Volatility Spillovers in U.S. Crude Oil, Ethanol, and Corn Futures Markets
Year of publication: |
2012
|
---|---|
Authors: | Trujillo-Barrera, Andres ; Mallory, Mindy L. ; Garcia, Philip |
Published in: |
Journal of Agricultural and Resource Economics. - Western Agricultural Economics Association - WAEA. - Vol. 37.2012, 2
|
Publisher: |
Western Agricultural Economics Association - WAEA |
Subject: | biofuels | corn | crude oil | energy-agricultural co-movements | ethanol | multivariate GARCH | volatility spillovers | Crop Production/Industries |
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