An examination of the relationship between biodiesel and soybean oil prices using an asset pricing model
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- Carriquiry, Miguel, "undated". "An Examination Of The Relationship Between Biodiesel And Soybean Oil Prices Using An Asset Pricing Model," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 236167, Agricultural and Applied Economics Association.
References listed on IDEAS
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- Mindy L. Mallory & Dermot J. Hayes & Scott H. Irwin, 2010. "How Market Efficiency and the Theory of Storage Link Corn and Ethanol Markets," Food and Agricultural Policy Research Institute (FAPRI) Publications (archive only) 10-wp517, Center for Agricultural and Rural Development (CARD) at Iowa State University.
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More about this item
Keywords
Soybean oil; biofuels; biodiesel; Bayesian methods; models of asset pricing;All these keywords.
JEL classification:
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- Q41 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Demand and Supply; Prices
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ENE-2016-02-04 (Energy Economics)
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