Biofuel-related price volatility literature: a review and new approaches
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- repec:eee:rensus:v:81:y:2018:i:p1:p:1002-1018 is not listed on IDEAS
- Chang, Chia-Lin & McAleer, Michael & Wang, Yu-Ann, 2018.
"Modelling volatility spillovers for bio-ethanol, sugarcane and corn spot and futures prices,"
Renewable and Sustainable Energy Reviews,
Elsevier, vol. 81(P1), pages 1002-1018.
- Chia-Lin Chang & Michael McAleer & Yu-Ann Wang, 2016. "Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn Spot and Futures Prices," Documentos de Trabajo del ICAE 2017-04, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Chia-Lin Chang & Michael McAleer & Yu-Ann Wang, 2016. "Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn Spot and Futures Prices," Tinbergen Institute Discussion Papers 16-014/III, Tinbergen Institute, revised 30 Jan 2017.
- Chang, C-L. & McAleer, M.J. & Wang, Y-A., 2016. "Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn Spot and Futures Prices," Econometric Institute Research Papers EI2016-45, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
More about this item
Keywords
time series; biofuels; volatility; literature review; Agricultural and Food Policy; Demand and Price Analysis; Resource /Energy Economics and Policy; q11; c32; q42;NEP fields
This paper has been announced in the following NEP Reports:- NEP-AGR-2012-07-08 (Agricultural Economics)
- NEP-ALL-2012-07-08 (All new papers)
- NEP-ENE-2012-07-08 (Energy Economics)
- NEP-ENV-2012-07-08 (Environmental Economics)
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