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Biofuel-related price volatility literature: a review and new approaches

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  • Serra, Teresa

Abstract

In this article, a review of the price transmission literature addressing volatility interactions between biofuel and food and fossil fuel markets is presented. The data used, the modeling techniques and the main findings of this literature are discussed. Future extensions of this flourishing research area are proposed and late developments introduced.

Suggested Citation

  • Serra, Teresa, 2012. "Biofuel-related price volatility literature: a review and new approaches," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil 126057, International Association of Agricultural Economists.
    • Handle: RePEc:ags:iaae12:126057
    DOI: 10.22004/ag.econ.126057
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    File URL: https://ageconsearch.umn.edu/record/126057/files/Serra_2012.pdf
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    Cited by:

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    2. Chang, C-L. & McAleer, M.J. & Wang, Y-A., 2016. "Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn," Econometric Institute Research Papers EI2016-15, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    3. Kallas, Zein & Gil, José María, 2015. "Do the Spanish want biodiesel? A case study in the Catalan transport sector," Renewable Energy, Elsevier, vol. 83(C), pages 398-406.

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    Keywords

    Agricultural and Food Policy; Demand and Price Analysis; Resource /Energy Economics and Policy;
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