Sari, Ramazan; Hammoudeh, Shawkat; Chang, Chia-Lin; … - In: Energy Economics 34 (2012) 5, pp. 1683-1692
This paper examines the roles of futures prices of crude oil, gasoline, ethanol, corn, soybeans and sugar in the energy–grain nexus. It also investigates the own- and cross-market impacts for the lagged grain trading volume and the open interest in the energy and grain markets. According to...