Showing 1 - 10 of 12
In this paper, we analyze the relationships between the prices of biodiesel, ethanol and related fuels and agricultural commodities with a use of minimal spanning trees and hierarchical trees. We find that in short-term, both ethanol and biodiesel are very weakly connected with the other...
Persistent link: https://www.econbiz.de/10009547269
For the biofuel markets and related commodities, we study their price transmission, which is in fact equivalent to studying price cross-elasticities. Importantly, we focus on the price dependence of the price transmission mechanism. Several methodological caveats are discussed. Specifically, we...
Persistent link: https://www.econbiz.de/10010197455
We examine co-movements between biofuels (ethanol and biodiesel) and a wide range of commodities and assets in the USA, Europe, and Brazil. The main contributions are twofold. First, we analyze a unique dataset of 32 commodities and relevant assets (between 2003 and 2015) which is unprecedented...
Persistent link: https://www.econbiz.de/10011515759
We examine potential selective reporting in the literature on the social cost of carbon (SCC) by conducting a meta-analysis of 809 estimates of the SCC reported in 101 studies. Our results indicate that estimates for which the 95% confidence interval includes zero are less likely to be reported...
Persistent link: https://www.econbiz.de/10010429931
This article investigates the connections between the prices of biofuels and many traded commodities and other relevant assets in Europe, USA and Brazil. The analysis uses a comprehensive dataset covering price data for 38 traded titles over the period 2003-2020. We utilize the minimum spanning...
Persistent link: https://www.econbiz.de/10013168984
This paper provides a general overview of the social, environmental, and economical issues related to biofuels and a review of economic modeling of biofuels. The increasing importance of biofuels is driven primarily by government policies since currently available biofuels are generally not...
Persistent link: https://www.econbiz.de/10009316380
This paper replicates and extends the study of Zhang et al. (2010): „Food versus fuel: What do prices tell us?" Energy Policy 38, pp. 445-451. We confirm the findings of the original paper that there was only a weak relationship between ethanol and food commodities in the period between March...
Persistent link: https://www.econbiz.de/10011758410
This paper summarizes the main findings of the results in the literature on the role of ethanol in reducing retail gasoline prices in the United States. We provide a comprehensive overview of the key results and methodologies used to obtain them. The paper documents the growing research interest...
Persistent link: https://www.econbiz.de/10013474518
This paper investigates the impact of volatility in the upstream electric vehicles (EV) battery raw materials market on the downstream stock returns of individual EV producers. The study uses the daily stock returns of two lithium producers and the newly proposed EGARCH-EARJI model to capture...
Persistent link: https://www.econbiz.de/10014333568
We analyze the relationships within the liquid fuels system and its associated supply chain using innovative network filtering methods, namely the Minimum Spanning Tree and Triangulated Maximally Filtered Graph. Our findings reveal that biofuels form robust connections with their feedstocks that...
Persistent link: https://www.econbiz.de/10014333569