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    • The Dynamics of Energy-Grain Prices with Open Interest 

      Hammoudeh, S.; Sarafrazi, S.; Chang, C-L.; McAleer, M. (College of Business and EconomicsUniversity of Canterbury. Department of Economics and Finance, 2011)
      This paper examines the short- and long-run daily relationships for a grain-energy nexus that includes the prices of corn, crude oil, ethanol, gasoline, soybeans, and sugar, and their open interest. The empirical results ...