Volatility Spillovers in U.S. Crude Oil, Ethanol, and Corn Futures Markets
This article analyzes recent volatility spillovers in the United States from crude oil using futures prices. Crude oil 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 variabi...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Western Agricultural Economics Association
2012-08-01
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| Series: | Journal of Agricultural and Resource Economics |
| Subjects: | |
| Online Access: | https://ageconsearch.umn.edu/record/134275 |