NOVELTY - A calcined supported catalyst (A1) in which the support from which such supported catalyst is prepared has, in its original state, a surface area of at least 300 (preferably at least 350, especially at least 400, particularly at least 470) m2/g and pore volume of at least 1 (preferably at least 1.1, especially at least 1.2) ml/g, and the activated supported catalyst has a zirconium content of at least 14 wt.% and a sulfurous content of at least 20 wt.%, based on the total dry weight of the supported catalyst, is new.    USE - For preparation of a biodiesel fuel or a blending component for use in diesel fuel (claimed). Also useful for hydrocarbon isomerization and for alkylation reactions, carbonylation, esterification, trans-esterification and other chemical transformations.    ADVANTAGE - The calcined supported catalyst exhibits very high activity in acid catalyzed reactions, e.g. esterification reactions and that are deemed to be suitable for trans-esterification reactions in producing biodiesel fuels. The catalyst minimizes operation cost and maximizes productivity of biodiesel fuel production. The catalyst effectively converts plants, algae, waste cooking oils, fatty acid distillates, into biodiesel fuel.    DETAILED DESCRIPTION - INDEPENDENT CLAIMS are included for the following:    (1) preparation (P1) of the catalyst (A1);    (2) a catalyst precursor composition (C1) comprising water-wet supported hydrated zirconium sulfate catalyst precursor, and/or water-wet mixture of catalyst support and hydrated zirconium sulfate or sulfated zirconia;    (3) a catalyst composition formed by calcining the catalyst precursor composition (C1); and    (4) preparation of a biodiesel fuel or a blending component for use in diesel fuel involving esterifying a feed stock derived from biological sources comprising plants, algae, natural fat or oil, waste cooking oils, and fatty acid distillates, where the esterification is carried out with alcohol and catalyst prepared by the process (P1).