Work detail

Price transmission among biofuels and related commodities

Author: Bc. Peter Kravec
Year: 2020 - summer
Leaders: prof. Ing. Karel Janda M.A., Dr., Ph.D.
Consultants:
Work type: Bachelors
Language: English
Pages: 68
Awards and prizes:
Link: https://is.cuni.cz/webapps/zzp/detail/203082/
Abstract: This thesis investigates the price transmission among ethanol and its feedstock on the Brazilian and US market. The price transmission among biodiesel and its feedstock on the European and US market was also analyzed. The prices of commodities related to the biofuels are examined under the Johansen co-integration test followed by the Vector Error Correction Model over the period between 2003-2020. The period was further divided into 4 periods, that capture the development of world food prices. Together we had 858 weekly observations mostly captured on Friday. In most cases, our result indicates a co-movement, the strength of which changes over periods. The price transmission was not confirmed among US ethanol and related commodities.
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