Forecasting ethanol market volatility: new evidence from the corn implied volatility index
Author:
Affiliation:
1. School of Accounting and Finance; University of Vaasa; Vaasa Finland
Publisher
Wiley
Subject
Renewable Energy, Sustainability and the Environment,Bioengineering
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1002/bbb.1931/fullpdf
Reference21 articles.
1. Cointegration and nonlinear causality among ethanol-related prices: Evidence from Brazil;Dutta;GCB Bioenergy,2018
2. Modeling the price relationships between crude oil, energy crops and biofuels;Chiu;Energy,2016
3. Price transmission between biofuels, fuels, and food commodities;Kristoufek;Biofuels, Bioprod Biorefin,2014
4. Comovements of ethanol-related prices: Evidence from Brazil and the USA;Kristoufek;GCB Bioenergy,2016
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