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

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  • Serra, Teresa

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.

Suggested Citation

  • Serra, Teresa, 2012. "Biofuel-related price volatility literature: a review and new approaches," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil 126057, International Association of Agricultural Economists.
    • Handle: RePEc:ags:iaae12:126057
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    1. repec:eee:rensus:v:81:y:2018:i:p1:p:1002-1018 is not listed on IDEAS
    2. 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.

    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;

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