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| Ahmedov, Zafarbek; Power, Gabriel J.; Vedenov, Dmitry V.; Fuller, Stephen W.; McCarl, Bruce A.; Vadali, Sharada. |
| Traffic flows in the U.S. have been affected by the substantial increase and, as of January 2009, decrease in biofuel production and use. This paper considers a framework to study the effect on grain transportation flows of the 2005 Energy Act and subsequent legislation, which mandated higher production levels of biofuels, e.g. ethanol and biodiesels. Future research will incorporate changes due to the recent economic slowdown. |
| Tipo: Conference Paper or Presentation |
Palavras-chave: Ethanol; Biodiesel; Spatial equilibrium; Quadratic programming; Agricultural and Food Policy; Crop Production/Industries; Resource /Energy Economics and Policy. |
| Ano: 2009 |
URL: http://purl.umn.edu/49837 |
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| Ahmedov, Zafarbek; Bessler, David A.. |
| In this study, we apply directed acyclic graphs and search algorithm designed for time series with non-Gaussian distribution to obtain causal structure of innovations from an error correction model. The structure of interdependencies among six international stock markets is investigated. The results provide positive empirical evidence that there exist long-run equilibrium and contemporaneous causal structure among these stock markets. DAG analysis results show that Hong Kong is influenced by all other open markets in contemporaneous time, whereas Shanghai is not influenced by any of the other markets in contemporaneous time. Historical decompositions indicate that New York and Shanghai stock markets are highly exogenous and Germany and Hong Kong are the... |
| Tipo: Conference Paper or Presentation |
Palavras-chave: VAR; Cointegration; Error correction; DAG; Causality; Financial contagion; Agricultural Finance; Financial Economics. |
| Ano: 2011 |
URL: http://purl.umn.edu/98858 |
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