Haixia, Wu; Shiping, Li - In: Energy Policy 62 (2013) C, pp. 878-886
Price volatility spillovers among China’s crude oil, corn and fuel ethanol markets are analyzed based on weekly price …, respectively. The empirical results indicate a higher interaction among crude oil, corn and fuel ethanol markets after September … spillover effects from the crude oil market to the corn and fuel ethanol markets, and double-directional spillovers between the …