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Food Versus Fuel: Causality and Predictability in Distribution

https://doi.org/10.2139/ssrn.2237747
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Outgoing claims: the papers this work cites, builds on, or argues with.

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Modelling the absolute returns of different stock indices: exploring the forecastability of an alternative measure of risk
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Economic and statistical measures of forecast accuracy
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Economic and statistical measures of forecast accuracy
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Foundations of Financial Economics
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Testing for Granger causality in distribution tails: An application to oil markets integration
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Optimal forecast combinations under general loss functions and forecast error distributions
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This is what happened to the oil price-macroeconomy relationship
inferredcites →https://doi.org/10.1017/cbo9780511753978.002openalex-extracted
Investigating Causal Relations by Econometric Models and Cross-Spectral Methods
inferredcites →https://doi.org/10.1017/s1074070800023853openalex-extracted
Impact of the Ethanol Boom on Livestock and Dairy Industries: What Are They Going to Eat?
inferredcites →https://doi.org/10.1111/j.1467-8276.2008.01158.xopenalex-extracted
Removing Distortions in the U.S. Ethanol Market: What Does It Imply for the United States and Brazil?
inferredcites →https://doi.org/10.1111/j.1467-9353.2008.00424.xopenalex-extracted
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Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns*
inferredcites →https://doi.org/10.1111/j.1477-9552.2010.00248.xopenalex-extracted
How to Understand High Food Prices
inferredcites →https://doi.org/10.1198/jbes.2010.08110openalex-extracted
Comparing Density Forecasts Using Threshold- and Quantile-Weighted Scoring Rules
inferredcites →https://doi.org/10.2139/ssrn.1107185openalex-extracted
Is the Distribution of Stock Returns Predictable?
inferredcites →https://doi.org/10.2139/ssrn.318723openalex-extracted
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Investigating Causal Relations by Econometric Models and Cross-spectral Methods
inferredcites →https://doi.org/10.3368/le.87.2.223openalex-extracted
The Impact of Ethanol Plants on Surrounding Farmland Values: A Case Study
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Tests of Conditional Predictive Ability
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