Chang, Chia-Lin; McAleer, Michael; Chen, Li-Hsueh; … - Facultad de Ciencias Económicas y Empresariales, … - 2012
This paper examines the long- and short-run asymmetric adjustments and pairs trades for nine pairs of spot and futures prices, itemized as three own pairs for three different bio-fuel ethanol types, three own pairs for three related agricultural products, namely corn, soybeans and sugar, and...