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sugarcane, corn and ethanol, and sugarcane and ethanol, and vice-versa, for each of the three pairs of commodities. It is clear … that the futures prices of bio-ethanol and the two agricultural commodities, corn and sugarcane, have stronger co …. The purpose of this paper is to examine the volatility spillovers for spot and futures returns on bio-ethanol and related …
Persistent link: https://www.econbiz.de/10011451531
sugarcane, corn and ethanol, and sugarcane and ethanol, and vice-versa, for each of the three pairs of commodities. It is clear … that the futures prices of bio-ethanol and the two agricultural commodities, corn and sugarcane, have stronger co …. The purpose of this paper is to examine the volatility spillovers for spot and futures returns on bio-ethanol and related …
Persistent link: https://www.econbiz.de/10011441704
Persistent link: https://www.econbiz.de/10011448000
Persistent link: https://www.econbiz.de/10011631784
corn, crude oil, ethanol, gasoline, soybeans, and sugar, and their open interest. The empirical results demonstrate the … presence of these relationships in this nexus, and underscore the importance of ethanol and soybeans in all these relationships …. In particular, ethanol and be considered as a catalyst in this nexus because of its significance as a loading factor, a …
Persistent link: https://www.econbiz.de/10009141348
as three own pairs for three different bio-fuel ethanol types, three own pairs for three related agricultural products … products and an ethanol futures price. Most of the spreads’ asymmetric adjustments generally happen during narrowing. The three … ethanol pairs that contain the eCBOT futures with each of Chicago spot, New York Harbor spot and Western European (Rotterdam …
Persistent link: https://www.econbiz.de/10008765701
as three own pairs for three different bio-fuel ethanol types, three own pairs for three related agricultural products … products and an ethanol futures price. Most of the spreads’ asymmetric adjustments generally happen during narrowing. The three … ethanol pairs that contain the eCBOT futures with each of Chicago spot, New York Harbor spot and Western European (Rotterdam …
Persistent link: https://www.econbiz.de/10010732603
corn, crude oil, ethanol, gasoline, soybeans, and sugar, and their open interest. The empirical results demonstrate the … presence of these relationships in this nexus, and underscore the importance of ethanol and soybeans in all these relationships …. In particular, ethanol and be considered as a catalyst in this nexus because of its significance as a loading factor, a …
Persistent link: https://www.econbiz.de/10009643472
as three own pairs for three different bio-fuel ethanol types, three own pairs for three related agricultural products … products and an ethanol futures price. Most of the spreads' asymmetric adjustments generally happen during narrowing. The three … ethanol pairs that contain the eCBOT futures with each of Chicago spot, New York Harbor spot and Western European (Rotterdam …
Persistent link: https://www.econbiz.de/10008774523
prices, itemized as three own pairs for three different bio-fuel ethanol types, three own pairs for three related … the agricultural products and an ethanol futures price. Most of the spreads' asymmetric adjustments generally occur during … narrowing. The three ethanol pairs that contain the eCBOT futures with each of Chicago spot, New York Harbor spot and Western …
Persistent link: https://www.econbiz.de/10010588011