Xiaoli Etienne

West Virginia University - Division of Resource Management

Assistant Professor

Morgantown, WV 26506

United States

SCHOLARLY PAPERS

7

DOWNLOADS

371

SSRN CITATIONS

6

CROSSREF CITATIONS

3

Scholarly Papers (7)

1.

Price and Volatility Transmissions between Natural Gas, Fertilizer, and Corn Markets

Number of pages: 34 Posted: 31 Oct 2015
West Virginia University - Division of Resource Management, Wageningen UR and West Virginia University - Division of Resource Management
Downloads 130 (251,331)

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price, volatility, natural gas, fertilizer, corn, shale production, transmission mechanism

2.

Volatility Spillover and Time-Varying Conditional Correlation Between DDGS, Corn, and Soybean Meal Markets

Number of pages: 39 Posted: 30 Jul 2016
West Virginia University - Division of Resource Management, Wageningen UR and U.S. Department of Agriculture (USDA) - Economic Research Service (ERS)
Downloads 72 (369,649)

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distillers’ grains with solubles, corn, soybean meals, price, volatility, spillover, dynamic correlations

3.

Analyzing Food Price Trends in the Context of Engel?S Law and the Prebisch-Singer Hypothesis

World Bank Policy Research Working Paper No. 7424
Number of pages: 37 Posted: 20 Apr 2016
John Baffes and Xiaoli Etienne
World Bank and West Virginia University - Division of Resource Management
Downloads 67 (387,407)

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Agricultural Economics, Trade and Agriculture, Agricultural Trade, Commodity Risk Management

4.

Turbulent Times: Uncovering the Origins of US Natural Gas Price Fluctuations Since 1993

Number of pages: 38 Posted: 27 Feb 2016
Seth Wiggins and Xiaoli Etienne
West Virginia University - Division of Resource Management and West Virginia University - Division of Resource Management
Downloads 43 (470,142)
Citation 3

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natural gas, time-varying, stochastic volatility, supply disruptions, demand shocks, inventory, price movements, structural vector autoregressions

5.

How Connected are the U.S. Regional Natural Gas Markets in the Post-Deregulation Era? Evidence from Time-Varying Connectedness Analysis

Number of pages: 39 Posted: 02 Jan 2018
Alexandre Ribeiro Scarcioffolo and Xiaoli Etienne
West Virginia University, Davis College of Agriculture, Forestry, and Consumer Sciences, Division of Resource Management and West Virginia University - Division of Resource Management
Downloads 33 (516,175)

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: natural gas, market integration, United States, spillover index, price discovery, forecast error variance decomposition

6.

An Alternative Method to Forecast Season-Average Price for U.S. Corn

Number of pages: 32 Posted: 08 Jan 2019
Xiaoli Etienne, Sara Farhangdoost and Linwood Hoffman
West Virginia University - Division of Resource Management, West Virginia University, Davis College of Agriculture, Forestry, and Consumer Sciences, Division of Resource Management, Students and U.S. Department of Agriculture (USDA) - Economic Research Service (ERS)
Downloads 25 (561,039)
Citation 1

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corn, season-average price, forecast, futures prices, cash prices, marketing weights

7.

Price Explosiveness, Speculation, and Grain Futures Prices

American Journal of Agricultural Economics, Vol. 97, Issue 1, pp. 65-87, 2015
Number of pages: 23 Posted: 15 Apr 2020
Xiaoli Etienne, Scott H. Irwin and Philip Garcia
West Virginia University - Division of Resource Management, University of Illinois at Urbana-Champaign and University of Illinois at Urbana-Champaign - Department of Agricultural and Consumer Economics
Downloads 1 (736,963)
Citation 2
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Bubbles, price explosiveness, futures market, grain, index investment, price impact