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	Provedor de dados AgEcon (1) Autor Kastner, Gregor (1) Ziegelback, Martin (1) Palavra-chave Agribusiness (1) Agricultural Finance (1) Agricultural and Food Policy (1) Crop Production/Industries (1) Demand and Price Analysis (1) Environmental Economics and Policy (1) Farm Management (1) Financial Economics (1) Heating Oil (1) Hedging (1) Industrial Organization (1) Institutional and Behavioral Economics (1) Production Economics (1) Rapeseed (1) Threshold cointegration analysis (1) Mais... Tipo do documento Conference Paper or Presentation (1) Ano 2011 (1) País United States (1) Idioma Inglês (1)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 1 Primeira ... 1 ... Última EUROPEAN RAPESEED AND FOSSIL DIESEL: THRESHOLD COINTEGRATION ANALYSIS AND POSSIBLE IMPLICATIONS AgEcon Ziegelback, Martin; Kastner, Gregor. For European operators of biofuels plants there are not many hedge vehicles available to hedge operational margins. Cross hedges for rapeoil (with the rapeseed futures contract) and RME (with the NYMEX diesel futures contract) could be useful instruments. We use recent developments on threshold cointegration approaches to investigate if asymmetric dynamic adjusting processes exist among rapeseed and diesel prices. The results suggest that a threeregime threshold cointegration model suitably explains the dynamics of the data. Tipo: Conference Paper or Presentation Palavras-chave: Hedging; Rapeseed; Heating Oil; Threshold cointegration analysis; Agribusiness; Agricultural and Food Policy; Agricultural Finance; Crop Production/Industries; Demand and Price Analysis; Environmental Economics and Policy; Farm Management; Financial Economics; Industrial Organization; Institutional and Behavioral Economics; Production Economics. Ano: 2011 URL: http://purl.umn.edu/114741 Registros recuperados: 1 Primeira ... 1 ... Última

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