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Time‐series econometric analyses of biofuel‐related price volatility
Author(s) -
Serra Teresa
Publication year - 2013
Publication title -
agricultural economics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.29
H-Index - 82
eISSN - 1574-0862
pISSN - 0169-5150
DOI - 10.1111/agec.12050
Subject(s) - volatility (finance) , economics , econometrics , biofuel , series (stratigraphy) , econometric model , time series , oil price , financial economics , statistics , mathematics , monetary economics , ecology , geology , biology , paleontology
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.