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Time-series econometric analyses of biofuel-related price volatility


  • Teresa Serra

    Corresponding author
    1. Centre de Recerca en Economia i Desenvolupament Agroalimentaris (CREDA)-UPC-IRTA, Parc Mediterrani de la Tecnologia, Edifici ESAB, C/ Esteve Terrades 8, Castelldefels, Spain
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  • The author gratefully acknowledges financial support from Instituto Nacional de Investigaciones Agrícolas (INIA) and the European Regional Development Fund (ERDF), Plan Nacional de Investigación Científica, Desarrollo e Innovación Tecnológica (I+D+i), Project Reference Number RTA2009-00013-00-00.


Time-series econometrics studies have analyzed volatility interactions between biofuel and food and fossil fuel markets. We review data, modeling techniques and the main findings in the literature, and present our latest contributions. We identify areas for further research.