Biofuel, Grain and Vegetable Oil Markets: Dynamic Connectedness and the Optimal Portfolio
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DOI: 10.1002/agr.70017
Abstract: With the development of the biofuel market, its price risk becomes more prominent, and effective risk diversification has become increasingly critical. This study investigates the dynamic connectedness in global biofuels, China's grain and vegetable oil… read more here.
Keywords: grain vegetable; biofuel; oil markets; portfolio ... See more keywords