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Price and volatility transmissions between natural gas, fertilizer, and corn markets

Etienne, Xiaoli Liao; Trujillo-Barrera, Andrés; … - In: Agricultural finance review 76 (2016) 1, pp. 151-171

Persistent link: https://www.econbiz.de/10011696348

Volatility Spillover and Time-Varying Conditional Correlation Between DDGS, Corn, and Soybean Meal Markets

Etienne, Xiaoli - 2016

In this paper, we seek to identify the price and volatility transmission mechanisms between DDGS, corn, and soybean meal markets to better inform market participants who wish to manage price risks in these three markets. Using weekly data from January 2000 to May 2016, we find important...

Persistent link: https://www.econbiz.de/10012986621

Volatility spillover and time-varying conditional correlation between DDGS, corn, and soybean meal markets

Etienne, Xiaoli Liao; Trujillo-Barrera, Andrés; … - In: Agricultural and resource economics review : ARER 46 (2017) 3, pp. 529-554

Persistent link: https://www.econbiz.de/10012024782

Volatility spillovers in US crude oil, ethanol, and corn futures markets

Trujillo-Barrera, Andrés; Mallory, Mindy; García, Philip - In: Journal of agricultural and resource economics : JARE ; … 37 (2012) 2, pp. 247-262

Persistent link: https://www.econbiz.de/10009675250

Composite and outlook forecast accuracy

Colino, Evelyn V.; Irwin, Scott H.; García, Philip; … - In: Journal of agricultural and resource economics : JARE ; … 37 (2012) 2, pp. 228-246

Persistent link: https://www.econbiz.de/10009675252

Quantifying the announcement effects in the U.S. lumber futures market

Ismailova, Zarina; Etienne, Xiaoli Liao; Shakya, Shishir; … - In: Journal of forest economics : JFE 35 (2020) 4, pp. 375-395

Persistent link: https://www.econbiz.de/10012630842

Regime-switching energy price volatility : the role of economic policy uncertainty

Scarcioffolo, Alexandre Ribeiro; Etienne, Xiaoli Liao - In: International review of economics & finance : IREF 76 (2021), pp. 336-356

Persistent link: https://www.econbiz.de/10013175825

Speculation and food-grain prices

Lawson, Joshua; Alam, Md Rafayet; Etienne, Xiaoli Liao - In: Applied economics 53 (2021) 20, pp. 2305-2321

Persistent link: https://www.econbiz.de/10012501199

Speculation and corn prices

Etienne, Xiaoli Liao; Irwin, Scott H.; García, Philip - In: Applied economics 50 (2018) 44, pp. 4724-4744

Persistent link: https://www.econbiz.de/10012061614

Forecasting the U.S. season-average farm price of corn : derivation of an alternative futures-based forecasting model

Etienne, Xiaoli Liao; Farhangdoost, Sara; Hoffman, … - In: Journal of commodity markets 30 (2023), pp. 1-17

Persistent link: https://www.econbiz.de/10014426745