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Price Connectedness in US Biodiesel and Petroleum Diesel Markets

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  • Gerveni, Maria
  • Irwin, Scott H.
  • Serra, Teresa

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  • Gerveni, Maria & Irwin, Scott H. & Serra, Teresa, 2026. "Price Connectedness in US Biodiesel and Petroleum Diesel Markets," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 0(Preprint), June.
    • Handle: RePEc:ags:jlaare:401356
    DOI: 10.22004/ag.econ.401356
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    References listed on IDEAS

    as
    1. Fadi Abdelradi & Teresa Serra, 2015. "Asymmetric price volatility transmission between food and energy markets: The case of Spain," Agricultural Economics, International Association of Agricultural Economists, vol. 46(4), pages 503-513, July.
    2. Liu, Tangyong & Gong, Xu, 2020. "Analyzing time-varying volatility spillovers between the crude oil markets using a new method," Energy Economics, Elsevier, vol. 87(C).
    3. Cárdenas, Jeisson & Gutiérrez, Luis H. & Otero, Jesús, 2017. "Investigating diesel market integration in France: Evidence from micro data," Energy Economics, Elsevier, vol. 63(C), pages 314-321.
    4. Gardebroek, Cornelis & Hernandez, Manuel A., 2013. "Do energy prices stimulate food price volatility? Examining volatility transmission between US oil, ethanol and corn markets," Energy Economics, Elsevier, vol. 40(C), pages 119-129.
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    7. Ferrer, Román & Shahzad, Syed Jawad Hussain & López, Raquel & Jareño, Francisco, 2018. "Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices," Energy Economics, Elsevier, vol. 76(C), pages 1-20.
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    11. Gerveni, Maria & Hubbs, Todd & Irwin, Scott, 2024. "FAME Biodiesel, Renewable Diesel, and Biomass-Based Diesel Feedstock Trends over 2011-2023," farmdoc daily, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics, vol. 14(71).
    12. Antonio Angelo Romano & Giuseppe Scandurra, 2012. "Price asymmetries and volatility in the Italian gasoline market," OPEC Energy Review, Organization of the Petroleum Exporting Countries, vol. 36(2), pages 215-229, June.
    13. Broadstock, David C. & Li, Raymond & Wang, Linjin, 2020. "Integration reforms in the European natural gas market: A rolling-window spillover analysis," Energy Economics, Elsevier, vol. 92(C).
    14. Hassouneh, Islam & Serra, Teresa & Goodwin, Barry K. & Gil, José M., 2012. "Non-parametric and parametric modeling of biodiesel, sunflower oil, and crude oil price relationships," Energy Economics, Elsevier, vol. 34(5), pages 1507-1513.
    15. Ralph Bierlen & Eric J. Wailes & Gail L. Cramer, 1998. "Unilateral reforms, trade blocs, and law of one price: MERCOSUR rice markets," Agribusiness, John Wiley & Sons, Ltd., vol. 14(3), pages 183-198.
    16. Ma, Rufei & Liu, Zhenhua & Zhai, Pengxiang, 2022. "Does economic policy uncertainty drive volatility spillovers in electricity markets: Time and frequency evidence," Energy Economics, Elsevier, vol. 107(C).
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