Volatility Spillovers in U.S. Crude Oil, Ethanol, and Corn Futures Markets

By Andres A. Trujillo‐Barrera, Mindy L. Mallory, Philip Garcia. 2012

172 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Renewable Energy, Sustainability and the Environment

View Paper: https://www.semanticscholar.org/paper/511d4e6d219404b76faed940f9f824230c75c9e3

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Teresa Serra
2. David Zilberman
3. Franziska Schulz
4. Brenda López Cabrera
5. Walid Mensi
6. Ladislav Kristoufek
7. Karel Janda

In Finance

1. David Zilberman
2. Teresa Serra

In Renewable Energy, Sustainability and the Environment

1. Teresa Serra
2. David Zilberman

Citations in the corpus

• Biofuel-related price transmission literature: A review (2013, background): “Although BEKK models are generally flexible enough to allow volatility causality links to flow in any direction, Alom et al. (2011a), Wu et al. (2011) and Trujillo-Barrera et al. (2012) force unidirectional spillovers fromcrude oil to food and biofuel markets.”