Have a personal or library account? Click to login
Oil and Food Price Before and During COVID-19 Pandemic in Nigeria: A Non-Linear ARDL Approach Cover

Oil and Food Price Before and During COVID-19 Pandemic in Nigeria: A Non-Linear ARDL Approach

Open Access
|Apr 2024

References

  1. Abbott, P.C., Christopher, H., Wallace, E.T. (2008), What’s Driving Food Prices? Issue Reports, No. 37951. Oak Brook: Farm Foundation.
  2. Abbott, P.C., Christopher, H., Wallace, E.T. (2009), What’s Driving Food Prices? March 2009 Update, Issue Reports, No. 48495, Oak Brook: Farm Foundation
  3. 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.
  4. Aleksandrova, S., (2016), Impact of oil price on oil exporting countries in the Caucasus and Central Asia, Economic Alternative, 4, 477–486.
  5. Alghalith, M., (2010), The interaction between food prices and oil prices, Energy Economics, 32, 1520–1522.
  6. Alom, F., Bert, D.W., Hu, B. (2013), Macroeconomic effects of world oil and food price shocks in Asia and Pacific economies: Application of SVAR models, OPEC Energy Review, 37, 327–372.
  7. Babalola, A., Salau, T. J. (2020), Petroleum Pump Price and Consumer Price Index in Nigeria: A case for or against Total Subsidy Removal–Panel Dynamic Analysis, Timisoara Journal of Economics and Business, 13(2), 107–128.
  8. Baffes, J. (2007), Oil spills on other commodities, Resources Policy, 32, 126–134.
  9. Baffes, J. (2010), More on the energy/non-energy price link, Applied Economics Letters, 17, 1555–1558.
  10. Bathla, S., Thorat, S., Joshi, P. K., Yu, B. (2017), Where to invest to accelerate agricultural growth and poverty reduction, Economic and Political Weekly, 52(39), 36–45.
  11. Chang, T.H., Su, H.M. (2010), The substitutive effect of biofuels on fossil fuels in the lower and higher crude oil price periods, Energy, 35, 2807–2813.
  12. Cunado, J., De Gracia, F. P. (2005), Oil prices, economic activity and inflation: evidence for some Asian countries, The Quarterly Review of Economics and Finance, 45(1), 65–83
  13. Du, X.L., Yu, C.O., Hayes, D.J. (2011), Speculation and volatility spillover in the crude oil and agricultural commodity markets: A Bayesian analysis, Energy, 33, 497–503.
  14. Eltony, M.N., Al-Awadi, M. (2001), Oil Price fluctuations and their impact on the macroeconomic variables of Kuwait: A case study using VAR model, International Journal of Energy Research, 25(11), 939–959.
  15. Food and Agricultural Organization, (2016), FAO’s Food Price and Output Watch Database, Rome, Italy: Food and Agricultural Organization, Available from: http://www.fao.org/statistics/databases/en. [Last accessed on 2022 Jan 16].
  16. Fowowe, B. (2016), Do oil prices drive agricultural commodity prices? Evidence from South Africa, Energy, 104, 149–157.
  17. Gbanador, C. A. (2007), Modern macroeconomics, Port Harcourt: Pearl Publishers.
  18. Gilbert, C.L., Morgan, C.W. (2010), Food price volatility. Philosophical Transactions of the Royal Society, Biological Sciences, 365, 3023–3034.
  19. Hamilton, J.D., (2012), Oil Prices, Exhaustible Resources, and Economic Growth, NBER Working Paper No. w17759, Available from: https://www.nber.org/papers/w17759. [Last accessed on 2019 May 27].
  20. Harri, A., Nalley, L., Hudson, D. (2009), The relationship between oil, exchange rates, and commodity prices, Journal of agricultural and applied economics, 41(2), 501–510.
  21. Ibrahim, M. H. (2015), Oil and food prices in Malaysia: a nonlinear ARDL analysis, Agricultural and Food Economics, 3, 1–14.
  22. Interagency Report to the G20, (2011), Price volatility in food and agricultural markets: Policy responses, Policy Report including Contributions by FAO, IFAD, IMF, OECD, UNCTAD, WFP, World Bank, WTO, IFPRI and UMHTF.
  23. Minot, N. (2014), Food price volatility in Sub-Saharan Africa: Has it really increased? Food Policy, 45, 45–56.
  24. Mork, K.A. (1989), Oil shocks and the macroeconomic when prices go up and down: An Extension of Hamilton’s results, Journal of Political Economy, 97, 740–744.
  25. Mork, K.A., Oystein, O., Terje, M.H. (1994), Macroeconomic responses to oil price increases and decreases in seven OECD countries, Energy Journal, 15, 19–35.
  26. Nazlioglu, S., Erdem, C., Soytas, U. (2013), Volatility spillover between oil and agricultural commodity markets, Energy Economics, 36, 658–665.
  27. Pal, D., Mitra, S.K. (2017), Time-frequency contained co-movement of crude oil and world food prices: A wavelet-based analysis, Energy Economics, 62, 230–239.
  28. Pal, D., Mitra, S.K. (2018), Interdependence between crude oil and world food prices: A detrended cross-correlation analysis, Statistical Mechanics and its Applications, 492, 1032–1344.
  29. Pesaran, M. H., Shin, Y., Smith, R. P. (1999), Pooled mean group estimation of dynamic heterogeneous panels, Journal of the American Statistical Association, 94(446), 621–634.
  30. Pesaran, M. H., Shin, Y., Smith, R. J. (2001), Bounds testing approaches to the analysis of level relationships, Journal of applied econometrics, 16(3), 289–326.
  31. SAPEA, Science Advice for Policy by European Academies, (2020), A Sustainable Food System for the European Union. Berlin: SAPEA.
  32. Shin, Y., Yu, B., Greenwood-Nimmo, M. (2014), Modeling asymmetric cointegration and dynamic multipliers in a nonlinear ARDL framework, Festschrift in honor of Peter Schmidt: Econometric methods and applications, 281–314.
  33. Statista, (2023), Average monthly Brent crude oil price, Brent monthly crude oil price 2023 | Statista.
  34. Tadesse, G., Algieri, B., Kalkuhl, M., Von Braun, J. (2016), Drivers and triggers of international food price spikes and volatility, In: Food Price Volatility and Its Implications for Food Security and Policy, Berlin: Springer International Publishing, p59–82.
  35. Totonchi, J. (2011), Macroeconomic theories of inflation, In International conference on economics and finance research, 4 (1), 459–462.
  36. Umar M.G., Yang R., Utiya B., Abdulhamid S. U., Asiya M. (2021), On the Analysis of Food and Oil Markets in Nigeria: What Prices Tell Us from Asymmetric and Partial Structural Change Modeling?, International Journal of Energy Economics and Policy, 11(1), 52–64.
  37. Von Braun, J., Tadesse, G. (2012), Global food price volatility and spikes: an overview of costs, causes, and solutions, ZEF-Discussion Papers on Development Policy, (161).
  38. Worldometer, (2023), Nigeria coronavirus cases. Nigeria COVID - Coronavirus Statistics - Worldometer (worldometers.info).
DOI: https://doi.org/10.2478/sues-2024-0007 | Journal eISSN: 2285-3065 | Journal ISSN: 1584-2339
Language: English
Page range: 32 - 56
Submitted on: Apr 1, 2023
Accepted on: Jul 1, 2023
Published on: Apr 25, 2024
Published by: Vasile Goldis Western University of Arad
In partnership with: Paradigm Publishing Services
Publication frequency: 4 issues per year

© 2024 Muhammad-Bashir Owolabi Yusuf, Tunde Jibril Salau, Adams Adeiza, published by Vasile Goldis Western University of Arad
This work is licensed under the Creative Commons Attribution 4.0 License.