메뉴 건너뛰기




Volumn 34, Issue 5, 2012, Pages 1380-1391

Correlations between biofuels and related commodities before and during the food crisis: A taxonomy perspective

Author keywords

Biofuels; Hierarchical tree; Minimal spanning tree; Networks

Indexed keywords

AGRICULTURAL COMMODITIES; DIFFERENT FREQUENCY; HIERARCHICAL TREE; MINIMAL SPANNING TREE;

EID: 84863207421     PISSN: 01409883     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eneco.2012.06.016     Document Type: Article
Times cited : (116)

References (54)
  • 1
    • 79952592594 scopus 로고    scopus 로고
    • Placing the 2006/2008 commodity price boom in perspective
    • (July), World Bank
    • Baffes J., Haniotis T. Placing the 2006/2008 commodity price boom in perspective. World Bank Policy Research Working Paper 2010, 5371. (July), World Bank.
    • (2010) World Bank Policy Research Working Paper , vol.5371
    • Baffes, J.1    Haniotis, T.2
  • 2
    • 80052162268 scopus 로고    scopus 로고
    • Validating energy-oriented CGE models
    • Beckman J., Hertel T., Tyner W. Validating energy-oriented CGE models. Energy Econ. 2011, 33(5):799-806.
    • (2011) Energy Econ. , vol.33 , Issue.5 , pp. 799-806
    • Beckman, J.1    Hertel, T.2    Tyner, W.3
  • 4
    • 84864810107 scopus 로고    scopus 로고
    • Interdependencies between fossil fuel and renewable energy markets: the German biodiesel market
    • Georg-August University of Gottingen, Department of Agricultural Economics and Rural Development
    • Busse S., Brummer B., Ihle R. Interdependencies between fossil fuel and renewable energy markets: the German biodiesel market. DARE Discussion Paper 2010, 1010. Georg-August University of Gottingen, Department of Agricultural Economics and Rural Development.
    • (2010) DARE Discussion Paper , vol.1010
    • Busse, S.1    Brummer, B.2    Ihle, R.3
  • 5
    • 79151481414 scopus 로고    scopus 로고
    • Value-at-risk estimation with the optimal dynamic biofuel portfolio
    • Chang T.-H., Su H.-M., Chiu C.-L. Value-at-risk estimation with the optimal dynamic biofuel portfolio. Energy Econ. 2011, 33(2):264-272.
    • (2011) Energy Econ. , vol.33 , Issue.2 , pp. 264-272
    • Chang, T.-H.1    Su, H.-M.2    Chiu, C.-L.3
  • 6
    • 78649934531 scopus 로고    scopus 로고
    • Interdependencies in the energy-bionergy-food price systems: a cointegration analysis
    • (January) dArtis Kancs
    • Ciaian P., dArtis Kancs Interdependencies in the energy-bionergy-food price systems: a cointegration analysis. Resour. Energy Econ. 2011, 33(1):326-348. (January).
    • (2011) Resour. Energy Econ. , vol.33 , Issue.1 , pp. 326-348
    • Ciaian, P.1
  • 7
    • 80051889133 scopus 로고    scopus 로고
    • Food, energy and environment: is bioenergy the missing link?
    • (October) dArtis Kancs
    • Ciaian P., dArtis Kancs Food, energy and environment: is bioenergy the missing link?. Food Policy 2011, 36(5):571-580. (October).
    • (2011) Food Policy , vol.36 , Issue.5 , pp. 571-580
    • Ciaian, P.1
  • 8
    • 67049165129 scopus 로고    scopus 로고
    • The economics of a blend mandate for biofuels
    • (August)
    • de Gorter H., Just D.R. The economics of a blend mandate for biofuels. Am. J. Agric. Econ. 2009, 91(3):738-750. (August).
    • (2009) Am. J. Agric. Econ. , vol.91 , Issue.3 , pp. 738-750
    • de Gorter, H.1    Just, D.R.2
  • 9
    • 58149395590 scopus 로고    scopus 로고
    • The welfare economics of a biofuel tax credit and the interaction effects with price contingent farm subsidies
    • (May)
    • de Gorter H., Just D.R. The welfare economics of a biofuel tax credit and the interaction effects with price contingent farm subsidies. Am. J. Agric. Econ. 2009, 91(2):477-488. (May).
    • (2009) Am. J. Agric. Econ. , vol.91 , Issue.2 , pp. 477-488
    • de Gorter, H.1    Just, D.R.2
  • 10
    • 84899107127 scopus 로고    scopus 로고
    • The theory of biofuel policy and food grain prices
    • (March), Cornell University
    • Drabik D. The theory of biofuel policy and food grain prices. Working Paper 2012, 2011-20. (March), Cornell University.
    • (2012) Working Paper
    • Drabik, D.1
  • 11
    • 79953029886 scopus 로고    scopus 로고
    • Speculation and volatility spillover in the crude oil and agricultural commodity markets: a Bayesian analysis
    • Du X., Yu C.L., Hayes D.J. Speculation and volatility spillover in the crude oil and agricultural commodity markets: a Bayesian analysis. Energy Econ. 2011, 33(3):497-503.
    • (2011) Energy Econ. , vol.33 , Issue.3 , pp. 497-503
    • Du, X.1    Yu, C.L.2    Hayes, D.J.3
  • 14
    • 77956101661 scopus 로고    scopus 로고
    • Are biofuels the culprit? OPEC, food, and fuel
    • (May)
    • Hochman G., Rajagopal D., Zilberman D. Are biofuels the culprit? OPEC, food, and fuel. Am. Econ. Rev. 2010, 100(2):183-187. (May).
    • (2010) Am. Econ. Rev. , vol.100 , Issue.2 , pp. 183-187
    • Hochman, G.1    Rajagopal, D.2    Zilberman, D.3
  • 16
    • 80052749450 scopus 로고    scopus 로고
    • The effects of alternative energy sources on the international oil market
    • (Autumn)
    • Hochman G., Rajagopal D., Zilberman D. The effects of alternative energy sources on the international oil market. Appl. Econ. Perspect. Policy 2011, 33(3):402-427. (Autumn).
    • (2011) Appl. Econ. Perspect. Policy , vol.33 , Issue.3 , pp. 402-427
    • Hochman, G.1    Rajagopal, D.2    Zilberman, D.3
  • 17
    • 84864810106 scopus 로고    scopus 로고
    • forthcoming. Biofuels: policies and impacts
    • Agricultural Economics - Czech.
    • Janda, K., Kristoufek, L. and Zilberman, D., forthcoming. Biofuels: policies and impacts. Agricultural Economics - Czech.
    • Janda, K.1    Kristoufek, L.2    Zilberman, D.3
  • 18
    • 78650799452 scopus 로고    scopus 로고
    • Currency crises and the evolution of foreign exchange market: evidence from minimum spanning tree
    • Jang W., Lee J., Chang W. Currency crises and the evolution of foreign exchange market: evidence from minimum spanning tree. Phys. A 2011, 390:707-718.
    • (2011) Phys. A , vol.390 , pp. 707-718
    • Jang, W.1    Lee, J.2    Chang, W.3
  • 19
    • 79961021986 scopus 로고    scopus 로고
    • Hierarchical structure of Turkey's foreign trade
    • Kantar E., Deviren B., Keskin M. Hierarchical structure of Turkey's foreign trade. Phys. A 2011, 390(20):3454-3476.
    • (2011) Phys. A , vol.390 , Issue.20 , pp. 3454-3476
    • Kantar, E.1    Deviren, B.2    Keskin, M.3
  • 20
    • 78650785330 scopus 로고    scopus 로고
    • Topology of the correlation networks among major currencies using hierarchical structure methods
    • Keskin M., Deviren B., Kocakaplan Y. Topology of the correlation networks among major currencies using hierarchical structure methods. Phys. A 2011, 390:719-730.
    • (2011) Phys. A , vol.390 , pp. 719-730
    • Keskin, M.1    Deviren, B.2    Kocakaplan, Y.3
  • 21
    • 70350674995 scopus 로고
    • On the shortest spanning subtree of a graph and the traveling salesman problem
    • Kruskal J. On the shortest spanning subtree of a graph and the traveling salesman problem. Proc. Am. Math. Soc. 1956, 7(1):48-50.
    • (1956) Proc. Am. Math. Soc. , vol.7 , Issue.1 , pp. 48-50
    • Kruskal, J.1
  • 22
    • 78449234771 scopus 로고    scopus 로고
    • Estimation and forecasting of dynamic conditional covariance: a semiparametric multivariate model
    • Long X., Su L., Ullah A. Estimation and forecasting of dynamic conditional covariance: a semiparametric multivariate model. J. Bus. Econ. Stat. 2011, 29:109-125.
    • (2011) J. Bus. Econ. Stat. , vol.29 , pp. 109-125
    • Long, X.1    Su, L.2    Ullah, A.3
  • 24
    • 0000119298 scopus 로고    scopus 로고
    • Hierarchical structure in financial markets
    • Mantegna R. Hierarchical structure in financial markets. Eur. Phys. J. B 1999, 11:193-197.
    • (1999) Eur. Phys. J. B , vol.11 , pp. 193-197
    • Mantegna, R.1
  • 25
    • 80755138376 scopus 로고    scopus 로고
    • Assessing the impact of US ethanol on fossil fuel markets: a structural VAR approach
    • McPhail L.L. Assessing the impact of US ethanol on fossil fuel markets: a structural VAR approach. Energy Econ. 2011, 33(6):1177-1185.
    • (2011) Energy Econ. , vol.33 , Issue.6 , pp. 1177-1185
    • McPhail, L.L.1
  • 26
    • 70349515488 scopus 로고    scopus 로고
    • A note on rising food prices
    • (July), World Bank - Development Economics Group
    • Mitchell D. A note on rising food prices. World Bank Policy Research Working Paper 2008, 4682. (July), World Bank - Development Economics Group.
    • (2008) World Bank Policy Research Working Paper , vol.4682
    • Mitchell, D.1
  • 27
    • 33645148809 scopus 로고    scopus 로고
    • Correlation networks among currencies
    • Mizuno T., Takayasu H., Takayasu M. Correlation networks among currencies. Phys. A 2006, 364:336-342.
    • (2006) Phys. A , vol.364 , pp. 336-342
    • Mizuno, T.1    Takayasu, H.2    Takayasu, M.3
  • 29
    • 33645716201 scopus 로고    scopus 로고
    • Modeling asymmetric exchange rate dependence
    • Patton A. Modeling asymmetric exchange rate dependence. Int. Econ. Rev. 2006, 47:527-556.
    • (2006) Int. Econ. Rev. , vol.47 , pp. 527-556
    • Patton, A.1
  • 30
    • 0000325341 scopus 로고
    • On lines and planes of closest fit to systems of points in space
    • Pearson K. On lines and planes of closest fit to systems of points in space. Philos. Mag. 1901, 2(6):559-572.
    • (1901) Philos. Mag. , vol.2 , Issue.6 , pp. 559-572
    • Pearson, K.1
  • 31
    • 77950516090 scopus 로고    scopus 로고
    • Vegetable oil market and biofuel policy: an asymmetric cointegration
    • Peri M., Baldi L. Vegetable oil market and biofuel policy: an asymmetric cointegration. Energy Econ. 2010, 32(3):687-693.
    • (2010) Energy Econ. , vol.32 , Issue.3 , pp. 687-693
    • Peri, M.1    Baldi, L.2
  • 32
    • 62549166621 scopus 로고    scopus 로고
    • Three bubbles and a panic: an explanatory review of recent food commodity price events
    • (April)
    • Piesse J., Thirtle C. Three bubbles and a panic: an explanatory review of recent food commodity price events. Food Policy 2009, 34(2):119-129. (April).
    • (2009) Food Policy , vol.34 , Issue.2 , pp. 119-129
    • Piesse, J.1    Thirtle, C.2
  • 33
    • 80052058880 scopus 로고    scopus 로고
    • Crude oil price variability and its impact on ethanol prices
    • Pokrivcak J., Rajcaniova M. Crude oil price variability and its impact on ethanol prices. Agric. Econ. - Czech 2011, 57(8):394-403.
    • (2011) Agric. Econ. - Czech , vol.57 , Issue.8 , pp. 394-403
    • Pokrivcak, J.1    Rajcaniova, M.2
  • 35
    • 79960689529 scopus 로고    scopus 로고
    • The impact of biofuel policies on food prices in the European Union
    • Rajcaniova M., Pokrivcak J. The impact of biofuel policies on food prices in the European Union. J. Econ. (Ekonomicky casopis) 2011, 59(5):459-471.
    • (2011) J. Econ. (Ekonomicky casopis) , vol.59 , Issue.5 , pp. 459-471
    • Rajcaniova, M.1    Pokrivcak, J.2
  • 36
    • 79953309366 scopus 로고    scopus 로고
    • The impact of the oil sector on commodity prices: correlation or causation?
    • (August)
    • Saghaian S.H. The impact of the oil sector on commodity prices: correlation or causation?. J. Agric. Appl. Econ. 2010, 42(3):477-485. (August).
    • (2010) J. Agric. Appl. Econ. , vol.42 , Issue.3 , pp. 477-485
    • Saghaian, S.H.1
  • 38
    • 80755190137 scopus 로고    scopus 로고
    • Volatility spillovers between food and energy markets: a semiparametric approach
    • Serra T. Volatility spillovers between food and energy markets: a semiparametric approach. Energy Econ. 2011, 33(6):1155-1164.
    • (2011) Energy Econ. , vol.33 , Issue.6 , pp. 1155-1164
    • Serra, T.1
  • 39
    • 77957303610 scopus 로고    scopus 로고
    • Price transmission in the US ethanol market
    • Springer, (Chapter 5), M. Khanna, J. Scheffran, D. Zilberman (Eds.) Handbook of Bioenergy Economics and Policy
    • Serra T., Zilberman D., Gil J.M., Goodwin B.K. Price transmission in the US ethanol market. Natural Resource Management and Policy 2010, 55-72. Springer, (Chapter 5). M. Khanna, J. Scheffran, D. Zilberman (Eds.).
    • (2010) Natural Resource Management and Policy , pp. 55-72
    • Serra, T.1    Zilberman, D.2    Gil, J.M.3    Goodwin, B.K.4
  • 41
    • 78650363814 scopus 로고    scopus 로고
    • Nonlinearities in the U.S. corn-ethanol-oil-gasoline price system
    • (January)
    • Serra T., Zilberman D., Gil J.M., Goodwin B.K. Nonlinearities in the U.S. corn-ethanol-oil-gasoline price system. Agric. Econ. 2011, 42(1):35-45. (January).
    • (2011) Agric. Econ. , vol.42 , Issue.1 , pp. 35-45
    • Serra, T.1    Zilberman, D.2    Gil, J.M.3    Goodwin, B.K.4
  • 43
    • 58549116879 scopus 로고    scopus 로고
    • The expectation hypothesis of interest rates and network theory: the case of Brazil
    • Tabak B., Serra T., Cajueiro D. The expectation hypothesis of interest rates and network theory: the case of Brazil. Phys. A 2009, 388:1137-1149.
    • (2009) Phys. A , vol.388 , pp. 1137-1149
    • Tabak, B.1    Serra, T.2    Cajueiro, D.3
  • 44
    • 77951141977 scopus 로고    scopus 로고
    • Topological properties of commodities networks
    • Tabak B., Serra T., Cajueiro D. Topological properties of commodities networks. Eur. Phys. J. B 2010, 74:243-249.
    • (2010) Eur. Phys. J. B , vol.74 , pp. 243-249
    • Tabak, B.1    Serra, T.2    Cajueiro, D.3
  • 45
    • 33847330242 scopus 로고    scopus 로고
    • Correlation based networks of equity returns sampled at different time horizons
    • Tumminello M., Di Matteo T., Aste T., Mantegna R. Correlation based networks of equity returns sampled at different time horizons. Eur. Phys. J. B 2007, 55:209-217.
    • (2007) Eur. Phys. J. B , vol.55 , pp. 209-217
    • Tumminello, M.1    Di Matteo, T.2    Aste, T.3    Mantegna, R.4
  • 46
    • 79952311345 scopus 로고    scopus 로고
    • Comparison of the US and EU approaches to stimulating biofuels
    • Tyner W.E. Comparison of the US and EU approaches to stimulating biofuels. Biofuels 2010, 1(1):19-21.
    • (2010) Biofuels , vol.1 , Issue.1 , pp. 19-21
    • Tyner, W.E.1
  • 47
    • 78149431423 scopus 로고    scopus 로고
    • The integration of energy and agricultural markets
    • Tyner W.E. The integration of energy and agricultural markets. Agric. Econ. 2010, 41(s1):193-201.
    • (2010) Agric. Econ. , vol.41 S , Issue.1 , pp. 193-201
    • Tyner, W.E.1
  • 48
    • 84856055942 scopus 로고    scopus 로고
    • Co-movement of energy commodities revisited: evidence from wavelet coherence analysis
    • Vacha L., Barunik J. Co-movement of energy commodities revisited: evidence from wavelet coherence analysis. Energy Econ. 2012, 34(1):241-247.
    • (2012) Energy Econ. , vol.34 , Issue.1 , pp. 241-247
    • Vacha, L.1    Barunik, J.2
  • 50
    • 67649662487 scopus 로고    scopus 로고
    • Ethanol, corn, and soybean price relations in a volatile vehicle-fuels market
    • Zhang Z., Lohr L., Escalante C., Wetzstein M. Ethanol, corn, and soybean price relations in a volatile vehicle-fuels market. Energies 2009, 2(2):320-339.
    • (2009) Energies , vol.2 , Issue.2 , pp. 320-339
    • Zhang, Z.1    Lohr, L.2    Escalante, C.3    Wetzstein, M.4
  • 53
    • 84872690141 scopus 로고    scopus 로고
    • forthcoming. The impact of biofuels on commodity food prices: assessment of findings
    • American Journal of Agricultural Economics doi:10.1093/ajae/aas037.
    • Zilberman, D., Hochman, G., Rajagopal, D., Sexton, S. and Timilsina, G., forthcoming. The impact of biofuels on commodity food prices: assessment of findings. American Journal of Agricultural Economics doi:10.1093/ajae/aas037.
    • Zilberman, D.1    Hochman, G.2    Rajagopal, D.3    Sexton, S.4    Timilsina, G.5
  • 54
    • 79851493448 scopus 로고    scopus 로고
    • Targets and mandates: lessons learned from EU and US biofuels policy mechanisms
    • Ziolkowska J., Meyers W.H., Meyer S., Binfield J. Targets and mandates: lessons learned from EU and US biofuels policy mechanisms. AgBioforum 2010, 13(4):398-412.
    • (2010) AgBioforum , vol.13 , Issue.4 , pp. 398-412
    • Ziolkowska, J.1    Meyers, W.H.2    Meyer, S.3    Binfield, J.4


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.