Chang, Chia-Lin; McAleer, Michael; Chen, Li-Hsueh; … - Facultad de Ciencias Económicas y Empresariales, … - 2012
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 …