TY  - RPRT
AU  - Chang, Chia-Lin
AU  - McAleer, Michael
AU  - Wang, Yu-Ann
PY  - 2017
SN  - 2341-2356
UR  - https://hdl.handle.net/20.500.14352/22881
AB  - The recent and rapidly growing interest in biofuel as a green energy source has raised concerns about its impact on the prices, returns and volatility of related agricultural commodities. Analyzing the spillover effects on agricultural commodities and...
LA  - eng
A3  - Facultad de Ciencias Económicas y Empresariales. Instituto Complutense de Análisis Económico (ICAE)
KW  - Biofuel
KW  - Spot prices
KW  - Futures prices
KW  - Returns
KW  - Volatility
KW  - Risk
KW  - Co-risk
KW  - Bio-ethanol
KW  - Corn
KW  - Sugarcane
KW  - Diagonal BEKK model
KW  - Co-volatility spillover effects
KW  - Hedging
KW  - Risk management.
TI  - Modelling Volatility Spillovers for Bio-ethanol,Sugarcane and Corn Spot and Futures Prices
TY  - technical report
VL  - 2017
ER  -