Dynamics of Biofuel Stock Prices: A Bayesian Approach
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- Xiaodong Du & Dermot J. Hayes & Cindy L. Yu, 2010. "Dynamics of Biofuel Stock Prices: A Bayesian Approach," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 93(2), pages 418-425.
- Xiaodong Du & Dermot J. Hayes & Cindy L. Yu, 2009. "Dynamics of Biofuel Stock Prices: A Bayesian Approach," Center for Agricultural and Rural Development (CARD) Publications 09-wp498, Center for Agricultural and Rural Development (CARD) at Iowa State University.
- Du, Xiaodong & Hayes, Dermot J. & Yu, Cindy, 2010. "Dynamics of Biofuel Stock Prices: A Bayesian Approach," Staff General Research Papers Archive 31533, Iowa State University, Department of Economics.
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Cited by:
- Dmitry Burakov, 2016. "Elasticity of Agricultural Prices in Russia: An Empirical Study of Energy and Monetary Channels," International Journal of Energy Economics and Policy, Econjournals, vol. 6(3), pages 551-562.
- Khalfaoui Rabeh, K & Boutahar Mohamed, B, 2011. "A time-scale analysis of systematic risk: wavelet-based approach," MPRA Paper 31938, University Library of Munich, Germany.
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More about this item
JEL classification:
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- Q42 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Alternative Energy Sources
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