In this work, an investigation and analysis are carried out in order to observe the relationship
between ethanol spot and futures prices in Brazil. We adopted the Engle and Granger co …

The key focus of this paper is to examine the nature of long and short run relationships
between spot and future prices of individual commodity indices using Engle and Granger …

Volatility Spillover refers to the interaction between volatilities of different financial markets
and volatilities can transfer between markets. It is generally understood that the volatility …

In this note, we comment on the limitations and precautions required to analyze how liquidity
relates to asymmetric information in agricultural futures markets. Our focus is on the methods …

We use a unique dataset on futures trader positions to document major changes in the size
and term structure of the US crude oil futures market. We show that, as recently as 2000 …

Volatility Spillover refers to the interaction between volatilities of different financial markets
and volatilities can transfer between markets. It is generally understood that the volatility …

Esta nota de comentário tem como objetivo explorar quais os limites e os cuidados
necessários para analisar a relação entre liquidez e informação assimétrica nos mercados …

The growing importance of emerging markets such as Brazil, China and India has motivated
research on these economies and their interaction with international markets. One of the …

This paper describes developments in the Brazilian live cattle market in the last decade,
which resulted in an almost tenfold increase in futures trading, and investigates their effects …

This paper examines the Brazilian ethanol pricing mechanism. Brazil is one of the world's
largest producers of ethanol, an energy commodity. The analysis of the ethanol price …