energy types. This paper discusses the evolution of price reforms for coal, petroleum products, natural gas and electricity … in China, provides some analysis of these energy price reforms, and suggests few areas of reforms could take place in …

We study the impact of oil price shocks on U.S. stock market volatility. We derive three different structural oil shock … stock market volatility only with delay. This implies that innovations to the price of crude oil are not strictly exogenous …, but predetermined with respect to the stock market. We show that volatility responds significantly to oil price shocks …

or rising energy price on agricultural intensification are described, and their impacts on pasture and cropland areas are …

This paper evaluates how different types of speculation affect the volatility of commodities’ futures prices. We adopt …-2010 analyzed at weekly frequency. Using GARCH models we find that speculation significantly affects volatility of returns: short … term speculation has a positive and significant impact on volatility, while long term speculation generally has a negative …

important determinants of price. We find that prices are strongly determined by sub-AVA appellation designations, but not by …

ethanol and agricultural price returns, little is known about their whole distributions. We focus on predictability in …

-of-sample predictive ability. Even after taking breaks into account, evidence that the price of ethanol drives the price dynamics of the …