A cointegration analysis of agricultural, energy and bio-fuel spot, and futures prices

Link to a related website: https://papers.tinbergen.nl/16038.pdf, Open Access via Unpaywall This article features an analysis of the cointegration relationships among agricultural commodity, ethanol and Cushing crude oil spot, and future prices. The use of grains for the creation of bio-fuels has sp...

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Bibliographic Details

Published in:	https://doi.org/10.1080/00036846.2017.1340581
Main Author:	Allen, D.E.
Other Authors:	Chang, C., McAleere, M., Singh, A.K.
Format:	Article
Language:	English
Published:	Routledge 2018
Subjects:	Bio fuels time series cointegration partial cointegration Markov-switching VECM impulse responses volatility
Online Access:	https://hdl.handle.net/11541.2/127532
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