| bibtype |
J -
Journal Article
|
| ARLID |
0433525 |
| utime |
20240103204842.4 |
| mtime |
20141023235959.9 |
| WOS |
000335661100017 |
| SCOPUS |
84899911637 |
| DOI |
10.1002/bbb.1464 |
| title
(primary) (eng) |
Price transmission between biofuels, fuels and food commodities |
| specification |
| page_count |
12 s. |
| media_type |
P |
|
| serial |
| ARLID |
cav_un_epca*0327568 |
| ISSN |
1932-104X |
| title
|
Biofuels Bioproducts & Biorefining-Biofpr |
| volume_id |
8 |
| volume |
3 (2014) |
| page_num |
362-373 |
|
| keyword |
biofuels |
| keyword |
price transmission |
| keyword |
non-linearity |
| keyword |
elasticity |
| author
(primary) |
| ARLID |
cav_un_auth*0256902 |
| name1 |
Krištoufek |
| name2 |
Ladislav |
| full_dept (cz) |
Ekonometrie |
| full_dept (eng) |
Department of Econometrics |
| department (cz) |
E |
| department (eng) |
E |
| institution |
UTIA-B |
| full_dept |
Department of Econometrics |
| share |
34 |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| author
|
| ARLID |
cav_un_auth*0014874 |
| name1 |
Janda |
| name2 |
K. |
| country |
CZ |
| share |
33 |
|
| author
|
| ARLID |
cav_un_auth*0284408 |
| name1 |
Zilberman |
| name2 |
D. |
| country |
US |
| share |
33 |
|
| source |
|
| cas_special |
| project |
| project_id |
GAP402/11/0948 |
| agency |
GA ČR |
| country |
CZ |
| ARLID |
cav_un_auth*0284442 |
|
| abstract
(eng) |
For the biofuel markets and related commodities, we study their price transmission, which is in fact equivalent to studying price cross-elasticities. Importantly, we focus on the price dependence of the non-linear price transmission mechanism. We discuss several methodological caveats. Specifically, we combine the memory robust feasible generalized least squares estimation with two-stage least squares to control for endogenity bias and inconsistency. We find that both ethanol and biodiesel prices are responsive to their production factors (ethanol to corn, and biodiesel to German diesel). The strength of transmission between both significant pairs increased remarkably during the food crisis of 2007/2008. |
| reportyear |
2015 |
| RIV |
AH |
| num_of_auth |
3 |
| mrcbC52 |
4 A 4a 20231122140528.5 |
| inst_support |
RVO:67985556 |
| permalink |
http://hdl.handle.net/11104/0237770 |
| cooperation |
| ARLID |
cav_un_auth*0308308 |
| institution |
IES FSV UK |
| name |
Institute of Economic Studies, Faculty of Social Sciences, Charles University in Prague |
| country |
CZ |
|
| cooperation |
| ARLID |
cav_un_auth*0308313 |
| institution |
UC Berkeley |
| name |
University of California, Berkeley |
| country |
US |
|
| confidential |
S |
| mrcbT16-e |
BIOTECHNOLOGYAPPLIEDMICROBIOLOGY|ENERGYFUELS |
| mrcbT16-j |
1.446 |
| mrcbT16-s |
1.735 |
| mrcbT16-4 |
Q1 |
| mrcbT16-B |
88.509 |
| mrcbT16-C |
84.952 |
| mrcbT16-D |
Q1* |
| mrcbT16-E |
Q2 |
| arlyear |
2014 |
| mrcbTft |
\nSoubory v repozitáři: kristoufek-0433525.pdf |
| mrcbU14 |
84899911637 SCOPUS |
| mrcbU34 |
000335661100017 WOS |
| mrcbU63 |
cav_un_epca*0327568 Biofuels Bioproducts & Biorefining-Biofpr 1932-104X 1932-1031 Roč. 8 č. 3 2014 362 373 |
|