38] Simoes, C. N. (2011). “Education Composition and Growth: A Pooled Mean Group Analysis of OECD Countries”. Panoeconomicus, 4, 455-471.
[39] Udoh, E. & Egwaikhide, F. (2012). “Does International Oil Price Volatility Complement Domestic Food Price Instability in Nigeria?: An Empirical Enquiry”. International Journal of Economics and Finance, 4, 235-246.
[40] Westerlund, J. (2007). “Testing for Error Correction in Panel Data”. Oxford Bulletin of Economics and Statistics, 69 (6), 709–748.
[41] Yang, H., Zhou, Y. & Liu, J. (2009). “Land and Water Requirements of Biofuel and Implications for Food Supply and Environment in China”. Energy Policy, 37, 1876-1885.
|