Showing 1 - 10 of 53
that the ethanol futures market is capable of hedging price risk in agricultural commodity markets. The short … 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 …
Persistent link: https://www.econbiz.de/10010732603
, which sends an important message that the ethanol futures market is capable of hedging price risk in agricultural commodity … 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 …
Persistent link: https://www.econbiz.de/10010778700
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
, which sends an important message that the ethanol futures market is capable of hedging price risk in agricultural commodity … 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 …
Persistent link: https://www.econbiz.de/10010588011
that the ethanol futures market is capable of hedging price risk in agricultural commodity markets. The short … 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 …
Persistent link: https://www.econbiz.de/10008765701
that the ethanol futures market is capable of hedging price risk in agricultural commodity markets. The short … 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 …
Persistent link: https://www.econbiz.de/10008774523
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
Persistent link: https://www.econbiz.de/10009688901
This paper examines risk transmission and migration among six US measures of credit and market risk during the full … price. There are more long-run equilibrium risk relationships and short-run causal relationships among the four oil … long run and also leads in the risk discovery process in the short run. On the other hand, the CDS spread of the highly …
Persistent link: https://www.econbiz.de/10010734035
This paper examines risk transmission and migration among six US measures of credit and market risk during the full … price. There are more long-run equilibrium risk relationships and short-run causal relationships among the four oil … long run and also leads in the risk discovery process in the short run. On the other hand, the CDS spread of the highly …
Persistent link: https://www.econbiz.de/10011039588