Do uncertainties affect biofuel prices?

We investigate the impact of geopolitical risk, U.S. economic policy uncertainty, financial stress, and market volatility on prices of U.S. and Brazilian ethanol and Malaysian palm oil. We use quantile autoregressive and quantile causality methods and provide evidence of ethanol and palm oil prices...

Full description

Bibliographic Details
Main Authors: Ahmed, A. (Author), Dutta, A. (Author), Hernandez, J.A (Author), Uddin, G.S (Author), Wadström, C. (Author)
Format: Article
Language:English
Published: Elsevier Ltd 2021
Subjects:
Online Access:View Fulltext in Publisher