Showing 1 - 10 of 44
This paper connects the biofuels literature with genetic modifications literature by considering the potential of genetic modifications for increasing the efficiency of cellulosic biofuels production. This is done for one particular case through analyzing the effect of genetically modified corn...
Persistent link: https://www.econbiz.de/10010420214
We examine co-movements between biofuels (ethanol and biodiesel) and a wide range of commodities and assets in the USA, Europe, and Brazil. The main contributions are twofold. First, we analyze a unique dataset of 32 commodities and relevant assets (between 2003 and 2015) which is unprecedented...
Persistent link: https://www.econbiz.de/10011787279
The article investigates the connections between the prices of biofuels and many traded commodities and other relevant assets in Europe, USA and Brazil. The analysis uses a comprehensive dataset covering price data for 32 relevant traded titles over the period 2003-2015. Main contribution of...
Persistent link: https://www.econbiz.de/10011787296
This paper replicates and extends the study of Zhang et al. (2010): 'Food versus fuel: What do prices tell us?" Energy Policy 38, pp. 445-451. We confirm the findings of the original paper that there was only a weak relationship between ethanol and food commodities in the period between March...
Persistent link: https://www.econbiz.de/10011787315
In this paper, we map the process of synchronization of the Visegrad Four within the framework of the European Union using wavelet techniques. We show that the relationship of among countries is dynamic and that it varies over time and across frequencies. We study the synchronization applying...
Persistent link: https://www.econbiz.de/10011340628
In our study, we consider a new approach to quantify the effects of economic shocks on monetary transmission. We analyse the widely known phenomenon of price puzzle in a time-varying environment using the frequency decomposition. We use the frequency response function to measure the power of...
Persistent link: https://www.econbiz.de/10012063475
We reinvestigate the "rockets and feathers" effect between retail gasoline and crude oil prices in a new framework of fractional integration, long-term memory and borderline (non)stationarity. The most frequently used error-correction model is examined in detail and we find that the prices...
Persistent link: https://www.econbiz.de/10011340635
Cryptoassets, particularly Bitcoin, have attracted the attention of institutional investors during the latest price rallies of 2020 and 2021. The need for cryptoassets apart from Bitcoin in their portfolios is mostly unexplored in the current literature, and the general perception of...
Persistent link: https://www.econbiz.de/10012695549
This study addresses the economic rationale behind algorithmic trading in the Electric Vehicle (EV) sector, enhancing the interpretability of Q-learning agents. By integrating EV-specific data, such as Tesla's stock fundamentals and key supply chain players such as Albemarle and Panasonic...
Persistent link: https://www.econbiz.de/10015209767
This article investigates the connections between the prices of biofuels and many traded commodities and other relevant assets in Europe, USA and Brazil. The analysis uses a comprehensive dataset covering price data for 38 traded titles over the period 2003-2020. We utilize the minimum spanning...
Persistent link: https://www.econbiz.de/10013394376