This paper examines the price transmission mechanisms between domestic ethanol and imported ethanol in the US market using a multivariate Johansen approach. The data and model support one cointegrating relationship between the prices of domestically produced ethanol, imported ethanol, and other...

This paper examines the relationship between biofuels, field crops and cattle prices in the U.S. from a new perspective. We focus on predictability in distribution by asking whether ethanol returns can be used to forecast different parts of field crops and cattle returns distribution, or vice...