title: Pandas to_excel using utf-8 encoding appears not to work
body: <p>I'm trying to write a dataframe to .xlsx, but this fails. I've tried two different approaches but get the same error for both, so presumably it's something else.</p>
  
  <p>Approach 1:</p>
  
  <pre><code>    writer = pd.ExcelWriter('data.xlsx', engine='xlsxwriter', options={'encoding':'utf-8'})
      for k in data_output:
          data_output[k].to_excel(writer, k, encoding='utf-8')
      writer.save()
  </code></pre>
  
  <p>Approach 2:</p>
  
  <pre><code>    for k in data_output:
          data_output[k].to_excel(k + '.xlsx', encoding='utf-8')
  </code></pre>
  
  <p>Each time the file/files just contains:</p>
  
  <blockquote>
    <p>Error! [file path] is not UTF-8 encoded
    Saving disabled.
    See Console for more details.</p>
  </blockquote>
  
  <p>My understanding is that by specifying utf-8 encoding the output would be in that format and I shouldn't see such an error. Approach 2 but changing to .to_csv runs without any problems and I get the data into the files. So I'm wondering if this is a bug in .to_excel, or if there is just something I'm doing wrong here (really hoping for the latter). Thankful for help!</p>
  
  <p>(I'm doing this in Jupyterhub, don't see how that would affect this issue but I'm not an expert.)</p>