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Price Co Movement between Biodiesel and Natural Gas

Karel Janda, Jakub Kourilek () and Sarah Trabelsi ()
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Jakub Kourilek: Charles University Czech Republic, Postal: CZ
Sarah Trabelsi: Universite Laval Canada, Postal: CA

Journal of Advanced Research in Management, 2017, vol. 8, issue 1, 7-16

Abstract: We study relationship between biodiesel as a most important biofuel in the European Union relevant feedstock commodities and fossil fuels Our main interest is to capture relationship between biodiesel and natural gas They are both used either directly as a fuel or indirectly in form of additives in transport Therefore our purpose is to find price linkage between biofuel and natural gas to support or reject the claim that they compete as alternative fuels and potential substitutes The estimated price link between biodiesel and diesel is negative and the strongest among analyzed commodities The price transmission between biodiesel and natural gas is the weakest one

Date: 2017
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Working Paper: Price Comovement Between Biodiesel and Natural Gas (2016) Downloads
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