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Evaluation of cross-quantile dependence and causality between non-ferrous metals and clean energy indexes
(Elsevier, 2020-07-01)
- article
This paper analyzes the cross-quantile dependence and causality between non-ferrous metals and clean energy indices by employing data from November 2003 to May 2019. Specifically, we utilize the time-varying copulas to ...
Does Corn Market Uncertainty Impact the US Ethanol Prices?
(Wiley Open Access, 2018-05-23)
- article
The growing interest in biofuel as a green energy source has intensified the linkages between corn and ethanol markets, especially in the United States that represents the largest producing and exporting country for ethanol ...