Nonlinearities in the U.S. corn-ethanol-oil-gasoline price system: T. Serra et al. / Agricultural Economics xx (2010) 1-11

By Teresa Serra, David Zilberman, J. Gil, Barry K. Goodwin. 2010

195 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/9396fdfc4b3a63fca079bd52fc998bfedb109bb1

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Citations in the corpus

Global Oil Prices and Local Food Prices: Evidence from East Africa (2016, unknown): “This is consistent with numerous other recent papers that find no strong causal link between oil prices and maize prices at world markets (Zhang et al. 2007, 2009, 2010, Gilbert 2010, Serra et al. 2011, Enders and Holt 2012, Zilberman et al. 2013).”
Correlations between biofuels and related commodities before and during the food crisis: A taxonomy perspective (2012, background): “Serra et al. (2011b) show that positive causal relationship from ethanol prices to corn prices does not only prevail in the short-run but also in the longer term.”
Time-Frequency Dynamics of Biofuels-Fuels-Food System (2012, background): “Serra et al. (2010, 2011) and Serra et al. (2011) focus on cointegration between crude oil, ethanol and related feedstock to find an equilibrium relationship between the commodities for the US market as well as the Brazilian market with a slower reaction to the 2 shocks found for the latter.”
Volatility Spillovers between Food and Energy Markets, A Semiparametric Approach (2011, methodology): “…2009), and agricultural commodity prices both locally or at a more aggregate level (Balcombe and Rapsomanikis, 2008; de Gorter and Just, 2008; Gallagher et al., 2005; Luchansky and Monks, 2009; McNew and Griffith, 2005; McPhail and Babcock, 2008; Serra et al., 2011; Tyner and Taheripour, 2008).”
Correlations and volatility spillovers across commodity and stock markets: Linking energies, food, and gold (2013, background): “Further, Serra et al. (2011) find that agricultural commodity prices (corn, cotton, and soybeans, but not wheat) are linked to energy prices.”
Biofuel-related price transmission literature: A review (2013, background): “…prices is also provided both for Brazilian, world and US biofuel markets (Alom et al., 2011a; Du and McPhail, 2012; Harri and Hudson, 2009; Nazlioglu et al., 2012; Onour and Sergi, 2011; Serra, 2011; Serra and Gil, in press; Serra et al., 2011b; Trujillo-Barrera et al., 2012; Zhang et al., 2009).”
Volatility Spillovers in U.S. Crude Oil, Ethanol, and Corn Futures Markets (2012, background): “The elimination of MTBE and its replacement by ethanol were accelerated by the 2005 Energy Policy Act, which made refiners continuing to use MTBE liable for claims (Serra et al., 2011).”
Time-frequency contained co-movement of crude oil and world food prices: A wavelet-based analysis (2017, background): “Along the same lines, Serra et al. (2011) also found that corn prices respond asymmetrically to crude oil price changes in the U.S.”
Grain prices, oil prices, and multiple smooth breaks in a VAR (2016, background): “For example, Balcombe and Rapsomanikis (2008) and Serra et al. (2011) examine the linkages between oil prices and maize (and/or sugar) prices in a vector error-correction model (VECM) allowing for asymmetric speeds of adjustment. Similarly, Zhang et al. (2009) estimate the interrelationships among T”