Trujillo-Barrera, Andres; Mallory, Mindy L.; Garcia, Philip - In: Journal of Agricultural and Resource Economics 37 (2012) 2
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 variability directly attributed to volatility in the crude oil market are …. Volatility transmission is also found from the corn to the ethanol market, but not the opposite. The findings provide insights …