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Lihong Lu McPhail

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Lihong McPhail & Philipp Schnabl & Bruce Tuckman, 2023. "Do Banks Hedge Using Interest Rate Swaps?," NBER Working Papers 31166, National Bureau of Economic Research, Inc.

    Cited by:

    1. Maurizio Trapanese (coordinator) & Giorgio Albareto & Salvatore Cardillo & Massimo Castagna & Riccardo Falconi & Gennaro Pezzullo & Luca Serafini & Federico Signore, 2024. "The 2023 US banking crises: causes, policy responses, and lessons," Questioni di Economia e Finanza (Occasional Papers) 870, Bank of Italy, Economic Research and International Relations Area.
    2. Bahaj, Saleem & Czech, Robert & Ding, Sitong & Reis, Ricardo, 2023. "The market for inflation risk," Bank of England working papers 1028, Bank of England.
    3. Coen, Jamie & Coen, Patrick & Hüser, Anne-Caroline, 2024. "Collateral demand in wholesale funding markets," Bank of England working papers 1082, Bank of England.
    4. David P. Glancy & Felicia Ionescu & Elizabeth C. Klee & Antonis Kotidis & Michael Siemer & Andrei Zlate, 2024. "The 2023 Banking Turmoil and the Bank Term Funding Program," Finance and Economics Discussion Series 2024-045, Board of Governors of the Federal Reserve System (U.S.).
    5. Jiang, Erica Xuewei & Matvos, Gregor & Piskorski, Tomasz & Seru, Amit, 2024. "Monetary tightening and U.S. bank fragility in 2023: Mark-to-market losses and uninsured depositor runs?," Journal of Financial Economics, Elsevier, vol. 159(C).
    6. John Krainer & Pascal Paul, 2023. "Monetary Transmission through Bank Securities Portfolios," Working Paper Series 2023-18, Federal Reserve Bank of San Francisco.
    7. Cappelletti, Giuseppe & Marqués-Ibáñez, David & Reghezza, Alessio & Salleo, Carmelo, 2024. "As interest rates surge: flighty deposits and lending," Working Paper Series 2923, European Central Bank.
    8. Khetan, Umang & Neamțu, Ioana & Sen, Ishita, 2023. "The market for sharing interest rate risk: quantities behind prices," Bank of England working papers 1031, Bank of England.
    9. Raymond Kim, 2024. "Hedging securities and Silicon Valley Bank idiosyncrasies," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(4), pages 653-672, April.

  2. Wang, Sun Ling & McPhail, Lihong Lu, 2012. "Impacts of Energy Shocks on US Agricultural Productivity Growth and Food Prices —A Structural VAR Analysis," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124892, Agricultural and Applied Economics Association.

    Cited by:

    1. Xian, Hui & Gregory, Colson & Michael, Wetzstein, 2015. "Impact of nonrenewable on renewable energy: The case of wood pellets," 2015 Annual Meeting, January 31-February 3, 2015, Atlanta, Georgia 196833, Southern Agricultural Economics Association.
    2. Ball, V. Eldon & Färe, R. & Grosskopf, S. & Margaritis, D., 2014. "The role of energy productivity in the U.S. agriculture," UC3M Working papers. Economics we1424, Universidad Carlos III de Madrid. Departamento de Economía.
    3. Mat Rahim, Siti Rohaya, 2014. "Asymmetric Cointegration: Barley and Crude Oil Price in United States," MPRA Paper 58447, University Library of Munich, Germany.

  3. McPhail, Lihong Lu & Babcock, Bruce A., 2012. "Impact of US Biofuel Policy on US Corn and Gasoline Price Variability," Staff General Research Papers Archive 34892, Iowa State University, Department of Economics.

    Cited by:

    1. Wang, Xiaolei & Ouyang, Yanfeng & Yang, Hai & Bai, Yun, 2013. "Optimal biofuel supply chain design under consumption mandates with renewable identification numbers," Transportation Research Part B: Methodological, Elsevier, vol. 57(C), pages 158-171.
    2. Zhu, Xueqin & Yan, Shiyu & Smeets, Edward & van Berkum, Siemen, 2017. "How to measure greenhouse gas emissions by fuel type for binary sustainability standards: Average or Marginal emissions? An example of fertilizer use and corn ethanol," Discussion Papers 2017/3, Norwegian School of Economics, Department of Business and Management Science.
    3. Condon, Nicole & Klemick, Heather & Wolverton, Ann, 2013. "Impacts of Ethanol Policy on Corn Prices: A Review and Meta-Analysis of Recent Evidence," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 149940, Agricultural and Applied Economics Association.
    4. Wise, Timothy A., 2012. "The Cost to Mexico of U.S. Corn Ethanol Expansion," Working Papers 179098, Tufts University, Global Development and Environment Institute.
    5. Shin, Jungwoo & Hwang, Won-Sik, 2017. "Consumer preference and willingness to pay for a renewable fuel standard (RFS) policy: Focusing on ex-ante market analysis and segmentation," Energy Policy, Elsevier, vol. 106(C), pages 32-40.
    6. Natanelov, Valeri & McKenzie, Andrew M. & Van Huylenbroeck, Guido, 2013. "Crude oil–corn–ethanol – nexus: A contextual approach," Energy Policy, Elsevier, vol. 63(C), pages 504-513.
    7. Regmi, Madhav & Featherstone, Allen M., 2017. "U.S. Energy Price Volatility Spillover in Global Corn Markets," 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama 252776, Southern Agricultural Economics Association.
    8. Hamulczuk, Mariusz & Makarchuk, Oksana & Sica, Edgardo, 2019. "Searching for market integration: Evidence from Ukrainian and European Union rapeseed markets," Land Use Policy, Elsevier, vol. 87(C).
    9. Guglielmo Maria Caporale & Alanoud Al-Maadid & Fabio Spagnolo & Nicola Spagnolo, 2016. "Spillovers between food and energy prices and structural breaks," NCID Working Papers 02/2016, Navarra Center for International Development, University of Navarra.
    10. Ghoddusi, Hamed, 2017. "Blending under uncertainty: Real options analysis of ethanol plants and biofuels mandates," Energy Economics, Elsevier, vol. 61(C), pages 110-120.
    11. Britz, Wolfgang & Li, Jingwen & Shang, Linmei, 2021. "Combining large-scale sensitivity analysis in Computable General Equilibrium models with Machine Learning: An Example Application to policy supporting the bio-economy," Conference papers 333285, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
    12. Chanthawong, Anuman & Dhakal, Shobhakar & Jongwanich, Juthathip, 2016. "Supply and demand of biofuels in the fuel market of Thailand: Two stage least square and three least square approaches," Energy, Elsevier, vol. 114(C), pages 431-443.
    13. James Ming Chen & Mobeen Ur Rehman, 2021. "A Pattern New in Every Moment: The Temporal Clustering of Markets for Crude Oil, Refined Fuels, and Other Commodities," Energies, MDPI, vol. 14(19), pages 1-58, September.
    14. Tatiana Korpaniuk* & Yana Ishchenko & Natalia Koval, 2019. "Backgrounds for Improving Resource Management of Agricultural Enterprises Based on Economic Diagnostics of Biofuel Consumption," The Journal of Social Sciences Research, Academic Research Publishing Group, vol. 5(2), pages 367-380, 02-2019.
    15. Algieri, Bernardina, 2014. "The influence of biofuels, economic and financial factors on daily returns of commodity futures prices," Discussion Papers 164963, University of Bonn, Center for Development Research (ZEF).
    16. Algieri, Bernardina & Kalkuhl, Matthias & Koch, Nicolas, 2015. "A Tale for Two Tails: Explaining Extreme Events in Financialized Agricultural markets," 2015 Conference (59th), February 10-13, 2015, Rotorua, New Zealand 202529, Australian Agricultural and Resource Economics Society.
    17. Krystyna Kurowska & Renata Marks-Bielska & Stanisław Bielski & Hubert Kryszk & Algirdas Jasinskas, 2020. "Food Security in the Context of Liquid Biofuels Production," Energies, MDPI, vol. 13(23), pages 1-16, November.
    18. Chia-Lin Chang & Michael McAleer & Chia-Ping Liu, 2016. "Volatility spillovers for spot, futures, and ETF prices in energy and agriculture," Documentos de Trabajo del ICAE 2016-11, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    19. Caporin, Massimiliano & Naeem, Muhammad Abubakr & Arif, Muhammad & Hasan, Mudassar & Vo, Xuan Vinh & Hussain Shahzad, Syed Jawad, 2021. "Asymmetric and time-frequency spillovers among commodities using high-frequency data," Resources Policy, Elsevier, vol. 70(C).
    20. Jason P. H. Jones & Zidong M. Wang & Bruce A. McCarl & Minglu Wang, 2017. "Policy Uncertainty and the US Ethanol Industry," Sustainability, MDPI, vol. 9(11), pages 1-14, November.
    21. Weber, Jeremy G. & Key, Nigel & O'Donoghue, Erik, 2016. "Does Federal Crop Insurance Make Environmental Externalities from Agriculture Worse?," MPRA Paper 71293, University Library of Munich, Germany.
    22. Ge, Jianping & Lei, Yalin & Tokunaga, Suminori, 2014. "Non-grain fuel ethanol expansion and its effects on food security: A computable general equilibrium analysis for China," Energy, Elsevier, vol. 65(C), pages 346-356.
    23. Peter Maniloff & Sul-Ki Lee, 2015. "The Ethanol Mandate and Corn Price Volatility," Working Papers 2015-01, Colorado School of Mines, Division of Economics and Business.
    24. Golecha, Rajdeep & Gan, Jianbang, 2016. "Effects of corn stover year-to-year supply variability and market structure on biomass utilization and cost," Renewable and Sustainable Energy Reviews, Elsevier, vol. 57(C), pages 34-44.
    25. Guangyong Zhang & Lixin Tian & Wenbin Zhang & Xu Yan & Bingyue Wan & Zaili Zhen, 2020. "A Study on the Similarities and Differences of the Conventional Gasoline Spot Price Fluctuation Network between Different Harbors," Sustainability, MDPI, vol. 12(2), pages 1-25, January.
    26. Araujo Enciso, Sergio René & Fellmann, Thomas & Pérez Dominguez, Ignacio & Santini, Fabien, 2016. "Abolishing biofuel policies: Possible impacts on agricultural price levels, price variability and global food security," Food Policy, Elsevier, vol. 61(C), pages 9-26.
    27. Maxwell, Christian & Davison, Matt, 2014. "Using real option analysis to quantify ethanol policy impact on the firm's entry into and optimal operation of corn ethanol facilities," Energy Economics, Elsevier, vol. 42(C), pages 140-151.
    28. Philip Abbott, 2014. "Biofuels, Binding Constraints, and Agricultural Commodity Price Volatility," NBER Chapters, in: The Economics of Food Price Volatility, pages 91-131, National Bureau of Economic Research, Inc.
    29. Herath Gunatilake & Piya Abeygunawardena, 2013. "Energy Security, Food Security and Economics of Sugarcane Bioethanol in India," Journal of Sustainable Development, Canadian Center of Science and Education, vol. 7(1), pages 1-33, December.
    30. Tiwari, Aviral Kumar & Nasreen, Samia & Shahbaz, Muhammad & Hammoudeh, Shawkat, 2020. "Time-frequency causality and connectedness between international prices of energy, food, industry, agriculture and metals," Energy Economics, Elsevier, vol. 85(C).
    31. Chang, Kai & Zhang, Chao, 2018. "Asymmetric dependence structure between emissions allowances and wholesale diesel/gasoline prices in emerging China's emissions trading scheme pilots," Energy, Elsevier, vol. 164(C), pages 124-136.
    32. Debnath, Deepayan & Whistance, Jarrett & Thompson, Wyatt, 2017. "The causes of two-way U.S.–Brazil ethanol trade and the consequences for greenhouse gas emission," Energy, Elsevier, vol. 141(C), pages 2045-2053.
    33. Karel Janda & Eva Michalikova & Luiz Célio Souza Rocha & Paulo Rotella Junior & Barbora Schererova & David Zilberman, 2022. "Review of the Impact of Biofuels on U.S. Retail Gasoline Prices," Energies, MDPI, vol. 16(1), pages 1-21, December.
    34. Hanon, Tristan, 2014. "The New Normal: A Policy Analysis of the US Renewable Fuel Standard," SS-AAEA Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 2014, pages 1-22.
    35. Jiang, Jingze & Marsh, Thomas L. & Tozer, Peter R., 2015. "Policy induced price volatility transmission: Linking the U.S. crude oil, corn and plastics markets," Energy Economics, Elsevier, vol. 52(PA), pages 217-227.
    36. Goetz, Cole & Miljkovic, Dragan & Barabanov, Nikita, 2021. "New empirical evidence in support of the theory of price volatility of storable commodities under rational expectations in spot and futures markets," Energy Economics, Elsevier, vol. 100(C).
    37. Wang, Zidong & Fan, Xin Xin & Liu, Pan & Dharmasena, Senarath, 2016. "Demand for Ethanol in the Face of Blend Wall: Is it a Complement or a Substitute for Conventional Transportation Fuel in the United States?," 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas 229960, Southern Agricultural Economics Association.
    38. Liu, Ming-Lei & Ji, Qiang & Fan, Ying, 2013. "How does oil market uncertainty interact with other markets? An empirical analysis of implied volatility index," Energy, Elsevier, vol. 55(C), pages 860-868.

  4. Motamed, Mesbah J. & McPhail, Lihong Lu, 2011. "Spatial Dimensions of US Crop Selection: Recent Responses to Markets and Policy," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania 103270, Agricultural and Applied Economics Association.

    Cited by:

    1. Gaurav Arora & Peter T. Wolter & Hongli Feng & David A. Hennessy, 2016. "Role of Ethanol Plants in Dakotas Land Use Change: Incorporating Flexible Trends in the Difference-in-Difference Framework with Remotely-Sensed Data," Center for Agricultural and Rural Development (CARD) Publications 16-wp564, Center for Agricultural and Rural Development (CARD) at Iowa State University.
    2. Junpyo Park, 2022. "Distance to Biorefinery Plants and Its Influence on Agricultural Land Value: Evidence from the United States Midwest Region," Land, MDPI, vol. 11(9), pages 1-14, September.
    3. Arora, Gaurav & Wolter, Peter T. & Feng, Hongli & Hennessy, David A., 2015. "Role of Ethanol Plants in Dakotas’ Land Use Change: Analysis Using Remotely Sensed Data," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 206565, Agricultural and Applied Economics Association.
    4. Junpyo Park & John Anderson & Eric Thompson, 2019. "Land-Use, Crop Choice, and Proximity to Ethanol Plants," Land, MDPI, vol. 8(8), pages 1-14, July.

  5. Du, Xiaodong & McPhail, Lihong Lu, 2011. "Inside the Black Box: Price Linkage and Transmission Between Energy and Agricultural Markets," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania 103268, Agricultural and Applied Economics Association.

    Cited by:

    1. Chia-Lin Chang & Yiying Li & Michael McAleer, 2015. "Volatility Spillovers between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice," Tinbergen Institute Discussion Papers 15-077/III, Tinbergen Institute.
    2. Yoon, Seong-Min, 2022. "On the interdependence between biofuel, fossil fuel and agricultural food prices: Evidence from quantile tests," Renewable Energy, Elsevier, vol. 199(C), pages 536-545.
    3. Valentina G. Bruno & Bahattin Büyükşahin & Michel A. Robe, 2017. "The Financialization of Food?," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 99(1), pages 243-264.
    4. Regmi, Madhav & Featherstone, Allen M., 2017. "U.S. Energy Price Volatility Spillover in Global Corn Markets," 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama 252776, Southern Agricultural Economics Association.
    5. Zhengyi Dong, 2019. "Does the Development of Bioenergy Exacerbate the Price Increase of Maize?," Sustainability, MDPI, vol. 11(18), pages 1-16, September.
    6. Deborah Bentivoglio & Adele Finco & Mirian Rumenos Piedade Bacchi, 2016. "Interdependencies between Biofuel, Fuel and Food Prices: The Case of the Brazilian Ethanol Market," Energies, MDPI, vol. 9(6), pages 1-16, June.
    7. Bentivoglio, Deborah & Finco, Adele & Bacchi, Mirian, 2015. "Examining Price Transmission between Fuels and Food Prices: the Brazilian Sugar-Ethanol Market," 2015 Conference, August 9-14, 2015, Milan, Italy 211327, International Association of Agricultural Economists.
    8. Okhrin, Yarema & Uddin, Gazi Salah & Yahya, Muhammad, 2023. "Nonlinear and asymmetric interconnectedness of crude oil with financial and commodity markets," Energy Economics, Elsevier, vol. 125(C).
    9. Aviral Kumar Tiwari & Micheal Kofi Boachie & Tahir Suleman & Rangan Gupta, 2020. "Structure Dependence between Oil and Agricultural Commodities Returns: The Role of Geopolitical Risks," Working Papers 202079, University of Pretoria, Department of Economics.
    10. Ji, Qiang & Bouri, Elie & Roubaud, David & Shahzad, Syed Jawad Hussain, 2018. "Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model," Energy Economics, Elsevier, vol. 75(C), pages 14-27.
    11. Annastiina Silvennoinen & Susan Thorp, 2016. "Crude Oil and Agricultural Futures: An Analysis of Correlation Dynamics," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 36(6), pages 522-544, June.
    12. Asche, Frank & Oglend, Atle, 2016. "The relationship between input-factor and output prices in commodity industries: The case of Norwegian salmon aquaculture," Journal of Commodity Markets, Elsevier, vol. 1(1), pages 35-47.
    13. Cheng, Natalie Fang Ling & Hasanov, Akram Shavkatovich & Poon, Wai Ching & Bouri, Elie, 2023. "The US-China trade war and the volatility linkages between energy and agricultural commodities," Energy Economics, Elsevier, vol. 120(C).
    14. Balcilar, Mehmet & Gabauer, David & Umar, Zaghum, 2021. "Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach," Resources Policy, Elsevier, vol. 73(C).
    15. Dahl, Roy Endré & Oglend, Atle & Yahya, Muhammad, 2020. "Dynamics of volatility spillover in commodity markets: Linking crude oil to agriculture," Journal of Commodity Markets, Elsevier, vol. 20(C).
    16. Algieri, Bernardina, 2014. "The influence of biofuels, economic and financial factors on daily returns of commodity futures prices," Discussion Papers 164963, University of Bonn, Center for Development Research (ZEF).
    17. Silva, E. & Lima, R., 2018. "Examining the relationship between biofuel and food crops markets in Brazil," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 275883, International Association of Agricultural Economists.
    18. Wei Su, Chi & Wang, Xiao-Qing & Tao, Ran & Oana-Ramona, Lobonţ, 2019. "Do oil prices drive agricultural commodity prices? Further evidence in a global bio-energy context," Energy, Elsevier, vol. 172(C), pages 691-701.
    19. Chen, Peng & He, Limin & Yang, Xuan, 2021. "On interdependence structure of China's commodity market," Resources Policy, Elsevier, vol. 74(C).
    20. Serra, Teresa & Zilberman, David, 2013. "Biofuel-related price transmission literature: A review," Energy Economics, Elsevier, vol. 37(C), pages 141-151.
    21. Chia-Lin Chang & Michael McAleer & Chia-Ping Liu, 2016. "Volatility spillovers for spot, futures, and ETF prices in energy and agriculture," Documentos de Trabajo del ICAE 2016-11, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    22. Juan P. Sesmero & Richard K. Perrin & Lilyan E. Fulginiti, 2016. "A Variable Cost Function for Corn Ethanol Plants in the Midwest," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 64(3), pages 565-587, September.
    23. Angelopoulos, Jason & Sahoo, Satya & Visvikis, Ilias D., 2020. "Commodity and transportation economic market interactions revisited: New evidence from a dynamic factor model," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 133(C).
    24. Weber, Jeremy G. & Key, Nigel & O'Donoghue, Erik, 2016. "Does Federal Crop Insurance Make Environmental Externalities from Agriculture Worse?," MPRA Paper 71293, University Library of Munich, Germany.
    25. Yahya, Muhammad & Oglend, Atle & Dahl, Roy Endré, 2019. "Temporal and spectral dependence between crude oil and agricultural commodities: A wavelet-based copula approach," Energy Economics, Elsevier, vol. 80(C), pages 277-296.
    26. López Cabrera, Brenda & Schulz, Franziska, 2016. "Volatility linkages between energy and agricultural commodity prices," Energy Economics, Elsevier, vol. 54(C), pages 190-203.
    27. Saghaian, Sayed H. & Nemati, Mehdi & Walters, Cory G. & Chen, Bo, 2017. "Asymmetric Price Volatility Interaction between U.S. Food and Energy Markets," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258240, Agricultural and Applied Economics Association.
    28. M. Thenmozhi & Shipra Maurya, 2020. "Crude Oil Volatility Transmission Across Food Commodity Markets: A Multivariate BEKK-GARCH Approach," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 20(2), pages 131-164, August.
    29. Han, Liyan & Jin, Jiayu & Wu, Lei & Zeng, Hongchao, 2020. "The volatility linkage between energy and agricultural futures markets with external shocks," International Review of Financial Analysis, Elsevier, vol. 68(C).
    30. McPhail, Lihong Lu & Du, Xiaodong & Muhammad, Andrew, 2012. "Disentangling Corn Price Volatility: The Role of Global Demand, Speculation, and Energy," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 44(3), pages 1-10, August.
    31. Hanif, Waqas & Areola Hernandez, Jose & Shahzad, Syed Jawad Hussain & Yoon, Seong-Min, 2021. "Tail dependence risk and spillovers between oil and food prices," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 195-209.
    32. Serletis, Apostolos & Xu, Libo, 2019. "The ethanol mandate and crude oil and biofuel agricultural commodity price dynamics," Journal of Commodity Markets, Elsevier, vol. 15(C), pages 1-1.
    33. Pal, Debdatta & Mitra, Subrata K., 2019. "Correlation dynamics of crude oil with agricultural commodities: A comparison between energy and food crops," Economic Modelling, Elsevier, vol. 82(C), pages 453-466.
    34. Kunlapath Sukcharoen & David Leatham, 2018. "Analyzing Extreme Comovements in Agricultural and Energy Commodity Markets Using a Regular Vine Copula Method," International Journal of Energy Economics and Policy, Econjournals, vol. 8(5), pages 193-201.
    35. Zhou, Xiaoran & Enilov, Martin & Parhi, Mamata, 2024. "Does oil spin the commodity wheel? Quantile connectedness with a common factor error structure across energy and agricultural markets," Energy Economics, Elsevier, vol. 132(C).
    36. Umar, Zaghum & Jareño, Francisco & Escribano, Ana, 2021. "Agricultural commodity markets and oil prices: An analysis of the dynamic return and volatility connectedness," Resources Policy, Elsevier, vol. 73(C).
    37. Yaxian Lu & Longguang Yang & Lihong Liu, 2019. "Volatility Spillovers between Crude Oil and Agricultural Commodity Markets since the Financial Crisis," Sustainability, MDPI, vol. 11(2), pages 1-12, January.
    38. da Silveira, Rodrigo Lanna F. & Mattos, Fabio L., 2015. "Price And Volatility Transmission In Livestock And Grain Markets: Examining The Effect Of Increasing Ethanol Production Across Countries," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205684, Agricultural and Applied Economics Association.
    39. Tiwari, Aviral Kumar & Nasreen, Samia & Shahbaz, Muhammad & Hammoudeh, Shawkat, 2020. "Time-frequency causality and connectedness between international prices of energy, food, industry, agriculture and metals," Energy Economics, Elsevier, vol. 85(C).
    40. Wang, Sun Ling & McPhail, Lihong, 2014. "Impacts of energy shocks on US agricultural productivity growth and commodity prices—A structural VAR analysis," Energy Economics, Elsevier, vol. 46(C), pages 435-444.
    41. Linjie Wang & Jean‐Paul Chavas & Jian Li, 2024. "Dynamic linkages in agricultural and energy markets: A quantile impulse response approach," Agricultural Economics, International Association of Agricultural Economists, vol. 55(4), pages 639-676, July.
    42. Farid, Saqib & Naeem, Muhammad Abubakr & Paltrinieri, Andrea & Nepal, Rabindra, 2022. "Impact of COVID-19 on the quantile connectedness between energy, metals and agriculture commodities," Energy Economics, Elsevier, vol. 109(C).
    43. Jiang, Jingze & Marsh, Thomas L. & Tozer, Peter R., 2015. "Policy induced price volatility transmission: Linking the U.S. crude oil, corn and plastics markets," Energy Economics, Elsevier, vol. 52(PA), pages 217-227.
    44. Matteo Manera & Marcella Nicolini & Ilaria Vignati, 2013. "Financial Speculation in Energy and Agriculture Futures Markets: A Multivariate GARCH Approach," The Energy Journal, , vol. 34(3), pages 55-82, July.
    45. Anthony N. Rezitis & Panagiotis Andrikopoulos & Theodoros Daglis, 2024. "Assessing the asymmetric volatility linkages of energy and agricultural commodity futures during low and high volatility regimes," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(3), pages 451-483, March.

  6. Muhammad, Andrew & McPhail, Lihong Lu & Kiawu, James, 2011. "Competition between the U.S. and West Africa in International Cotton Trade: A Focus on Import Demand in China," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania 103210, Agricultural and Applied Economics Association.

    Cited by:

    1. Wang, Ping & Kinnucan, Henry W. & Duffy, Patricia A., 2017. "Effects of China's Rising Labor Costs on the World Cotton Market," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258431, Agricultural and Applied Economics Association.

  7. Lihong Lu McPhail & Bruce A. Babcock, 2008. "Ethanol, Mandates, and Drought: Insights from a Stochastic Equilibrium Model of the U.S. Corn Market," Center for Agricultural and Rural Development (CARD) Publications 08-wp464, Center for Agricultural and Rural Development (CARD) at Iowa State University.

    Cited by:

    1. Wang, Xiaolei & Ouyang, Yanfeng & Yang, Hai & Bai, Yun, 2013. "Optimal biofuel supply chain design under consumption mandates with renewable identification numbers," Transportation Research Part B: Methodological, Elsevier, vol. 57(C), pages 158-171.
    2. Condon, Nicole & Klemick, Heather & Wolverton, Ann, 2013. "Impacts of Ethanol Policy on Corn Prices: A Review and Meta-Analysis of Recent Evidence," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 149940, Agricultural and Applied Economics Association.
    3. Tristan Skolrud & Gregmar Galinato & Suzette Galinato & Richard Shumway & Jonathan Yoder, 2014. "The Role of Market Structure and Federal Renewable Fuel Standards in the Growth of the Cellulosic Biofuel Sector," Working Papers 2014-02, School of Economic Sciences, Washington State University.
    4. Lihong Lu McPhail & Bruce A. Babcock, 2008. "Short-Run Price and Welfare Impacts of Federal Ethanol Policies," Center for Agricultural and Rural Development (CARD) Publications 08-wp468, Center for Agricultural and Rural Development (CARD) at Iowa State University.
    5. McPhail, Lihong Lu & Babcock, Bruce A., 2012. "Impact of US Biofuel Policy on US Corn and Gasoline Price Variability," Staff General Research Papers Archive 34892, Iowa State University, Department of Economics.
    6. Hu, Kejia & Chen, Yuche, 2019. "Equilibrium fuel supply and carbon credit pricing under market competition and environmental regulations: A California case study," Applied Energy, Elsevier, vol. 236(C), pages 815-824.
    7. Araujo Enciso, Sergio René & Fellmann, Thomas & Pérez Dominguez, Ignacio & Santini, Fabien, 2016. "Abolishing biofuel policies: Possible impacts on agricultural price levels, price variability and global food security," Food Policy, Elsevier, vol. 61(C), pages 9-26.
    8. Yano, Yuki & Blandford, David & Surry, Yves R., 2011. "International Variability in Biofuel Trade: An Assessment of U.S. Policies," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 115793, European Association of Agricultural Economists.
    9. Christopher Lant & Timothy J. Stoebner & Justin T. Schoof & Benjamin Crabb, 2016. "The effect of climate change on rural land cover patterns in the Central United States," Climatic Change, Springer, vol. 138(3), pages 585-602, October.
    10. Qiu, Cheng & Colson, Gregory & Escalante, Cesar & Wetzstein, Michael, 2012. "Considering macroeconomic indicators in the food before fuel nexus," Energy Economics, Elsevier, vol. 34(6), pages 2021-2028.
    11. Cui, Hao (David) & Tyner, Wally, 2017. "Modeling Land Intensification Response in GTAP: Implications for Biofuels Induced Land Use Change," Conference papers 332812, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
    12. Gal Hochman & Scott Kaplan & Deepak Rajagopal & David Zilberman, 2012. "Biofuel and Food-Commodity Prices," Agriculture, MDPI, vol. 2(3), pages 1-10, September.

  8. Lihong Lu McPhail & Bruce A. Babcock, 2008. "Short-Run Price and Welfare Impacts of Federal Ethanol Policies," Center for Agricultural and Rural Development (CARD) Publications 08-wp468, Center for Agricultural and Rural Development (CARD) at Iowa State University.

    Cited by:

    1. Tristan Skolrud & Gregmar Galinato & Suzette Galinato & Richard Shumway & Jonathan Yoder, 2014. "The Role of Market Structure and Federal Renewable Fuel Standards in the Growth of the Cellulosic Biofuel Sector," Working Papers 2014-02, School of Economic Sciences, Washington State University.
    2. McPhail, Lihong Lu, 2011. "Assessing the impact of US ethanol on fossil fuel markets: A structural VAR approach," Energy Economics, Elsevier, vol. 33(6), pages 1177-1185.
    3. Bielen, David & Newell, Richard G. & Pizer, William, 2018. "Who Did the Ethanol Tax Credit Benefit? An Event Analysis of Subsidy Incidence," RFF Working Paper Series 18-10, Resources for the Future.
    4. Nora Lustig, 2009. "Coping with Rising Food Prices: Policy Dilemmas in the Developing World," Working Papers 2009-04, The George Washington University, Institute for International Economic Policy.
    5. Jin, Zhong & Teahan, Brittany, 2009. "Iowa’s Tax Incentive Programs Used by Biofuel Producers Tax Credits Program Evaluation Study," MPRA Paper 14795, University Library of Munich, Germany.
    6. Schmit, Todd M. & Luo, Jianchuan & Conrad, Jon M., 2010. "Estimating the Influence of Ethanol Policy on Plant Investment Decisions: A Real Options Analysis with Two Stochastic Variables," Working Papers 126963, Cornell University, Department of Applied Economics and Management.
    7. McPhail, Lihong Lu & Babcock, Bruce A., 2012. "Impact of US Biofuel Policy on US Corn and Gasoline Price Variability," Staff General Research Papers Archive 34892, Iowa State University, Department of Economics.
    8. Timilsina, Govinda R. & Shrestha, Ashish, 2011. "How much hope should we have for biofuels?," Energy, Elsevier, vol. 36(4), pages 2055-2069.
    9. Serra, Teresa, 2011. "Volatility spillovers between food and energy markets: A semiparametric approach," Energy Economics, Elsevier, vol. 33(6), pages 1155-1164.
    10. Tyner, Wallace E. & Taheripour, Farzad & Perkis, David, 2010. "Comparison of fixed versus variable biofuels incentives," Energy Policy, Elsevier, vol. 38(10), pages 5530-5540, October.
    11. JunJie Wu & Christian Langpap, 2015. "The Price and Welfare Effects of Biofuel Mandates and Subsidies," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 62(1), pages 35-57, September.
    12. Maxwell, Christian & Davison, Matt, 2014. "Using real option analysis to quantify ethanol policy impact on the firm's entry into and optimal operation of corn ethanol facilities," Energy Economics, Elsevier, vol. 42(C), pages 140-151.
    13. Koizumi, Tatsuji & Ohga, Keiji, 2009. "Impact of the Expansion of Brazilian FFV Utilization and U.S. Biofuel Policy Amendment on the World Sugar and Corn Markets: An Econometric Simulation Approach," Japanese Journal of Agricultural Economics (formerly Japanese Journal of Rural Economics), Agricultural Economics Society of Japan (AESJ), vol. 11, pages 1-24.
    14. Zingbagba, Mark & Nunes, Rubens & Fadairo, Muriel, 2020. "The impact of diesel price on upstream and downstream food prices: Evidence from São Paulo," Energy Economics, Elsevier, vol. 85(C).
    15. Gal Hochman & David Zilberman, 2018. "Corn Ethanol and U.S. Biofuel Policy 10 Years Later: A Quantitative Assessment," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 100(2), pages 570-584.
    16. Vorotnikova, Ekaterina & Seale, James L, 2014. "U.S. Ethanol Mandate Is a Hidden Subsidy to Corn Producers," 2014 Annual Meeting, February 1-4, 2014, Dallas, Texas 162551, Southern Agricultural Economics Association.

Articles

  1. Andrew Muhammad & Amanda M. Leister & Lihong McPhail & Wei Chen, 2014. "The evolution of foreign wine demand in China," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 58(3), pages 392-408, July.

    Cited by:

    1. Davis, Christopher G & Cessna, Jerry, 2020. "Prospects for Growth in U.S. Dairy Exports to Southeast Asia," Economic Research Report 327204, United States Department of Agriculture, Economic Research Service.
    2. Kym Anderson & Vicente Pinilla, 2021. "Wine's belated globalization, 1845 to 2025," Wine Economics Research Centre Working Papers 2021-01, University of Adelaide, Wine Economics Research Centre.
    3. Davis, Christopher G. & Cessna, Jerry, 2020. "Prospects for Growth in U.S. Dairy Exports to Southeast Asia," Agricultural Economic Reports 307713, United States Department of Agriculture, Economic Research Service.
    4. Dimson, Elroy & Rousseau, Peter L. & Spaenjers, Christophe, 2013. "The Price of Wine," HEC Research Papers Series 1019, HEC Paris.
    5. Andrew Muhammad & Amanda M. Countryman, 2019. "In Vino ‘No’ Veritas: impacts of fraud on wine imports in China," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 63(4), pages 742-758, October.
    6. Ye Yang & Angela Paladino, 2015. "The case of wine: understanding Chinese gift-giving behavior," Marketing Letters, Springer, vol. 26(3), pages 335-361, September.
    7. Ping Qing & Aiqin Xi & Wuyang Hu, 2015. "Self-Consumption, Gifting, and Chinese Wine Consumers," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 63(4), pages 601-620, December.
    8. Qing, Ping & Hu, Wuyang, 2016. "Chinese Consumer Preference for Red Wine Attributes," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235477, Agricultural and Applied Economics Association.

  2. Wang, Sun Ling & McPhail, Lihong, 2014. "Impacts of energy shocks on US agricultural productivity growth and commodity prices—A structural VAR analysis," Energy Economics, Elsevier, vol. 46(C), pages 435-444.

    Cited by:

    1. Xinyu Yuan & Jiechen Tang & Wing-Keung Wong & Songsak Sriboonchitta, 2020. "Modeling Co-Movement among Different Agricultural Commodity Markets: A Copula-GARCH Approach," Sustainability, MDPI, vol. 12(1), pages 1-17, January.
    2. Ding, Qian & Huang, Jianbai & Gao, Wang & Zhang, Hongwei, 2022. "Does political risk matter for gold market fluctuations? A structural VAR analysis," Research in International Business and Finance, Elsevier, vol. 60(C).
    3. Regmi, Madhav & Featherstone, Allen M., 2017. "U.S. Energy Price Volatility Spillover in Global Corn Markets," 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama 252776, Southern Agricultural Economics Association.
    4. Xian, Hui & Gregory, Colson & Michael, Wetzstein, 2015. "Impact of nonrenewable on renewable energy: The case of wood pellets," 2015 Annual Meeting, January 31-February 3, 2015, Atlanta, Georgia 196833, Southern Agricultural Economics Association.
    5. Luo, Jiawen & Ji, Qiang, 2018. "High-frequency volatility connectedness between the US crude oil market and China's agricultural commodity markets," Energy Economics, Elsevier, vol. 76(C), pages 424-438.
    6. Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh, 2022. "Forecasting: theory and practice," International Journal of Forecasting, Elsevier, vol. 38(3), pages 705-871.
      • Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020. "Forecasting: theory and practice," Papers 2012.03854, arXiv.org, revised Jan 2022.
    7. Mutiu A. Oyinlola & Abdulfatai A. Adedeji & Nafisat Olabisi, 2021. "Technology, energy use, and agricultural value addition nexus: an exploratory analysis from SSA countries," Economic Change and Restructuring, Springer, vol. 54(2), pages 457-490, May.
    8. Tiwari, Aviral Kumar & Abakah, Emmanuel Joel Aikins & Adewuyi, Adeolu O. & Lee, Chien-Chiang, 2022. "Quantile risk spillovers between energy and agricultural commodity markets: Evidence from pre and during COVID-19 outbreak," Energy Economics, Elsevier, vol. 113(C).
    9. Zhao, Weigang & Cao, Yunfei & Miao, Bo & Wang, Ke & Wei, Yi-Ming, 2018. "Impacts of shifting China's final energy consumption to electricity on CO2 emission reduction," Energy Economics, Elsevier, vol. 71(C), pages 359-369.
    10. Balcilar, Mehmet & Gabauer, David & Umar, Zaghum, 2021. "Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach," Resources Policy, Elsevier, vol. 73(C).
    11. Declerck, Francis & Hikouatcha, Prince & Tchoffo, Guillaume & Tédongap, Roméo, 2023. "Biofuel policies and their ripple effects: An analysis of vegetable oil price dynamics and global consumer responses," Energy Economics, Elsevier, vol. 128(C).
    12. Dahl, Roy Endré & Oglend, Atle & Yahya, Muhammad, 2020. "Dynamics of volatility spillover in commodity markets: Linking crude oil to agriculture," Journal of Commodity Markets, Elsevier, vol. 20(C).
    13. Dalheimer, Bernhard & Herwartz, Helmut & Lange, Alexander, 2021. "The threat of oil market turmoils to food price stability in Sub-Saharan Africa," Energy Economics, Elsevier, vol. 93(C).
    14. Chen, Hao & Liao, Hua & Tang, Bao-Jun & Wei, Yi-Ming, 2016. "Impacts of OPEC's political risk on the international crude oil prices: An empirical analysis based on the SVAR models," Energy Economics, Elsevier, vol. 57(C), pages 42-49.
    15. Mišečka, Tomáš & Ciaian, Pavel & Rajčániová, Miroslava & Pokrivčák, Jan, 2019. "In search of attention in agricultural commodity markets," Economics Letters, Elsevier, vol. 184(C).
    16. Weigang Zhao & Yunfei Cao & Bo Miao & Ke Wang & Yi-Ming Wei, 2018. "Impacts of shifting China¡¯s final energy consumption to electricity on CO2 emission reduction," CEEP-BIT Working Papers 115, Center for Energy and Environmental Policy Research (CEEP), Beijing Institute of Technology.
    17. Ball, V. Eldon & Färe, R. & Grosskopf, S. & Margaritis, D., 2014. "The role of energy productivity in the U.S. agriculture," UC3M Working papers. Economics we1424, Universidad Carlos III de Madrid. Departamento de Economía.
    18. Ye Chen & Jian Li & Qiyuan Li, 2023. "Seemingly Unrelated Regression Estimation for VAR Models with Explosive Roots," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(4), pages 910-937, August.
    19. Yahya, Muhammad & Oglend, Atle & Dahl, Roy Endré, 2019. "Temporal and spectral dependence between crude oil and agricultural commodities: A wavelet-based copula approach," Energy Economics, Elsevier, vol. 80(C), pages 277-296.
    20. Nie, Pu-yan & Yang, Yong-cong, 2016. "Effects of energy price fluctuations on industries with energy inputs: An application to China," Applied Energy, Elsevier, vol. 165(C), pages 329-334.
    21. Suh, Dong Hee, 2015. "Identifying Factor Substitution and Energy Intensity in the U.S. Agricultural Sector," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205264, Agricultural and Applied Economics Association.
    22. Wang, Sun Ling & Mosheim, Roberto & Njuki, Eric & Nehring, Richard, 2022. "U.S. agricultural productivity growth: measurement, trends, and drivers (1948-2019)," Agricultural Outlook Forum 2022 321121, United States Department of Agriculture, Agricultural Outlook Forum.
    23. Dong Hee Suh, 2015. "Declining Energy Intensity in the U.S. Agricultural Sector: Implications for Factor Substitution and Technological Change," Sustainability, MDPI, vol. 7(10), pages 1-14, September.
    24. Yaoxun Deng & Guobin Fang & Jun Zhang & Huimin Ma, 2024. "Dynamic Connectedness Among Oil, Food Commodity, and Renewable Energy Markets: Novel Perspective from Quantile Dependence and Deep Learning," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 15(3), pages 9935-9974, September.
    25. Llop Llop, Maria, 2017. "Measuring the influence of energy prices within the price formation mechanism," Working Papers 2072/290764, Universitat Rovira i Virgili, Department of Economics.
    26. Kuruppuarachchi, Duminda & Premachandra, I.M., 2016. "Information spillover dynamics of the energy futures market sector: A novel common factor approach," Energy Economics, Elsevier, vol. 57(C), pages 277-294.
    27. Lee, Chien-Chiang & Yahya, Farzan, 2024. "Mitigating energy instability: The influence of trilemma choices, financial development, and technology advancements," Energy Economics, Elsevier, vol. 133(C).
    28. Robert G. Chambers & Simone Pieralli, 2020. "The Sources of Measured US Agricultural Productivity Growth: Weather, Technological Change, and Adaptation," American Journal of Agricultural Economics, John Wiley & Sons, vol. 102(4), pages 1198-1226, August.
    29. Mat Rahim, Siti Rohaya, 2014. "Asymmetric Cointegration: Barley and Crude Oil Price in United States," MPRA Paper 58447, University Library of Munich, Germany.
    30. Llop, Maria, 2018. "Measuring the influence of energy prices in the price formation mechanism," Energy Policy, Elsevier, vol. 117(C), pages 39-48.
    31. Olanipekun, Ifedolapo O. & Usman, Ojonugwa, 2019. "Modelling Food and Nonfood Production in India: The Effects of Oil Price using Bayer-Hanck Combined Cointegration Approach," MPRA Paper 96336, University Library of Munich, Germany, revised 2019.
    32. Jia-Yin Yin & Yun-Fei Cao & Bao-Jun Tang, 2019. "Fairness of China’s provincial energy environment efficiency evaluation: empirical analysis using a three-stage data envelopment analysis model," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 95(1), pages 343-362, January.
    33. Wang, Sun Ling & Heisey, Paul & Schimmelpfennig, David & Ball, Eldon, 2015. "Agricultural Productivity Growth in the United States: Measurement, Trends, and Drivers," Economic Research Report 207954, United States Department of Agriculture, Economic Research Service.
    34. Zhang, Dayong & Broadstock, David C., 2020. "Global financial crisis and rising connectedness in the international commodity markets," International Review of Financial Analysis, Elsevier, vol. 68(C).

  3. McPhail, Lihong Lu & Du, Xiaodong, 2012. "Ethanol Strengthens the Link Between Agriculture and Energy Markets," Amber Waves:The Economics of Food, Farming, Natural Resources, and Rural America, United States Department of Agriculture, Economic Research Service, issue 02, pages 1-4, June.

    Cited by:

    1. Valdes, Constanza & Hjort, Kim & Seeley, Ralph, 2016. "Brazil’s Agricultural Land Use and Trade: Effects of Changes in Oil Prices and Ethanol Demand," Economic Research Report 242449, United States Department of Agriculture, Economic Research Service.

  4. Xiaodong Du and Lihong Lu McPhail, 2012. "Inside the Black Box: the Price Linkage and Transmission between Energy and Agricultural Markets," The Energy Journal, International Association for Energy Economics, vol. 0(Number 2).
    See citations under working paper version above.
  5. McPhail, Lihong Lu & Du, Xiaodong & Muhammad, Andrew, 2012. "Disentangling Corn Price Volatility: The Role of Global Demand, Speculation, and Energy," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 44(3), pages 1-10, August.

    Cited by:

    1. Etienne, Xiaoli, 2015. "Financialization of Agricultural Commodity Markets: Do Financial Data Help to Forecast Agricultural Prices," 2015 Conference, August 9-14, 2015, Milan, Italy 211626, International Association of Agricultural Economists.
    2. Hao, Na & Colson, Gregory & Karali, Berna & Wetzstein, Michael E., 2013. "Food before Biodiesel Fuel?," 2013 Annual Meeting, February 2-5, 2013, Orlando, Florida 143078, Southern Agricultural Economics Association.
    3. Sukati, Mphumuzi, 2013. "Measuring Maize Price Volatility in Swaziland using ARCH/GARCH approach," MPRA Paper 51840, University Library of Munich, Germany.
    4. Carlotta Penone & Elisa Giampietri & Samuele Trestini, 2022. "Futures–spot price transmission in EU corn markets," Agribusiness, John Wiley & Sons, Ltd., vol. 38(3), pages 679-709, July.
    5. Adjemian, Michael K. & Bruno, Valentina & Robe, Michel A. & Wallen, Jonathan, 2017. "What Drives Volatility Expectations in Grain and Oilseed Markets?," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258452, Agricultural and Applied Economics Association.
    6. Cao, A.N.Q. & Grosche, S.-C., 2018. "Financial and Commodity-specific expectations in soybean futures markets," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 277538, International Association of Agricultural Economists.
    7. Bernhard Brümmer & Olaf Korn & Kristina Schlüßler & Tinoush Jamali Jaghdani, 2016. "Volatility in Oilseeds and Vegetable Oils Markets: Drivers and Spillovers," Journal of Agricultural Economics, Wiley Blackwell, vol. 67(3), pages 685-705, September.
    8. Karoline Krätschell & Torsten Schmidt, 2017. "Long-run waves or short-run fluctuations – what establishes the correlation between oil and food prices?," Applied Economics, Taylor & Francis Journals, vol. 49(54), pages 5535-5546, November.
    9. Valdes, Constanza & Hjort, Kim & Seeley, Ralph, 2016. "Brazil’s Agricultural Land Use and Trade: Effects of Changes in Oil Prices and Ethanol Demand," Economic Research Report 242449, United States Department of Agriculture, Economic Research Service.
    10. Fretheim, Torun, 2019. "An empirical analysis of the correlation between large daily changes in grain and oil futures prices," Journal of Commodity Markets, Elsevier, vol. 14(C), pages 66-75.
    11. de Jong, Johan & Sonnemans, Joep & Tuinstra, Jan, 2022. "The effect of futures markets on the stability of commodity prices," Journal of Economic Behavior & Organization, Elsevier, vol. 198(C), pages 176-211.
    12. Dalheimer, Bernhard & Herwartz, Helmut & Lange, Alexander, 2021. "The threat of oil market turmoils to food price stability in Sub-Saharan Africa," Energy Economics, Elsevier, vol. 93(C).
    13. Hillary C. Ezeaku & Simplice A. Asongu & Joseph Nnanna, 2020. "Volatility of International Commodity Prices in Times of Covid-19: Effects of Oil Supply and Global Demand Shocks," Working Papers 20/101, European Xtramile Centre of African Studies (EXCAS).
    14. Raza, Syed Ali & Guesmi, Khaled & Belaid, Fateh & Shah, Nida, 2022. "Time-frequency causality and connectedness between oil price shocks and the world food prices," Research in International Business and Finance, Elsevier, vol. 62(C).
    15. Qiu, Cheng & Colson, Gregory & Zhang, Zibin & Wetzstein, Michael E., 2011. "An Ethanol Blend Wall Shift is Prone to Increase Petroleum Gasoline Demand," 2011 Annual Meeting, February 5-8, 2011, Corpus Christi, Texas 98795, Southern Agricultural Economics Association.
    16. Olga Bondarenko, 2023. "Agricultural Commodity Price Dynamics: Evidence from BVAR Models," Working Papers 03/2023, National Bank of Ukraine.
    17. Hao, Na & Colson, Gregory & Seong, Byeongchan & Park, Cheolwoo & Wetzstein, Michael, 2015. "Drought, ethanol, and livestock," Energy Economics, Elsevier, vol. 49(C), pages 301-307.
    18. Weber, Jeremy G. & Key, Nigel & O'Donoghue, Erik, 2016. "Does Federal Crop Insurance Make Environmental Externalities from Agriculture Worse?," MPRA Paper 71293, University Library of Munich, Germany.
    19. Ederer, Stefan & Heumesser, Christine & Staritz, Cornelia, 2013. "The role of fundamentals and financialisation in recent commodity price developments: An empirical analysis for wheat, coffee, cotton, and oil," Working Papers 42, Austrian Foundation for Development Research (ÖFSE).
    20. Etienne, Xiaoli L. & Irwin, Scott H. & Garcia, Philip, 2013. "Dissecting Corn Price Movements with Directed Acyclic Graphs," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 151279, Agricultural and Applied Economics Association.
    21. Doshi, Amar & Pascoe, Sean & Coglan, Louisa & Rainey, Thomas J., 2016. "Economic and policy issues in the production of algae-based biofuels: A review," Renewable and Sustainable Energy Reviews, Elsevier, vol. 64(C), pages 329-337.
    22. Long, Shaobo & Guo, Jiaqi, 2022. "Infectious disease equity market volatility, geopolitical risk, speculation, and commodity returns: Comparative analysis of five epidemic outbreaks," Research in International Business and Finance, Elsevier, vol. 62(C).
    23. Bohl, Martin T. & Stephan, Patrick M., 2013. "Does Futures Speculation Destabilize Spot Prices? New Evidence for Commodity Markets," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 45(4), pages 1-21, November.
    24. Wilson, Norbert L.W., 2012. "Discussion: Causes of Agricultural and Food Price Inflation and Volatility," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 44(3), pages 1-3, August.
    25. Yiyang Qiao & Minseong Kang & Byeong-il Ahn, 2023. "Analysis of Factors Affecting Vegetable Price Fluctuation: A Case Study of South Korea," Agriculture, MDPI, vol. 13(3), pages 1-16, February.
    26. Albuquerquemello, Vinícius Phillipe de & Medeiros, Rennan Kertlly de & Jesus, Diego Pitta de & Oliveira, Felipe Araujo de, 2022. "The role of transition regime models for corn prices forecasting," Revista de Economia e Sociologia Rural (RESR), Sociedade Brasileira de Economia e Sociologia Rural, vol. 60(2), January.
    27. Aled W. Jones & Alexander Phillips, 2016. "Historic Food Production Shocks: Quantifying the Extremes," Sustainability, MDPI, vol. 8(5), pages 1-10, April.
    28. Haase, Marco & Seiler Zimmermann, Yvonne & Zimmermann, Heinz, 2016. "The impact of speculation on commodity futures markets – A review of the findings of 100 empirical studies," Journal of Commodity Markets, Elsevier, vol. 3(1), pages 1-15.
    29. Urom, Christian & Anochiwa, Lasbrey & Yuni, Denis & Idume, Gabriel, 2019. "Asymmetric linkages among precious metals, global equity and bond yields: The role of volatility and business cycle factors," The Journal of Economic Asymmetries, Elsevier, vol. 20(C).
    30. Wang, Sun Ling & McPhail, Lihong, 2014. "Impacts of energy shocks on US agricultural productivity growth and commodity prices—A structural VAR analysis," Energy Economics, Elsevier, vol. 46(C), pages 435-444.
    31. Qiu, Cheng & Colson, Gregory & Escalante, Cesar & Wetzstein, Michael, 2012. "Considering macroeconomic indicators in the food before fuel nexus," Energy Economics, Elsevier, vol. 34(6), pages 2021-2028.
    32. Tan Ngoc Vu & Duc Hong Vo & Chi Minh Ho & Loan Thi-Hong Van, 2019. "Modeling the Impact of Agricultural Shocks on Oil Price in the US: A New Approach," JRFM, MDPI, vol. 12(3), pages 1-27, September.
    33. Shuai Liu & Dingyu Liu & Sibo Ge, 2024. "Impact of external shocks on international corn price fluctuations," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 70(1), pages 1-11.
    34. Guo, Jin & Tanaka, Tetsuji, 2022. "Do biofuel production and financial speculation in agricultural commodities influence African food prices? New evidence from a TVP-VAR extended joint connectedness approach," Energy Economics, Elsevier, vol. 116(C).
    35. Aled Jones & Bradley Hiller, 2017. "Exploring the Dynamics of Responses to Food Production Shocks," Sustainability, MDPI, vol. 9(6), pages 1-12, June.

  6. Muhammad, Andrew & McPhail, Lihong Lu & Kiawu, James, 2012. "Do U.S. Cotton Subsidies Affect Competing Exporters? An Analysis of Import Demand in China," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 44(2), pages 1-15, May.

    Cited by:

    1. Sun, Changyou, 2015. "An investigation of China's import demand for wood pulp and wastepaper," Forest Policy and Economics, Elsevier, vol. 61(C), pages 113-121.
    2. Xinyao Wang & Dan Li & Yue Yu, 2022. "Current Situation and Optimization Countermeasures of Cotton Subsidy in China Based on WTO Rules," Agriculture, MDPI, vol. 12(8), pages 1-16, August.
    3. Muhammad, Andrew & Jones, Keithly G., 2021. "The end of the trade war? Effects of tariff exclusions on U.S. forest products in China," Forest Policy and Economics, Elsevier, vol. 122(C).
    4. Luo, Xinjian & Sun, Changyou & Jiang, Hongfei & Zhang, Ying & Meng, Qian, 2015. "International trade after intervention: The case of bedroom furniture," Forest Policy and Economics, Elsevier, vol. 50(C), pages 180-191.
    5. Yanfeng Lou & Yezhuang Tian & Kai Wang, 2020. "The Spillover Effect of US Industrial Subsidies on China’s Exports," Sustainability, MDPI, vol. 12(7), pages 1-12, April.
    6. Chen, Bowen & Villoria, Nelson & Xia, Tian, 2017. "Import Protections in China’s Grain Markets: An Empirical Assessment," 2017: Globalization Adrift, December 3-5, 2017, Washington, D.C. 266817, International Agricultural Trade Research Consortium.
    7. Sun, Changyou, 2014. "Recent growth in China's roundwood import and its global implications," Forest Policy and Economics, Elsevier, vol. 39(C), pages 43-53.

  7. McPhail, Lihong Lu & Babcock, Bruce A., 2012. "Impact of US biofuel policy on US corn and gasoline price variability," Energy, Elsevier, vol. 37(1), pages 505-513.
    See citations under working paper version above.
  8. McPhail, Lihong Lu, 2011. "Assessing the impact of US ethanol on fossil fuel markets: A structural VAR approach," Energy Economics, Elsevier, vol. 33(6), pages 1177-1185.

    Cited by:

    1. Hao, Na & Colson, Gregory & Karali, Berna & Wetzstein, Michael E., 2013. "Food before Biodiesel Fuel?," 2013 Annual Meeting, February 2-5, 2013, Orlando, Florida 143078, Southern Agricultural Economics Association.
    2. Karel Janda & Ladislav Krištoufek, 2019. "The Relationship Between Fuel and Food Prices: Methods and Outcomes," Annual Review of Resource Economics, Annual Reviews, vol. 11(1), pages 195-216, October.
    3. Ladislav Kristoufek & Karel Janda & David Zilberman, 2012. "Mutual Responsiveness of Biofuels, Fuels and Food Prices," CAMA Working Papers 2012-38, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    4. Christiane Baumeister & Lutz Kilian, 2013. "Do Oil Price Increases Cause Higher Food Prices?," Staff Working Papers 13-52, Bank of Canada.
    5. Md. Bokhtiar Hasan & Masnun Mahi & Tapan Sarker & Md. Ruhul Amin, 2021. "Spillovers of the COVID-19 Pandemic: Impact on Global Economic Activity, the Stock Market, and the Energy Sector," JRFM, MDPI, vol. 14(5), pages 1-18, May.
    6. Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2013. "Biofuels and Food Prices: Searching for the Causal Link," IEFE Working Papers 55, IEFE, Center for Research on Energy and Environmental Economics and Policy, Universita' Bocconi, Milano, Italy.
    7. Filip, Ondrej & Janda, Karel & Kristoufek, Ladislav & Zilberman, David, 2019. "Food versus fuel: An updated and expanded evidence," Energy Economics, Elsevier, vol. 82(C), pages 152-166.
    8. Declerck, Francis & Hikouatcha, Prince & Tchoffo, Guillaume & Tédongap, Roméo, 2023. "Biofuel policies and their ripple effects: An analysis of vegetable oil price dynamics and global consumer responses," Energy Economics, Elsevier, vol. 128(C).
    9. Chen, Kuan-Ju & Chen, Kuan-Heng, 2016. "Analysis of Energy and Agricultural Commodity Markets with the Policy Mandated: A Vine Copula-based ARMA-EGARCH Model," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 236028, Agricultural and Applied Economics Association.
    10. James D. Hamilton, 2019. "Measuring Global Economic Activity," NBER Working Papers 25778, National Bureau of Economic Research, Inc.
    11. Dalheimer, Bernhard & Herwartz, Helmut & Lange, Alexander, 2021. "The threat of oil market turmoils to food price stability in Sub-Saharan Africa," Energy Economics, Elsevier, vol. 93(C).
    12. Ladislav Kristoufek & Karel Janda & David Zilberman, 2013. "Non-linear Price Transmission between Biofuels, Fuels and Food Commodities," CERGE-EI Working Papers wp481, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
    13. Du, Xiaodong, 2012. "Inside the Black Box: the Price Linkage and Transmission between Energy and Agricultural Markets," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil 125146, International Association of Agricultural Economists.
    14. Vo, D.H. & Vu, T.N. & Vo, A.T. & McAleer, M.J., 2018. "Modelling the Relationship between Crude Oil and Agricultural Commodity Prices," Econometric Institute Research Papers EI2019-10, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    15. Qiu, Cheng & Colson, Gregory & Zhang, Zibin & Wetzstein, Michael E., 2011. "An Ethanol Blend Wall Shift is Prone to Increase Petroleum Gasoline Demand," 2011 Annual Meeting, February 5-8, 2011, Corpus Christi, Texas 98795, Southern Agricultural Economics Association.
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