Regime-Dependent Topological Properties of Biofuels Networks

摘要: We analyze the relationships between biodiesel, ethanol and related fuels agricultural commodities with a use of minimal spanning trees hierarchical Granger causality. construct this for different frequencies (weekly, monthly quarterly). find that in short-term, both biodiesel are very weakly connected other commodities. In medium long term, network structure becomes more interesting. especially concentrate on links co-movements stages market based level prices important or groups Such approach general confirms separation into food branches majority analyzed cases.