The effect of ethanol listing on corn prices: Evidence from spot and futures markets
Authors:
- Rıza DemirerRıza Demirer
- Ali M. KutanAKAli M. Kutan
- Fanglin ShenFSFanglin Shen
- 1 September 2012
- journal article
- Published by Elsevier in Energy Economics
- Vol. 34 (5) , 1400-1406
Abstract
No abstract availableKeywords
This publication has 15 references indexed in Scilit:
- Biofuels versus food production: Does biofuels production increase food prices?Energy, 2011
- The interaction between food prices and oil pricesEnergy Economics, 2010
- Modeling the relationship between the oil price and global food pricesApplied Energy, 2010
- Options listings and individual equity volatilityJournal of Futures Markets, 2006
- Ethanol Can Contribute to Energy and Environmental GoalsScience, 2006
- The impact of energy derivatives on the crude oil marketEnergy Economics, 1999
- A note on the impact of options on stock return volatilityJournal of Banking & Finance, 1998
- A causality-in-variance test and its application to financial market pricesJournal of Econometrics, 1996
- Does options trading lead to greater cash market volatility?Journal of Futures Markets, 1995
- THE EFFECT OF FUTURES TRADING ON SPOT PRICE VOLATILITY: EVIDENCE FOR BRENT CRUDE OIL USING GARCHJournal of Business Finance & Accounting, 1992