Price volatility in ethanol markets

By Teresa Serra, David Zilberman, J. Gil. 2011

198 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/aa5648fda22f7ea56b27da6d337de2e96910ae88

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

Citations in the corpus

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).”
Time-Frequency Dynamics of Biofuels-Fuels-Food System (2012, background): “ evidence to the hypothesis of increasing importance of biofuels transmission channel in the link between energy and food markets (Tyner, 2010; Ciaian and Kancs, 2011a). Serra et al. (2010, 2011) and Serra et al. (2011) focus on cointegration between crude oil, ethanol and related feedstock to nd an”
Biofuel-related price transmission literature: A review (2013, background): “While, relative to BEKK, there are more parsimonious specifications of the conditional covariance function, these rarely fully capture price volatility dynamics (Silvennoinen and Teräsvirta, 2008).”
Hedging emerging market stock prices with oil, gold, VIX, and bonds: A comparison between DCC, ADCC and GO-GARCH ☆ (2015, unknown): “Hammoudeh and Yuan, 2008; Hammoudeh et al., 2011; Creti et al., 2013; Choi and Hammoudeh, 2010; Zhang et al., 2009; Du et al., 2011; Serra, 2011; Serra et al., 2011; Nazlioglu et al., 2013; Mensi et al., 2013; Mensi et al., 2014; Beckmann and Czudaj, 2014). review of relevant papers that focus…”
Commodity Price Volatility in the Biofuel Era: An Examination of the Linkage between Energy and Agricultural Markets (2010, unknown): “More recent work by Beckman, Hertel, and Tyner (2009) has focused on the validity of the GTAP-E Model for analysis of global energy markets.”
Volatility linkages between energy and agricultural commodity prices (2016, methodology): “Serra (2011) extends the results of Serra et al. (2011) by applying a semiparametric multivariate GARCH model proposed by Long et al. (2011), which is robust to potential misspeci cations of the error density and of the functional form of the conditional covariance matrix.”