Oil price and food price volatility dynamics: The case of Nigeria

Oil price and food price volatility dynamics: The case of Nigeria

This study examines the long and short run relationships between oil price and food price volatility as well as the causal link between them. The study used annual food price volatility index from FAO from 2000 to 2013 and crude oil price from U.S. Energy Information and Administration (EIA) from 20...

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Bibliographic Details
Main Authors: Ijeoma C. Nwoko, Goodness C. Aye, Benjamin C. Asogwa
Format: Article
Language:English
Published: Taylor & Francis Group 2016-12-01
Series:Cogent Food & Agriculture
Subjects:
food price volatility
oil price
co-integration
granger causality and vector error correction model
Online Access:http://dx.doi.org/10.1080/23311932.2016.1142413

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