TY  - RPRT
AU  - Hammoudeh, Shawkat
AU  - Sarafrazi, Soodabeh
AU  - Chang, Chia-Lin
AU  - McAleer, Michael
PY  - 2011
SN  - 2341-2356
UR  - https://hdl.handle.net/20.500.14352/49007
AB  - This paper examines the short- and long-run daily relationships for a grain-energy nexus that includes the prices of corn, crude oil, ethanol, gasoline, soybeans, and sugar, and their open interest. The empirical results demonstrate the presence of...
LA  - eng
A3  - Instituto Complutense de Análisis Económico. Universidad Complutense de Madrid
KW  - Energy-grain price nexus
KW  - Open interest
KW  - Futures prices
KW  - Ethanol
KW  - Crude oil
KW  - Gasoline
KW  - Corn
KW  - Soybean
KW  - Sugar
KW  - Arbitrage
KW  - Speculation.
TI  - The Dynamics of Energy-Grain Prices with Open Interest
TY  - technical report
VL  - 2011
ER  -