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	Provedor de dados AgEcon (2) Autor Katchova, Ani L. (1) Saghaian, Sayed H. (1) Wixson, Sarah E. (1) Palavra-chave Agribusiness (2) Crude oil prices (2) Ethanol prices (2) Q11 (2) Q13 (2) Q42 (2) Resource /Energy Economics and Policy (2) Agricultural Finance (1) Asymmetric price adjustment (1) Causal structure (1) Corn prices (1) Crop Production/Industries (1) Demand and Price Analysis (1) Environmental Economics and Policy (1) Error correction model (1) Grain prices (1) Marketing (1) Production Economics (1) Q48 (1) Research Methods/ Statistical Methods (1) Mais... Tipo do documento Conference Paper or Presentation (1) Journal Article (1) Ano 2011 (1) 2010 (1) País United States (2) Idioma Inglês (2)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 2 Primeira ... 1 ... Última Does Price Asymmetry Exist In Commodity and Energy Markets? AgEcon Wixson, Sarah E.; Katchova, Ani L.. Recent increases in the price of crude oil have led to a rise in the prominence of corn-based ethanol as an alternative source of energy. As a result linkages have been established between commodity and energy prices. The aim of this study is to determine if soybeans, corn, wheat, oil, and ethanol adjust their prices asymmetrically depending on whether their actual price is over- or under-predicted with respect to one another. This study’s goal of determining if asymmetric price relationships exist is accomplished by using monthly time series price data incorporated into a distributed lag error correction model distinguishing between positive and negative price difference and positive and negative values of the error correction term. The primary results... Tipo: Conference Paper or Presentation Palavras-chave: Asymmetric price adjustment; Grain prices; Crude oil prices; Ethanol prices; Error correction model; Agribusiness; Agricultural Finance; Demand and Price Analysis; Marketing; Resource /Energy Economics and Policy; Q11; Q13; Q42. Ano: 2011 URL: http://purl.umn.edu/103735 The Impact of the Oil Sector on Commodity Prices: Correlation or Causation? AgEcon Saghaian, Sayed H.. The interconnections of agriculture and energy markets have increased through the rise in the new biofuel agribusinesses and the oil–ethanol–corn linkages. The question is whether these linkages have a causal structure by which oil prices affect commodity prices and through these links, instability is transferred from energy markets to already volatile agricultural markets. In this article, we present empirical results using contemporary time-series analysis and Granger causality supplemented by a directed graph theory modeling approach to identify the links and plausible contemporaneous causal structures among energy and commodity variables. The results show that although there is a strong correlation among oil and commodity prices, the evidence for a... Tipo: Journal Article Palavras-chave: Ethanol prices; Crude oil prices; Corn prices; Soybean prices; Wheat prices; Causal structure; Agribusiness; Crop Production/Industries; Environmental Economics and Policy; Production Economics; Research Methods/ Statistical Methods; Resource /Energy Economics and Policy; Q11; Q13; Q42; Q48. Ano: 2010 URL: http://purl.umn.edu/92582 Registros recuperados: 2 Primeira ... 1 ... Última

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