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spillovers to both corn and ethanol markets are somewhat similar in timing and magnitude, but moderately stronger to the ethanol … market. The shares of corn and ethanol price variability directly attributed to volatility in the crude oil market are …. Volatility transmission is also found from the corn to the ethanol market, but not the opposite. The findings provide insights …
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more influenced by past volatility rather than by the previous day shocks. …
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more influenced by past volatility rather than by the previous day shocks. …
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three leading energy commodities, namely crude oil, natural gas and ethanol, using intra-day data. The detailed analysis of …
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