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