Accéder directement au contenu Accéder directement à la navigation
Nouvelle interface
Article dans une revue

Are ethanol markets globalized or regionalized?

Abstract : This study investigates whether the US and Brazilian ethanol markets are globalized or regionalized (i.e., whether they are interdependent or independent) using weekly frequency data from July 2006 to December 2017. The empirical results indicate that the US ethanol market is unlinked to the Brazilian one in the short-run, however in the long-run they are globalized (interdependent) and co-influence each other. Asymmetric effects are identified between both ethanol markets and the Brazilian ethanol market Granger causes the US ethanol market. The findings help us understand the asymmetric dependence of the US ethanol market.
Type de document :
Article dans une revue
Liste complète des métadonnées

https://hal-rennes-sb.archives-ouvertes.fr/hal-02898233
Contributeur : Elise BOUVET Connectez-vous pour contacter le contributeur
Soumis le : lundi 13 juillet 2020 - 15:55:16
Dernière modification le : samedi 6 août 2022 - 03:22:36

Identifiants

Collections

Citation

Jose Areola Hernandez, Gazi Salah Uddin, Anupam Dutta, Ali Ahmed, Sang Hoon Kang. Are ethanol markets globalized or regionalized?. Physica A: Statistical Mechanics and its Applications, 2020, 551, pp.124094. ⟨10.1016/j.physa.2019.124094⟩. ⟨hal-02898233⟩

Partager

Métriques

Consultations de la notice

34