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Analysis of the relationship between ethanol spot and futures prices in Brazil
Quintino, Derick D.; David, Sergio A.; Vian, Carlos E. de F. - In: International Journal of Financial Studies : open … 5 (2017) 2, pp. 1-10
and futures prices in Brazil. We adopted the Engle and Granger co-integration approach. Also, we consider the information …
Persistent link: https://www.econbiz.de/10011649365
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Dynamic connectedness between energy markets and the Brazilian cash market : an empirical analysis pre- and post-COVID-19
Palazzi, Rafael Baptista; Assaf, Ata; Klotzle, Marcelo Cabus - In: The journal of futures markets 44 (2024) 1, pp. 27-56
Persistent link: https://www.econbiz.de/10014475422
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How market efficiency and the theory of storage link corn and ethanol markets
Mallory, Mindy L.; Irwin, Scott H.; Hayes, Dermot James - In: Energy economics 34 (2012) 6, pp. 2157-2166
Persistent link: https://www.econbiz.de/10009688801
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European electricity and interrelated futures markets : a cointegrated vector autoregressive analysis
Fritz, Andreas - 2012
This study investigates the price formation of electricity futures at the European Energy Exchange (EEX) and aims at … serve several purposes for energy utilities, including price discovery, hedging, valuation and trading. …
Persistent link: https://www.econbiz.de/10010433655
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Hedging and non-hedging trading strategies on commodities using the d-Backtest PS method : optimized trading system hedging
Vezeris, Dimitrios Th.; Kyrgos, Themistoklis S.; … - In: Investment management and financial innovations 15 (2018) 3, pp. 351-369
Persistent link: https://www.econbiz.de/10012055584
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Efficiency of price risk management : the case of futures markets for metals and energy in India
Kumar, M. Ajoy; Harshini, C.; Ahamed, Sadath A.; Raj, … - In: International journal of business and systems research … 18 (2024) 3, pp. 295-305
Persistent link: https://www.econbiz.de/10015064217
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Crude oil volatility transmission across food commodity markets : a multivariate BEKK-GARCH approach
Thenmozhi, M.; Maurya, Shipra - In: Journal of emerging market finance 20 (2021) 2, pp. 131-164
Persistent link: https://www.econbiz.de/10012592434
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Quantitative analysis of feasibility of hydrous ethanol futures contracts in Brazil
Quintino, Derick David; David, Sergio Adriani - In: Energy Economics 40 (2013) C, pp. 927-935
Brazil's first ethanol futures contract, which was implemented in 2000, failed to offer sufficient liquidity to attract … different cross-hedging possibilities in the food and energy chains. This analysis, which covers the period of May 2010 to April … between its possible substitutes, as well as the possibility of cross-hedging Brazil's ethanol with contracts in international …
Persistent link: https://www.econbiz.de/10010718773
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Evolution of comovement between commodity futures : does biofuels matter?
Dedeoğlu, Dinçer - In: Theoretical and applied economics : GAER review 21 (2014) 6, pp. 37-50
Persistent link: https://www.econbiz.de/10011557866
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Ausdehnungspotenzial des Zuckerrohranbaus in Zentral-Süd-Brasilien unter Berücksichtigung ökonomischer, ökologischer und sozialer Aspekte
Pohl, T.; Henniges, Oliver - 2006
Persistent link: https://www.econbiz.de/10003358505