Quantile Dependence between Crude Oil and China’s Biofuel Feedstock Commodity Market
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DOI: 10.3390/su15118980
Abstract: This paper investigates the heterogeneous dependence between global crude oil futures and China’s biofuel feedstock commodities under different market conditions. Quantile-on-quantile regression and the causality-in-quantiles test are employed to capture comprehensive and informative relationships. The… read more here.
Keywords: china biofuel; oil; biofuel feedstock; market ... See more keywords