TY  - RPRT
AU  - Sari, Ramazan
AU  - Hammoudeh, Shawkat
AU  - Chang, Chia-Lin
AU  - McAleer, Michael
PY  - 2011
UR  - https://hdl.handle.net/20.500.14352/48989
AB  - This paper examines the roles of futures prices of crude oil, gasoline, ethanol, corn, soybeans and sugar in the energy-grain nexus. It also investigates the own- and cross-market impacts for lagged grain trading volume and open interest in the energy...
LA  - eng
A3  - Instituto Complutense de Análisis Económico. Universidad Complutense de Madrid
KW  - Causality
KW  - Market liquidity
KW  - Depth
KW  - Energy
KW  - Grains.
TI  - Causality Between Market Liquidity and Depth for Energy and Grains
TY  - technical report
VL  - 2011
ER  -