Does ethanol production affect corn basis volatility?
Scott William Fausti and Bashir Qasmi, Kelly Mc Daniel
| Year of publication: |
2017
|
|---|---|
| Authors: | Fausti, Scott William ; Qasmi, Bashir ; Mc Daniel, Kelly |
| Published in: |
Agricultural finance review. - Bingley : Emerald, ISSN 0002-1466, ZDB-ID 431172-3. - Vol. 77.2017, 4, p. 506-523
|
| Subject: | Basis risk | Corn basis volatility | Corn-ethanol production | Hedging effectiveness | Mixed regression methodology | Unbalanced regression | Volatilität | Volatility | Hedging | Biokraftstoff | Biofuel | Mais | Maize | Schätzung | Estimation | Regressionsanalyse | Regression analysis | Maisanbau | Maize production | Derivat | Derivative | Maismarkt | Maize market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/AFR-05-2016-0050 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011799263