Showing 1 - 10 of 1,117
It is commonly believed that the response of the price of corn ethanol (and hence of the price of corn) to shifts in … at longer horizons. Finally, we present evidence against a tight link from ethanol price expectations to corn price … estimate the market's expectations of the prices of ethanol, unfinished motor gasoline and crude oil at horizons from three …
Persistent link: https://www.econbiz.de/10011577038
identifes the main directions of the corn-ethanol focused biofuels literature through the analysis of predominant clusters. The …This paper summarizes the main findings of the results in the literature on the role of ethanol in reducing retail …
Persistent link: https://www.econbiz.de/10014494960
evidence that corn ethanol mandates have created a tight link between oil and agricultural markets. Rather increases in food … corn, soybeans, wheat and rice received by U.S. farmers have been more substantial and can be linked in part to increases …
Persistent link: https://www.econbiz.de/10010200873
identifes the main directions of the corn-ethanol focused biofuels literature through the analysis of predominant clusters. The …This paper summarizes the main findings of the results in the literature on the role of ethanol in reducing retail …
Persistent link: https://www.econbiz.de/10013474518
It is commonly believed that the response of the price of corn ethanol (and hence of the price of corn) to shifts in … at longer horizons. Finally, we present evidence against a tight link from ethanol price expectations to corn price … estimate the market's expectations of the prices of ethanol, unfinished motor gasoline and crude oil at horizons from three …
Persistent link: https://www.econbiz.de/10011585831
It is commonly believed that the response of the price of corn ethanol (and hence of the price of corn) to shifts in … at longer horizons. Finally, we present evidence against a tight link from ethanol price expectations to corn price … estimate the market’s expectations of the prices of ethanol, unfinished motor gasoline and crude oil at horizons from three …
Persistent link: https://www.econbiz.de/10011615837
It is commonly believed that the response of the price of corn ethanol (and hence of the price of corn) to shifts in … at longer horizons. Finally, we present evidence against a tight link from ethanol price expectations to corn price … estimate the market's expectations of the prices of ethanol, unfinished motor gasoline and crude oil at horizons from three …
Persistent link: https://www.econbiz.de/10011587532
This study considers the linkage of the Russian equity market to the world market, examin-ing the international transmission of the Russia's 1998 financial crisis utilizing the GARCH-BEKK model proposed by Engle and Kroner (1995). We find evidence of direct linkage between the Russian equity...
Persistent link: https://www.econbiz.de/10012148552
Persistent link: https://www.econbiz.de/10011707052
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 …. The purpose of this paper is to examine the volatility spillovers for spot and futures returns on bio-ethanol and related …
Persistent link: https://www.econbiz.de/10011441704