Quantifying the predictability and efficiency of the cointegrated ethanol and agricultural commodities price series

SA David, CMC Inácio Jr, JA Tenreiro Machado - Applied Sciences, 2019 - mdpi.com
Ethanol is an energy commodity and a biofuel that has contributed to mitigate the use of
fossil fuels. Nonetheless, the environmental benefits derived from the use of ethanol can …

Determination of the international maize price: What is the growing role of Brazil and Ukraine?

C Arnade, L Hoffman - Agricultural Economics, 2019 - Wiley Online Library
This paper examines the relationships among maize prices for four countries to determine if
newly emerging exporters, Brazil and Ukraine, influence the international price of maize. Our …

Extreme Risk Spillovers From US Soybean Futures Market to China's Soybean‐Linked Futures Markets

SS Qin, WY Lau - Journal of Futures Markets, 2024 - Wiley Online Library
This study investigates the cross‐border risk spillovers between the US soybean futures
market and Chinese soybean‐related futures markets. We first confirm the existence of …

[引用][C] Determinantes do comportamento do us $/bushel: análise pela ótica da regressão ridge

MC Maschke - 2016 - Universidade de Passo Fundo