Wheat and corn prices and energy markets: spillover effects

Onour, Ibrahim; Sergi, Bruno S.

doi:10.1504/ijbg.2012.050905

Cited by 5 publications

(7 citation statements)

References 4 publications

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“…In particular, the researchers point out that for the decade 2007-2017, the two markets simultaneously acted in the same direction. This has, as a clear result, the existence of a correlation between the volatility of the price of these commodities (Du et al 2011;Wu et al 2011;Onour and Sergi 2012;Chevallier and Ielpo 2013;Mensi, Tiwari, et al 2017;Guhathakurta et al et al 2020). A remarkable finding of the researchers is the interaction that the oil markets present with each other, as shown in Figure 14.…”

Section: Oilmentioning

confidence: 88%

“…In particular, food commodities, the price of oil, sudden events in the energy market, and changes in the prices of edible goods have a direct effect on the volatile fertilizer market. Thus, a change is also observed in the prices of wheat and corn (Onour and Sergi 2012). Concluding with the effects of the volatility of the oil market, it is worth noting that this action affects the exchange rate around the world.…”

Section: Distress Index Volatiltymentioning

confidence: 90%

“…Commodities under investigation include wheat, barley, cereals, corn, and soybeans. Various scholars thoroughly investigated the relationship between oil and these products over 32 years, i.e., from 1986 to 2018 (Du et al 2011;Onour and Sergi 2012;Nazlioglu et al 2013;Mensi et al 2014;Saghaian et al al. 2018;Dahl et al 2020;Guhathakurta et al 2020;Yip et al 2020).…”

Section: Distress Index Volatiltymentioning

confidence: 99%

“…For this reason, their findings indicate that the markets of the specific commodities are affected both ways for 26 years, i.e. from 1992 to 2018, and mainly in the USA (Du et al 2011;Onour and Sergi 2012;Chevallier and Ielpo 2013;Nazlioglu et al 2013;Mensi, Tiwari, et al 2017;Guhathakurta et al 2020;Yip et al 2020). In addition, corn and natural gas show a similar relationship.…”

Section: Cornmentioning

confidence: 99%

“…At the same time, the price of the specific agricultural good shows variability due to the purchase of fertilizers. In more detail, fertilizer prices adjust the corn market for about 20 years internationally (Onour and Sergi 2012;Etienne et al 2016).…”

Section: Corn and Wheat Price Volatiltymentioning

confidence: 99%

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Volatility Spillovers among the Major Commodities: A Bibliometric Review

Melas,

Faitatzoglou,

Michail

et al. 2024

Preprint

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The integration of commodities into stock exchanges marked a pivotal moment in the analysis of price dynamics. Commodities, essential for both daily sustenance and industrial processes, encompass hard commodities like metals and energy, alongside soft commodities such as agricultural produce. This paper investigates the implications of commodity price volatility on commercial and financial landscapes, recognizing its profound impact on global economies. This study employs a meticulous methodology, delineated into four stages: identification, control, and final selection of academic articles, culminating in their tabulation. Methodologically, a literature review serves as the primary tool for data acquisition, with a focus on existing scientific knowledge to bridge gaps and propose avenues for further inquiry. Drawing from reliable sources, including Google Scholar and Science Direct, the research navigates through a wealth of scholarly discourse on commodity market dynamics. By analyzing trends in academic publications, particularly focusing on the interplay between volatility spillover and gold, this paper provides insights into the evolution of research paradigms over time. Ultimately, this paper not only synthesizes existing knowledge but also identifies lacunae for future investigation, thereby contributing to a deeper understanding of the complexities surrounding commodity markets and their ramifications on global economies.

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