Dynamic interdependence between ethanol and biofuel‐related agricultural commodities—cDCC‐FIAPARCH approach
Dejan Živkov,
Boris Kuzman,
Papić‐Blagojević Nataša
Abstract:Biofuel production is one of the key topics in today's world, which inevitably raises the question of the relationship between ethanol and agricultural commodities. The nexus between corn and ethanol is well known in the literature, but the link involving other biofuel feedstocks is relatively poorly explored. Therefore, this paper research the dynamic nexus between ethanol and five agricultural commodities using the cDCC‐FIAPARCH model, while two additional analyses complement the main results. Dynamic condit… Show more
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