Modelling volatility spillovers for bio-ethanol, sugarcane and corn spot and futures prices

Chia-Lin Chang (Department of Applied Economics, Department of Finance, National Chung Hsing University, Taichung, Taiwan), Michael McAleer (Department of Quantitative Finance, National Tsing Hua University, Taiwan and Econometric Institute, Erasmus School of Economics, Erasmus University Rotterdam and Department of Quantitative Economics, Complutense University of Madrid, Spain and Institute of Advanced Sciences, Yokohama National University, Japan), Yu-Ann Wang (Department of Applied Economics, National Chung Hsing University, Taichung, Taiwan)