Sari, S.(Ramazan Sari, S.)
price ethanol market future gasoline result volume trading relationship table sugar interest soybean variable impact commodity trading volume return futures prices 0.000 oil price ethanol prices period grain oil prices sample model pesaran ardl approach lfsbt trading volumes coefficient futures price crude oil energy ethanol production shock 0.000000 gasoline returns trend response 0.048 subperiod cointegration contract panel approach statistic paper depth order ardl model recovery period gasoline prices grain prices discovery crude economic series production market liquidity liquidity 0.001 regressor sugar returns ethanol market recovery information t-ratio speculator value equation energy-grain nexus horizon pressure futures market intercept wheat corn prices increase
1 Most Recent Publications
Causality Between Market Liquidity and Depth for Energy and Grains
Sari, S. Hammoudeh, S.M. Chang, C.L. McAleer, M.J.