Inventory shocks and the oil–ethanol–grain price nexus

C-Tier
Journal: Economics Letters
Year: 2017
Volume: 156
Issue: C
Pages: 58-60

Authors (2)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We analyze the effects of oil and grain inventory data releases on oil, ethanol, corn and soy futures prices. Oil and grain inventory shocks are identified as the percent difference between actual inventory levels and median predictions from a survey of forecasters. Ethanol futures prices alone are found to respond to both oil and grain inventory shocks. Other energy futures prices respond only to oil inventory shocks, while agricultural commodity futures prices respond only to grain inventory shocks.

Technical Details

RePEc Handle
repec:eee:ecolet:v:156:y:2017:i:c:p:58-60
Journal Field
General
Author Count
2
Added to Database
2026-01-29