three leading energy commodities, namely crude oil, natural gas and ethanol, using intra-day data. The detailed analysis of …

. The purpose of this paper is to examine the volatility spillovers for spot and futures returns on bio-ethanol and related … 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 …

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 …

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 …

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 …