Trujillo-Barrera, Andres; Mallory, Mindy L.; Garcia, Philip - In: Journal of Agricultural and Resource Economics 37 (2012) 2
This article analyzes recent volatility spillovers in the United States from crude oil using futures prices. Crude oil spillovers to both corn and ethanol markets are somewhat similar in timing and magnitude, but moderately stronger to the ethanol market. The shares of corn and ethanol price...