The reaction of (E)- or (Z)-cinnamyl alcohol and ethyl vinyl ether with a catalyst consisting of Pd(OAc)(2), Cu(OAc)(2), and catechol (1:1:2) under 02 gives a good yield of (Z)- or (E)-4-benzylidene-2-ethoxytetrahydrofuran, respectively. Similarly, 2-butoxy-4-exomethylenetetrahydrofuran was obtained from allyl alcohol and butyl vinyl ether. In the case of allyl alcohol, however, the catalysis does not proceed well with forming palladium black, if a relatively large amount of Pd(OAc)(2), such as 0.25 mmol to 0.05 mmol, is used even in a lower palladium/substrate ratio, e.g. 1 mol% concentration of the catalyst.