Chang, Chia-Lin; Chen, Li-Hsueh; Hammoudeh, Shawkat; … - 2010
, namely corn, soybeans and sugar, and three cross pairs that included hybrids of the spot price of each of the agricultural … products and an ethanol futures price. Most of the spreads’ asymmetric adjustments generally happen during narrowing. The three …) spot show different longrun adjustments, arbitrage profitable opportunities and price risk hedging capabilities. The …
