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Etienne, Xiaoli Liao; Irwin, Scott H.; García, Philip - In: Agricultural finance review 75 (2015) 1, pp. 114-132

Persistent link: https://www.econbiz.de/10011305761

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

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

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

Turbulent times : uncovering the origins of US natural gas price fluctuations since deregulation

Wiggins, Seth; Etienne, Xiaoli Liao - In: Energy economics 64 (2017), pp. 196-205

Persistent link: https://www.econbiz.de/10011758160

Price and Volatility Transmissions between Natural Gas, Fertilizer, and Corn Markets

Etienne, Xiaoli - 2015

We investigate the price and volatility transmission between natural gas, fertilizer (ammonia), and corn markets, an issue that has been traditionally ignored in the literature despite its significant importance. Using a Vector Error Correction Model for the conditional mean equation and a...

Persistent link: https://www.econbiz.de/10013012863

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