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Using Copula to Test Dependency between Energy and Agricultural Commodities

Author

Listed:
  • Koirala, Krishna H.
  • Mishra, Ashok K.
  • Mehlhorn, Joey
Abstract
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Suggested Citation

  • Koirala, Krishna H. & Mishra, Ashok K. & Mehlhorn, Joey, 2014. "Using Copula to Test Dependency between Energy and Agricultural Commodities," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 170364, Agricultural and Applied Economics Association.
    • Handle: RePEc:ags:aaea14:170364
    DOI: 10.22004/ag.econ.170364
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    References listed on IDEAS

    as
    1. Joshi, P.K. & Gulati, Ashok & Birthal, Pratap S. & Tewari, Laxmi, 2003. "Agriculture diversification in South Asia," MSSD discussion papers 57, International Food Policy Research Institute (IFPRI).
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    5. Reardon, Thomas, 1997. "Using evidence of household income diversification to inform study of the rural nonfarm labor market in Africa," World Development, Elsevier, vol. 25(5), pages 735-747, May.
    6. Minot, Nicholas & Epprecht, Michael & Anh, Tran Thi Tram & Trung, Le Quang, 2006. "Income diversification and poverty in the Northern Uplands of Vietnam:," Research reports 145, International Food Policy Research Institute (IFPRI).
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    8. Ralitza Dimova & Kunal Sen, 2010. "Is household income diversification a means of survival or a means of accumulation? Panel data evidence from Tanzania," Global Development Institute Working Paper Series 12210, GDI, The University of Manchester.
    9. Frank Ellis, 2000. "The Determinants of Rural Livelihood Diversification in Developing Countries," Journal of Agricultural Economics, Wiley Blackwell, vol. 51(2), pages 289-302, May.
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    12. Esther Duflo & Emmanuel Saez, 2003. "The Role of Information and Social Interactions in Retirement Plan Decisions: Evidence from a Randomized Experiment," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 118(3), pages 815-842.
    13. Annemie Maertens & Christopher B. Barrett, 2013. "Measuring Social Networks' Effects on Agricultural Technology Adoption," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 95(2), pages 353-359.
    14. Bruno Wichmann, 2015. "Agents of Change and the Approximation of Network Outcomes: a Simulation Study," Networks and Spatial Economics, Springer, vol. 15(1), pages 17-41, March.
    15. Block, S. & Webb, P., 2001. "The dynamics of livelihood diversification in post-famine Ethiopia," Food Policy, Elsevier, vol. 26(4), pages 333-350, August.
    16. Frank Ellis, 1998. "Household strategies and rural livelihood diversification," Journal of Development Studies, Taylor & Francis Journals, vol. 35(1), pages 1-38.
    17. Barrett, C. B. & Reardon, T. & Webb, P., 2001. "Nonfarm income diversification and household livelihood strategies in rural Africa: concepts, dynamics, and policy implications," Food Policy, Elsevier, vol. 26(4), pages 315-331, August.
    18. Abdulai, Awudu & CroleRees, Anna, 2001. "Determinants of income diversification amongst rural households in Southern Mali," Food Policy, Elsevier, vol. 26(4), pages 437-452, August.
    19. Xu Lin, 2010. "Identifying Peer Effects in Student Academic Achievement by Spatial Autoregressive Models with Group Unobservables," Journal of Labor Economics, University of Chicago Press, vol. 28(4), pages 825-860, October.
    20. Nair, Ajai, 2005. "Sustainability of microfinance self help groups in India: would federating help?," Policy Research Working Paper Series 3516, The World Bank.
    21. Abusaleh Shariff & Peter Lanjouw, 2002. "Rural Non-Farm Employment in India: Access, Income and Poverty Impact," NCAER Working Papers 81, National Council of Applied Economic Research.
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    Cited by:

    1. Waël Louhichi & Hassen Rais, 2019. "Refinement of the hedging ratio using copula-GARCH models," Journal of Asset Management, Palgrave Macmillan, vol. 20(5), pages 403-411, September.

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    Keywords

    Crop Production/Industries; Demand and Price Analysis;

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