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Price Volatility Transmission between U.S. Biofuel, Corn, and Oil Markets

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  • Walters, Cory

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  • Walters, Cory, 2018. "Price Volatility Transmission between U.S. Biofuel, Corn, and Oil Markets," Cornhusker Economics 307037, University of Nebraska-Lincoln, Department of Agricultural Economics.
    • Handle: RePEc:ags:nbaece:307037
    DOI: 10.22004/ag.econ.307037
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    References listed on IDEAS

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    1. Irwin, Scott H. & Good, Darrel L., 2009. "Market Instability in a New Era of Corn, Soybean, and Wheat Prices," Choices: The Magazine of Food, Farm, and Resource Issues, Agricultural and Applied Economics Association, vol. 24(1), pages 1-6.
    2. Taylor, Richard D. & Koo, Won W., 2013. "013 Outlook of the U.S. and World Corn and Soybean Industries, 2012-202," Agribusiness & Applied Economics Report 157670, North Dakota State University, Department of Agribusiness and Applied Economics.
    3. Harry Gorter & Dusan Drabik & David R. Just, 2015. "The Economics of Biofuel Policies," Palgrave Studies in Agricultural Economics and Food Policy, Palgrave Macmillan, number 978-1-137-41485-4, November.
    4. Taylor, Richard D. & Koo, Won W., 2013. "013 Outlook of the U.S. and World Wheat Industries, 2013-202," Agribusiness & Applied Economics Report 157807, North Dakota State University, Department of Agribusiness and Applied Economics.
    5. Harry Gorter & Dusan Drabik & David R. Just, 2015. "The Impact of Biofuel Policies on Food Commodity Price Volatility," Palgrave Studies in Agricultural Economics and Food Policy, in: The Economics of Biofuel Policies, chapter 0, pages 137-150, Palgrave Macmillan.
    6. Taheripour, Farzad & Tyner, Wallace E., 2008. "Ethanol Policy Analysis - What Have We Learned So Far?," Choices: The Magazine of Food, Farm, and Resource Issues, Agricultural and Applied Economics Association, vol. 23(3), pages 1-6.
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    Cited by:

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    2. Arifa Jannat & Kentaka Aruga & Jun Furuya & Miyuki Iiyama, 2022. "Investigating the Impact of International Markets on Imported and Exported Non-Cereal Crops in Bangladesh," Agriculture, MDPI, vol. 12(6), pages 1-16, June.
    3. Caporin, Massimiliano & Chang, Chia-Lin & McAleer, Michael, 2019. "Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?," International Review of Economics & Finance, Elsevier, vol. 59(C), pages 50-70.
    4. Ida Farida & Faurani Santi Singagerda, 2021. "Volatilitiy of World Food Commodity Prices and Renewable Fuel Standard Policy," International Journal of Energy Economics and Policy, Econjournals, vol. 11(1), pages 516-527.
    5. Zhengliang Yang & Xiaoxue Du & Liang Lu & Hernan Tejeda, 2022. "Price and Volatility Transmissions among Natural Gas, Fertilizer, and Corn Markets: A Revisit," JRFM, MDPI, vol. 15(2), pages 1-14, February.
    6. 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.
    7. Zhu, Bo & Lin, Renda & Liu, Jiahao, 2020. "Magnitude and persistence of extreme risk spillovers in the global energy market: A high-dimensional left-tail interdependence perspective," Energy Economics, Elsevier, vol. 89(C).
    8. Zhu, Bo & Lin, Renda & Deng, Yuanyue & Chen, Pingshe & Chevallier, Julien, 2021. "Intersectoral systemic risk spillovers between energy and agriculture under the financial and COVID-19 crises," Economic Modelling, Elsevier, vol. 105(C).
    9. Bouri, Elie & Lucey, Brian & Saeed, Tareq & Vo, Xuan Vinh, 2021. "The realized volatility of commodity futures: Interconnectedness and determinants#," International Review of Economics & Finance, Elsevier, vol. 73(C), pages 139-151.
    10. Fan, Jiaping & Anders, Sven & Qiu, Feng, 2022. "Vertical Price Transmission in the Canadian Beef Industry: Does the Canada-US Exchange Rate Matter?," Estey Centre Journal of International Law and Trade Policy, Estey Centre for Law and Economics in International Trade, vol. 23(1), June.
    11. 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.
    12. An, Henry & Qiu, Feng & Rude, James, 2021. "Volatility spillovers between food and fuel markets: Do administrative regulations affect the transmission?," Economic Modelling, Elsevier, vol. 102(C).
    13. Mahdi Asgari & Sayed H. Saghaian & Michael R. Reed, 2020. "The Impact of Energy Sector on Overshooting of Agricultural Prices," American Journal of Agricultural Economics, John Wiley & Sons, vol. 102(2), pages 589-606, March.
    14. Shokoohi, Zeinab & Saghaian, Sayed, 2022. "Nexus of energy and food nutrition prices in oil importing and exporting countries: A panel VAR model," Energy, Elsevier, vol. 255(C).
    15. John Robertson & University of Dundee, Dundee, UK, 2020. "Volatility Transmission between Oil Prices and Stock Prices as a New Source of Instability: Lessons from the UK Experience," Asian Journal of Economics and Empirical Research, Asian Online Journal Publishing Group, vol. 7(2), pages 217-223.
    16. Ben Amar, Amine & Goutte, Stéphane & Isleimeyyeh, Mohammad, 2022. "Asymmetric cyclical connectedness on the commodity markets: Further insights from bull and bear markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 85(C), pages 386-400.
    17. Sergio Adriani David & Claudio M. C. Inácio & José A. Tenreiro Machado, 2019. "Ethanol Prices and Agricultural Commodities: An Investigation of Their Relationship," Mathematics, MDPI, vol. 7(9), pages 1-25, August.
    18. Tan Ngoc Vu & Chi Minh Ho & Thang Cong Nguyen & Duc Hong Vo, 2020. "The Determinants of Risk Transmission between Oil and Agricultural Prices: An IPVAR Approach," Agriculture, MDPI, vol. 10(4), pages 1-14, April.
    19. Karel Janda & Ladislav Kristoufek, 2019. "The relationship between fuel and food prices: Methods, outcomes, and lessons for commodity price risk management," CAMA Working Papers 2019-20, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    20. Yue Zhang, 2021. "The COVID-19 Outbreak and Oil Stock Price Fluctuations - Evidence From China," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, vol. 2(3), pages 1-5.

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