Examining the Relationship of Crude Oil Future Price Return and Agricultural Future Price Return in US

The purpose of this paper is to investigate the relationships between crude oil futures and agricultural grain commodities futures for soybeans, wheat and corn. Daily data for soybeans, wheat and corn are collected from Chicago Board of Trade (CBOT) and crude oil from New York Mercantile Exchange (N...

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Bibliographic Details
Main Authors: Ching-Chun Wei, Shu-Min Chen
Format: Article
Language:English
Published: EconJournals 2016-03-01
Series:International Journal of Energy Economics and Policy
Subjects:
Online Access:https://dergipark.org.tr/tr/pub/ijeeep/issue/31916/351054?publisher=http-www-cag-edu-tr-ilhan-ozturk