Volatility spillovers in China’s crude oil, corn and fuel ethanol markets

[1]  Hillary M. Sackett,et al.  Consumer Perceptions of Sustainable Farming Practices: A Best-Worst Scenario , 2013, Agricultural and Resource Economics Review.

[2]  Manuel A. Hernandez,et al.  PRICE VOLATILITY AND FARM INCOME STABILISATION Modelling Outcomes and Assessing Market and Policy Based Responses Dublin , February 23-24 , 2012 Do energy prices stimulate food price volatility ? Examining volatility transmission between US oil , ethanol and corn markets , 2012 .

[3]  R. Myers,et al.  Volatility spillover effects and cross hedging in corn and crude oil futures , 2011 .

[4]  Teresa Serra Volatility Spillovers between Food and Energy Markets, A Semiparametric Approach , 2011 .

[5]  B. Goodwin,et al.  Volatility Spillovers in Agricultural Commodity Markets: An Application Involving Implied Volatilities from Options Markets , 2011 .

[6]  Mindy L. Mallory,et al.  Volatility Spillovers in the U.S. Crude Oil, Corn, and Ethanol Markets , 2011 .

[7]  John Baffes,et al.  Placing the 2006/08 Commodity Price Boom into Perspective , 2010 .

[8]  Robert W. Faff,et al.  Asymmetry in return and volatility spillover between equity and bond markets in Australia , 2010 .

[9]  C. Gilbert How to Understand High Food Prices , 2010 .

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

[11]  Cindy L. Yu,et al.  Speculation and volatility spillover in the crude oil and agricultural commodity markets: A Bayesian analysis , 2011 .

[12]  W. Tyner The integration of energy and agricultural markets , 2010 .

[13]  A Note on the Volatilities of the Interest Rate and the Exchange Rate Under Different Monetary Policy Instruments: Mexico 1998-2008 , 2009 .

[14]  C. Timmer,et al.  Causes of High Food Prices , 2008 .

[15]  V. Lee,et al.  Volatility linkages and spillovers in stock and bond markets : some international evidence , 2007 .

[16]  Joe L. Outlaw,et al.  Examining the Evolving Correspondence Between Petroleum Prices and Agricultural Commodity Prices , 2007 .

[17]  D. Hudson,et al.  Price Volatility Spillover in Agricultural Markets: An Examination of U.S. Catfish Markets , 2003 .

[18]  Xiaohong Chen,et al.  MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS , 2002, Econometric Theory.

[19]  N. Apergis,et al.  Asymmetric Cross-Market Volatility Spillovers: Evidence from Daily Data on Equity and Foreign Exchange Markets , 2001 .

[20]  Determinants of endogenous price risk in corn and wheat futures markets , 2000 .

[21]  É. Moulines,et al.  Least‐squares Estimation of an Unknown Number of Shifts in a Time Series , 2000 .

[22]  A. Kanas LINKAGES BETWEEN THE US AND EUROPEAN EQUITY MARKETS : FURTHER EVIDENCE FROM COINTEGRATION TESTS , 1998 .

[23]  R. Engle,et al.  Multivariate Simultaneous Generalized ARCH , 1995, Econometric Theory.

[24]  J. Wooldridge,et al.  Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances , 1992 .

[25]  Daniel B. Nelson CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH , 1991 .

[26]  Ronald W. Masulis,et al.  Correlations in Price Changes and Volatility Across International Stock Markets , 1990 .

[27]  T. Bollerslev,et al.  Generalized autoregressive conditional heteroskedasticity , 1986 .

[28]  F. Black The pricing of commodity contracts , 1976 .