Search Results - subject:"Long-run and short-run asymmetric adjustments"

Asymmetric Adjustment in the Ethanol and Grains Markets

Chang, Chia-Lin; Hammoudeh, Shawkat; McAleer, Michael; … - Faculteit der Economische Wetenschappen, Erasmus … - 2011

This paper examines the long- and short-run asymmetric adjustments for nine pairs of spot and futures prices, itemized as three own pairs for three different bio-fuel ethanol types, three own pairs for three related agricultural products, namely corn, soybeans and sugar, and three cross pairs...

Persistent link: https://www.econbiz.de/10010732603

Asymmetric Adjustments in the Ethanol and Grains Markets

Chang, Chia-Lin; Chen, Li-Hsueh; Hammoudeh, Shawkat; … - Institute of Economic Research, Kyoto University - 2010

Persistent link: https://www.econbiz.de/10008774523

Asymmetric adjustments in the ethanol and grains markets

Chang, Chia-Lin; Chen, Li-Hsueh; Hammoudeh, Shawkat; … - In: Energy Economics 34 (2012) 6, pp. 1990-2002

This paper examines the long- and short-run asymmetric adjustments and pairs trades for nine pairs of spot and futures prices, itemized as three own pairs for three different bio-fuel ethanol types, three own pairs for three related agricultural products, namely corn, soybeans and sugar, and...

Persistent link: https://www.econbiz.de/10010588011

Asymmetric adjustments in the ethanol and grains markets

Chang, Chia-Lin; Chen, Li-Hsueh; Hammoudeh, Shawkat; … - In: Energy economics 34 (2012) 6, pp. 1990-2002

Persistent link: https://www.econbiz.de/10009688901

Asymmetric Adjustments in the Ethanol and Grains Markets

Chang, Chia-Lin; Chen, Li-Hsueh; Hammoudeh, Shawkat; … - Department of Economics and Finance, College of … - 2010

Persistent link: https://www.econbiz.de/10008765701