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Volatility and price information contained in selected agricultural futures options
Egelkraut, Thorsten Michael - 2005
Persistent link: https://www.econbiz.de/10003380192
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Biofuels and vertical price transmission : the case of the U.S. corn, ethanol, and food markets
Drabik, Dusan; Ciaian, Pavel; Pokrivčák, Ján - 2014
This is the first paper to analyze the impact of biofuels on the price transmission along the food chain. We analyze … the U.S. corn sector and its vertical links with food and ethanol (energy) markets. We find that biofuels affect the price … market shock and the policy regime: the price transmission elasticity declines under a binding blender's tax credit and a …
Persistent link: https://www.econbiz.de/10010382026
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Farm prices and the cost of food
United States / Congress / House / Committee on Agriculture - 1954
Persistent link: https://www.econbiz.de/10003024467
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Variance of agricultural prices, industrial prices, and money
Han, Doo Bong - In: American journal of agricultural economics 72 (1990) 4, pp. 1066-1073
Persistent link: https://www.econbiz.de/10001099156
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An analysis of the link between ethanol, energy, and crop markets
Tokgoz, Simla (contributor); Elobeid, Amani (contributor) - 2006
Persistent link: https://www.econbiz.de/10003402007
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The farm slump continues
Barkema, Alan D. - In: Economic review 85 (2000) 1, pp. 43-55
Persistent link: https://www.econbiz.de/10001496401
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Estimating dynamic dual models under nonstatic expectations
Luh, Yir-hueih - In: American journal of agricultural economics 78 (1996) 4, pp. 991-1003
Persistent link: https://www.econbiz.de/10001213591
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Processing technology, market power and price transmission
McCorriston, Steve - In: Journal of agricultural economics 49 (1998) 2, pp. 185-201
Persistent link: https://www.econbiz.de/10001251432
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Biofuels and Vertical Price Transmission : The Case of the U.S. Corn, Ethanol, and Food Markets
Drabik, Dusan - 2014
This is the first paper to analyze the impact of biofuels on the price transmission along the food chain. We analyze … the U.S. corn sector and its vertical links with food and ethanol (energy) markets. We find that biofuels affect the price … market shock and the policy regime: the price transmission elasticity declines under a binding blender's tax credit and a …
Persistent link: https://www.econbiz.de/10013043548
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Dynamic transmissions and volatility spillovers between global price and U.S. producer price in agricultural markets
Guo, Jin; Tanaka, Tetsuji - In: Journal of risk and financial management : JRFM 13 (2020) 4/83, pp. 1-20
play a leading role in U.S. local markets in return transmissions and that U.S. wheat price can be considered to be a … leading indicator of the global wheat price in volatility transmissions. …
Persistent link: https://www.econbiz.de/10012302731