TY  - RPRT
AU  - Chang, Chia-Lin
AU  - Chen, Li-Hsueh
AU  - Hammoudeh, Shawkat
AU  - McAleer, Michael
PY  - 2012
UR  - https://hdl.handle.net/20.500.14352/49088
AB  - This paper examines the long- and short-run asymmetric adjustments and pairs trades for nine pairs of spot and futures prices, itemized as three own pairs for three different bio-fuel ethanol types, three own pairs for three related agricultural...
LA  - eng
KW  - Long run
KW  - Short run
KW  - Asymmetric adjustments
KW  - Ethanol
KW  - agricultural products
KW  - Arbitrage opportunities
KW  - Hedging
KW  - Widening and narrowing adjustment.
TI  - Asymmetric Adjustments in the Ethanol and Grains Markets
TY  - technical report
VL  - 2012
ER  -