Price Volatility, Nonlinearity, and Asymmetric Adjustments in Corn, Soybean, and Cattle Markets: Implications of Ethanol-Driven (Market) Shocks
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References listed on IDEAS
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- Hao, Na & Colson, Gregory & Seong, Byeongchan & Park, Cheolwoo & Wetzstein, Michael, 2015.
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More about this item
Keywordsprice volatility; market linkages; thresholds; ethanol-driven shocks; asymmetric correlations; spillovers; Agribusiness; Agricultural and Food Policy; Agricultural Finance; Demand and Price Analysis; Farm Management; Financial Economics; Public Economics; Research Methods/ Statistical Methods;
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