Time-series econometric analyses of biofuel-related price volatility

Research output: Contribution to journalArticlepeer-review

Abstract

Time-series econometrics studies have analyzed volatility interactions between biofuel and food and fossil fuel markets. We review data, modeling techniques and the main findings in the literature, and present our latest contributions. We identify areas for further research.

Original languageEnglish (US)
Pages (from-to)53-62
Number of pages10
JournalAgricultural Economics (United Kingdom)
Volume44
Issue numberSUPPL1
DOIs
StatePublished - Nov 1 2013
Externally publishedYes

Keywords

  • Biofuels
  • Literature review
  • Time series
  • Volatility

ASJC Scopus subject areas

  • Agronomy and Crop Science
  • Economics and Econometrics

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