Asymmetric Price Volatility Transmission between U.S. Biofuel, Corn, and Oil Markets
Linkages between agricultural commodity and energy prices have become more complex with increased ethanol production. The concern is whether the new cornÐethanol links lead to volatility spillover transmission between food and energy prices. We investigate asymmetric volatility spillovers between oi...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Western Agricultural Economics Association
2018-01-01
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| Series: | Journal of Agricultural and Resource Economics |
| Subjects: | |
| Online Access: | https://ageconsearch.umn.edu/record/267609 |