Quantile Dependence between Crude Oil and China’s Biofuel Feedstock Commodity Market

نویسندگان

چکیده

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 causality-in-quantiles test are employed to capture comprehensive informative relationships. The empirical results as follows: First, there is a positive relationship returns on oil. effects heterogeneous, conditional regimes, where impacts of bearish/bullish commodity significant when in China state. Second, have reliable predictive power for average condition move connection with volatility biofuel-related normal bullish Third, risk reduction effectiveness soybean corn significant, while wheat, this portfolio less apparent enhanced, increases significantly during financial crises. Overall, our findings will be helpful understanding interplay evaluating diversification opportunities

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ژورنال

عنوان ژورنال: Sustainability

سال: 2023

ISSN: ['2071-1050']

DOI: https://doi.org/10.3390/su15118980