Chang, Chia-Lin; Chen, Li-Hsueh; Hammoudeh, Shawkat; … - Department of Economics and Finance, College of … - 2010
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 …