Xiaoli Etienne

West Virginia University - Division of Resource Management

Assistant Professor

Morgantown, WV 26506

United States

SCHOLARLY PAPERS

8

DOWNLOADS

400

SSRN CITATIONS

7

CROSSREF CITATIONS

3

Scholarly Papers (8)

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 143 (257,542)

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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 75 (397,192)

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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 70 (412,507)

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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 (515,633)
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 35 (555,217)

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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 31 (577,118)
Citation 1

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

7.

Natural Gas Price Forecasting in a Changing World

Number of pages: 39 Posted: 29 Nov 2021
Sara Farhangdoost and Xiaoli Etienne
West Virginia University, Davis College of Agriculture, Forestry, and Consumer Sciences, Division of Resource Management, Students and West Virginia University - Division of Resource Management
Downloads 2

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natural gas, price forecast, vector autoregressions, futures prices, forecast evaluation, composite forecast

8.

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 (800,893)
Citation 3
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Bubbles, price explosiveness, futures market, grain, index investment, price impact