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Volatility Spillovers in U.S. Crude Oil, Ethanol, and Corn Futures Markets. (2012). Trujillo-Barrera, Andres ; Garcia, Philip ; Mallory, Mindy.
In: Journal of Agricultural and Resource Economics.
RePEc:ags:jlaare:134275.

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  2. How economic policy uncertainty affects asymmetric spillovers in food and oil prices: Evidence from wavelet analysis. (2023). Li, Xinran ; Cheng, Sheng ; Cao, Yan.
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  4. Microstructure and high-frequency price discovery in the soybean complex. (2023). Debie, Philippe ; Gohin, Alexandre ; Bagnarosa, Guillaume ; Zhou, Xinquan.
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  5. Does the substitution effect lead to feedback effect linkage between ethanol, crude oil, and soft agricultural commodities?. (2023). Rao, Sandeep ; Singh, Vipul Kumar ; Kumar, Pawan.
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  6. Volatility Transmissionin Agricultural Markets: Evidence from the Russia-Ukraine Conflict. (2023). Gaio, Luiz Eduardo ; Dario, Daniel Henrique.
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  16. The impact of Brazil on global grain dynamics: A study on cross?market volatility spillovers. (2022). Mallory, Mindy L ; Avileis, Felipe G.
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  20. Cross-border systemic risk spillovers in the global oil system: Does the oil trade pattern matter?. (2021). Chevallier, Julien ; Lin, Renda ; Liu, Jiahao ; Zhu, BO.
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  22. Intersectoral systemic risk spillovers between energy and agriculture under the financial and COVID-19 crises. (2021). Chevallier, Julien ; Deng, Yuanyue ; Lin, Renda ; Zhu, BO ; Chen, Pingshe.
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  23. Volatility spillovers between food and fuel markets: Do administrative regulations affect the transmission?. (2021). Rude, James ; Qiu, Feng ; An, Henry.
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  24. Prices for a second?generation biofuel industry in Canada: Market linkages between Canadian wheat and US energy and agricultural commodities. (2021). Luckert, Martin ; Hauer, Grant ; Qiu, Feng ; McKnight, Curtis.
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  25. The Impact of Brazil on Global Grain Dynamics: A Study on Cross-Market Volatility Spillovers. (2021). Avileis, Felipe ; Mallory, Mindy.
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  26. Crude Oil Volatility Transmission Across Food Commodity Markets: A Multivariate BEKK-GARCH Approach. (2020). Maurya, Shipra ; Thenmozhi, M.
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  27. The Major Driving Forces of the EU and US Ethanol Markets with Special Attention Paid to the COVID-19 Pandemic. (2020). Mizik, Tamas ; Gabnai, Zoltan ; Nagy, Lajos ; Bai, Attila.
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  29. Time-frequency causality and connectedness between international prices of energy, food, industry, agriculture and metals. (2020). Tiwari, Aviral ; Shahbaz, Muhammad ; Nasreen, Samia ; Hammoudeh, Shawkat.
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  30. Food–oil volatility spillovers and the impact of distinct biofuel policies on price uncertainties on feedstock markets. (2020). Saucedo, Alberto ; Herwartz, Helmut.
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  31. What drives food price volatility? Evidence based on a generalized VAR approach applied to the food, financial and energy markets. (2019). DÄ…browski, Marek ; Dbrowski, Marek A ; Fijorek, Kamil ; Papie, Monika ; Miech, Sawomir.
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  32. Volatility Spillovers between Crude Oil and Agricultural Commodity Markets since the Financial Crisis. (2019). Liu, Lihong ; Yang, Longguang ; Lu, Yaxian.
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  33. The Co-Movement and Asymmetry between Energy and Grain Prices: Evidence from the Crude Oil and Corn Markets. (2019). Chen, Zhan-Ming ; Wang, Liyuan ; Zheng, Xinye ; Zhang, Xiao-Bing.
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  34. Interdependence among agricultural commodity markets, macroeconomic factors, crude oil and commodity index. (2019). Fernandez-Diaz, Jose M ; Morley, Bruce.
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  35. Cross-correlations between Brazilian biofuel and food market: Ethanol versus sugar. (2019). Albuquerque, Cristiane Rocha ; Stosic, Tatijana ; de Melo, Gabriel Rivas.
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  36. Modelling the symmetric and asymmetric relationships between oil prices and those of corn, barley, and rapeseed oil. (2019). al Refai, Hisham ; Eissa, Mohamad Abdelaziz.
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  37. High frequency volatility co-movements in cryptocurrency markets. (2019). Corbet, Shaen ; Katsiampa, Paraskevi ; Lucey, Brian.
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  38. Realized correlations, betas and volatility spillover in the agricultural commodity market: What has changed?. (2019). Bonato, Matteo.
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  39. What drives food price volatility? Evidence based on a generalized VAR approach applied to the food, financial and energy markets. (2018). Åšmiech, SÅ‚awomir ; DÄ…browski, Marek ; Fijorek, Kamil ; Dbrowski, Marek A ; Papie, Monika.
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  40. Volatility Spillovers between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice. (2018). McAleer, Michael ; Chang, Chia-Lin.
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  41. Modelling volatility spillovers for bio-ethanol, sugarcane and corn spot and futures prices. (2018). McAleer, Michael ; Chang, Chia-Lin ; Wang, Yu-Ann.
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  42. Dynamic linkages among global oil market, agricultural raw material markets and metal markets: An application of wavelet and copula approaches. (2018). Jiang, Yonghong ; Nie, HE ; Mo, Bin ; Lao, Jiashun.
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  43. The effect of Brazilian corn and soybean crop expansion on price and volatility transmission. (2018). Cruz, Jos Csar ; Daniel, .
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  44. International interdependence between cash crop and staple food futures price indices: A wavelet-BEKK-GARCH assessment. (2018). Heckelei, Thomas ; Grosche, S ; Amrouk, E M.
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  46. Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn Spot and Futures Prices. (2017). McAleer, Michael ; Chang, Chia-Lin ; Wang, Yu-Ann.
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  47. Dynamic spillover effects across petroleum spot and futures volatilities, trading volume and open interest. (2017). Tsouknidis, Dimitris ; Magkonis, Georgios.
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  48. The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes. (2017). Tiwari, Aviral ; Roubaud, David ; Mensi, walid ; Bouri, Elie ; Al-Yahyaee, Khamis.
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  49. Volatility Effects of Index Trading and Spillovers on US Agricultural Futures Markets: A Multivariate GARCH Approach. (2017). Sanjuán López, Ana ; Dawson, Philip J ; Sanjuan-Lopez, Ana I.
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  50. VOLATILITY SPILLOVER BETWEEN OIL PRICES, US DOLLAR EXCHANGE RATES AND INTERNATIONAL AGRICULTURAL COMMODITIES PRICES. (2017). Siami-Namini, Sima ; Hudson, Darren.
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  51. Asymmetric Price Volatility Interaction between U.S. Food and Energy Markets. (2017). Walters, Cory ; Saghaian, Sayed ; Chen, BO ; Nemati, Mehdi.
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  52. Volatility spillovers for spot, futures, and ETF prices in energy and agriculture. (2016). McAleer, Michael ; Chang, Chia-Lin.
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  53. Volatility Spillovers for Spot, Futures, and ETF Prices in Energy and Agriculture. (2016). McAleer, Michael ; Chang, Chia-Lin.
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  54. An analysis of price and volatility transmission in butter, palm oil and crude oil markets. (2016). O Connor, Declan ; Oconnor, Declan ; Bergmann, Dennis ; Thummel, Andreas .
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  55. Further evidence on the explanatory power of spot food and energy commodities market prices for futures prices. (2016). Riabko, Natalija ; Cartwright, Phillip A.
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  56. Examining Volatility Persistence and News Asymmetry in Soybeans Futures Returns. (2016). Musunuru, Naveen .
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  57. Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn Spot and Futures Prices. (2016). McAleer, Michael ; Chang, Chia-Lin.
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  58. Volatility Spillovers for Spot, Futures, and ETF Prices in Energy and Agriculture. (2016). McAleer, Michael ; Chang, Chia-Lin.
    In: Econometric Institute Research Papers.
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  59. Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn. (2016). McAleer, Michael ; Chang, Chia-Lin.
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  60. Commodity markets volatility transmission: Roles of risk perceptions and uncertainty in financial markets. (2016). Lau, Chi Keung ; Gözgör, Giray ; Bilgin, Mehmet ; Gozgor, Giray ; Marco, Chi Keung.
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  61. Examining hardwood pulp and ethanol prices for improved poplar plantations in Canada. (2016). Qiu, Feng ; Luckert, Martin ; Work, J.
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  63. Smooth volatility shifts and spillovers in U.S. crude oil and corn futures markets. (2016). Enders, Walter ; Brooks, Robert ; Teterin, Pavel .
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  65. Volatility Spillovers Between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice. (2015). McAleer, Michael ; Chang, Chia-Lin.
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  66. Volatility Spillovers between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice. (2015). McAleer, Michael ; Chang, Chia-Lin.
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  67. Volatility Spillovers Between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice. (2015). McAleer, Michael ; Li, Yong ; Chang, Chia-Lin ; Chang, C-L., .
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  68. Interdependence among Agricultural Commodity Markets, Macroeconomic Factors, Crude Oil and Commodity Index. (2015). Morley, Bruce ; Fernandez, Jose.
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  69. Co-movements of Ethanol Related Prices: Evidence from Brazil and the USA. (2015). Zilberman, David ; Krištoufek, Ladislav ; Janda, Karel.
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  70. Policy induced price volatility transmission: Linking the U.S. crude oil, corn and plastics markets. (2015). Tozer, Peter ; Marsh, Thomas ; Jiang, Jingze.
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  71. Food–energy nexus in Europe: Price volatility approach. (2015). serra, teresa ; Abdelradi, Fadi.
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  72. Spillovers between Food and Energy Prices and Structural Breaks. (2015). Spagnolo, Nicola ; Caporale, Guglielmo Maria ; Al-Maadid, Alanoud.
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  73. Spillovers between Food and Energy Prices and Structural Breaks. (2015). Spagnolo, Nicola ; Caporale, Guglielmo Maria ; Al-Maadid, Alanoud.
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  74. Interdependence among Agricultural Commodity Markets, Macroeconomic Factors, Crude Oil and Commodity Index. (2015). Fernandez-Diaz, Jose.
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  75. The biofuel connection: impact of US regulation on oil and food prices. (2015). Lombardi, Marco ; Avalos, Fernando.
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  76. Financialization of Agricultural Commodity Markets: Do Financial Data Help to Forecast Agricultural Prices. (2015). Etienne, Xiaoli.
    In: 2015 Conference, August 9-14, 2015, Milan, Italy.
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  77. PRICE AND VOLATILITY TRANSMISSION IN LIVESTOCK AND GRAIN MARKETS: EXAMINING THE EFFECT OF INCREASING ETHANOL PRODUCTION ACROSS COUNTRIES. (2015). Mattos, Fabio L ; Lanna, Rodrigo.
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  78. Financialization of Agricultural Commodity Markets: Do Financial Data Help to Forecast Agricultural Prices?. (2015). Etienne, Xiaoli.
    In: 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California.
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  79. A dynamic analysis of causality between prices of corn, crude oil and ethanol. (2014). Papież, Monika.
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  80. The Behavior of Bid-Ask Spreads in the Electronically-Traded Corn Futures Market. (2014). Irwin, Scott ; Garcia, Philip ; Wang, Xiaoyang.
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  81. Modeling Price Volatility Linkages between Corn and Wheat: A Multivariate GARCH Estimation. (2014). Musunuru, Naveen .
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  82. The influence of biofuels, economic and financial factors on daily returns of commodity futures prices. (2014). Algieri, Bernardina.
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  83. The influence of biofuels, economic and financial factors on daily returns of commodity futures prices. (2014). Algieri, Bernardina.
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  89. Modeling the Environmental and Socio-Economic Impacts of Biofuels. (2011). Zilberman, David ; Krištoufek, Ladislav ; Janda, Karel.
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