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Biofuel-related price volatility literature: a review and new approaches

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  • Serra, Teresa
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    Abstract

    In this article, a review of the price transmission literature addressing volatility interactions between biofuel and food and fossil fuel markets is presented. The data used, the modeling techniques and the main findings of this literature are discussed. Future extensions of this flourishing research area are proposed and late developments introduced.

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    File URL: http://purl.umn.edu/126057
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    Paper provided by International Association of Agricultural Economists in its series 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil with number 126057.

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    Date of creation: 2012
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    Handle: RePEc:ags:iaae12:126057
    Contact details of provider: Web page: http://www.iaae-agecon.org/
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    Keywords: time series; biofuels; volatility; literature review; Agricultural and Food Policy; Demand and Price Analysis; Resource /Energy Economics and Policy; q11; c32; q42;

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