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the price of crude oil to the price of gasoline is asymmetric. Although there have been many contributions documenting … forecasting performance of econometric models incorporating asymmetric price transmission from crude oil to gasoline. In this …, while the ECM implies symmetric price transmission from crude oil to gasoline. We quantify the forecast accuracy gains due …
Persistent link: https://www.econbiz.de/10011115916
prices. The Kalman Filter methodology is applied to estimate the model for crude oil, heating oil and gasoline futures …
Persistent link: https://www.econbiz.de/10005626834
the price of crude oil to the price of gasoline is asymmetric. Although there have been many contributions documenting … forecasting performance of econometric models incorporating asymmetric price transmission from crude oil to gasoline. In this …, while the ECM implies symmetric price transmission from crude oil to gasoline. We quantify the forecast accuracy gains due …
Persistent link: https://www.econbiz.de/10010901437
. Findings provide evidence of price volatility transmission between ethanol and corn markets. They also suggest that …
Persistent link: https://www.econbiz.de/10010913961
and ethanol policies on farmland values and rental rates. Using weighted ordinary least squares and two stage least … squares, we find that government payments, urban pressure and the proximity of the farm to an ethanol facility have a positive …
Persistent link: https://www.econbiz.de/10010916482
gasoline market, especially gasoline prices. Based on estimation results, every billion gallon increase in ethanol production …This paper uses a simultaneous equation system to determine the impact of ethanol fuel production on the U.S. motor … decreases gasoline prices by as much as 6 cents. …
Persistent link: https://www.econbiz.de/10009421048
This study measures the impact of corn-based ethanol production in the United States on land use in other countries, or … food that were diverted elsewhere to biofuel production. The results show that increasing ethanol production in the US has … that increased ethanol production in the U.S. will increase corn prices, which will result in increased change in land use …
Persistent link: https://www.econbiz.de/10009421078
Persistent link: https://www.econbiz.de/10009368792
subsequent legislation, which mandated higher production levels of biofuels, e.g. ethanol and biodiesels. Future research will …
Persistent link: https://www.econbiz.de/10005012559
. Factors driving higher commodity prices are tight global supplies and increased demand of corn ethanol in the short term … corn ethanol, primarily because of high oil prices. Higher oil prices also increase fuel and energy costs, which increase …
Persistent link: https://www.econbiz.de/10005103120