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Forecasting ethanol price volatility under structural breaks
(Society of Chemical IndustryWiley, 2020-10-06)
- article
The use of ethanol as a vehicle fuel has reduced greenhouse gas emissions significantly. The introduction of ethanol has also led to a decrease in crude oil prices. Considering the economic and environmental significance ...
Assessing the risk of the European Union carbon allowance market : structural breaks and forecasting performance
(Emerald, 2019-06-17)
- article
Purpose - The purpose of this paper is to examine the impact of structural breaks on the conditional variance of carbon emission allowance prices.
Design/methodology/approach - The authors employ the symmetric GARCH model, ...
Forecasting the volatility of biofuel feedstock prices : the US evidence
(Wiley, 2019-02-25)
- article
Given that, nowadays, 40% of the US corn crop is used for biofuel production, there is a growing concern that the rise in biofuel production might lead to an increase in food prices. However, it is also obvious that ...