Quintino, Derick D.; David, Sergio A.; Vian, Carlos E. de F. - In: International Journal of Financial Studies : open … 5 (2017) 2, pp. 1-10
In this work, an investigation and analysis are carried out in order to observe the relationship between ethanol spot and futures prices in Brazil. We adopted the Engle and Granger co-integration approach. Also, we consider the information share method proposed by Hasbrouck in order to examine...
