The effects of oil price volatility on ethanol, gasoline, and sugar price forecasts

LGT Carpio - Energy, 2019 - Elsevier
This paper analyzes the long-term and short-term effects of oil prices on ethanol, gasoline,
and sugar price forecasts. With the help of a vector error correction with exogenous variable …

[HTML][HTML] Dependence structure between the international crude oil market and the European markets of biodiesel and rapeseed oil

M Yahya, A Dutta, E Bouri, C Wadström, GS Uddin - Renewable Energy, 2022 - Elsevier
Being an environmentally friendly fuel obtained from rapeseed oil, biodiesel is used
extensively in Europe. However, the dependence structure between global crude oil prices …

Bitcoin's price efficiency and safe haven properties during the COVID-19 pandemic: A comparison

N Diniz-Maganini, EH Diniz, AA Rasheed - Research in International …, 2021 - Elsevier
As the COVID-19 outbreak became a global pandemic, traditional financial market indicators
were significantly affected. We examine the price efficiency and net cross-correlations …

[HTML][HTML] The US-China trade war and the volatility linkages between energy and agricultural commodities

NFL Cheng, AS Hasanov, WC Poon, E Bouri - Energy Economics, 2023 - Elsevier
Any disruptive changes in the competitive environment, such as the US-China trade war,
may influence the price volatility of crude oil and agricultural commodities. This study …

Estimation of the co-movements between biofuel production and food prices: a wavelet-based analysis

F Bilgili, E Koçak, S Kuşkaya, Ü Bulut - Energy, 2020 - Elsevier
Recently, the significance of biofuel production on food prices has become an important
topic of discussion within the framework of sustainable development. Based on the relevant …

Is ethanol production responsible for the increase in corn prices?

E Kocak, F Bilgili, U Bulut, S Kuskaya - Renewable Energy, 2022 - Elsevier
This paper aims to investigate the effects of the production of ethanol, a renewable biofuel,
oil prices, population, and exchange rate on corn prices in the US (1985: m1-2020: m7) …

Permutation entropy and statistical complexity analysis of Brazilian agricultural commodities

FHA de Araujo, L Bejan, OA Rosso, T Stosic - Entropy, 2019 - mdpi.com
Agricultural commodities are considered perhaps the most important commodities, as any
abrupt increase in food prices has serious consequences on food security and welfare …

Financial crises and dynamic spillovers among Chinese stock and commodity futures markets

SH Kang, SM Yoon - Physica A: Statistical Mechanics and its Applications, 2019 - Elsevier
This study examines the dynamics of return and volatility spillover across Chinese stock and
four commodity futures, namely, CSI 300 index, aluminium, copper, fuel oil, and natural …

An analysis of brazilian agricultural commodities using permutation–information theory quantifiers: The influence of food crisis

FHA de Araujo, L Bejan, B Stosic, T Stosic - Chaos, Solitons & Fractals, 2020 - Elsevier
We analyze predictability of selected Brazilian agricultural commodity prices (cotton, sugar,
coffee, soybean and cattle) during the period 1997–2018 which encompasses the periods of …

[HTML][HTML] Impact of agricultural and energy prices on the biofuels market through a VAR-VEC model

AC de Paula Leite, LM Pimentel… - Renewable Energy, 2024 - Elsevier
This study uses a Vector Autoregression-Error Correction Model to examine the price
dynamics of Fatty Acid Methyl Ester (FAME) in the Portuguese market. The importance of this …