Chang, Chia-Lin; Hammoudeh, Shawkat; McAleer, Michael; … - Faculteit der Economische Wetenschappen, Erasmus … - 2011
) spot show different long-run adjustments, arbitrage profitable opportunities and price risk hedging capabilities. The … potentially hedging the spot prices of agricultural commodities with ethanol futures contracts, which sends an important message … that the ethanol futures market is capable of hedging price risk in agricultural commodity markets. The short …