Price Uncertainty and Optimal Hedging in the Agricultural Market

Price Uncertainty and Optimal Hedging in the Agricultural Market

The increased volatility of the agricultural prices has detrimental effects on the economic welfare and raises concerns regarding poverty and malnutrition at a global level. Financial risk management can be an efficient solution for limiting the effects of international agricultural price volatility...

Бүрэн тодорхойлолт

Номзүйн дэлгэрэнгүй
Үндсэн зохиолчид:	Nicolae ISTUDOR, Dan ARMEANU, Florinel Marian SGARDEA, Mihai-Cristian DINICĂ
Формат:	Өгүүллэг
Хэл сонгох:	English
Хэвлэсэн:	Babes-Bolyai University, Cluj-Napoca 2014-06-01
Цуврал:	Transylvanian Review of Administrative Sciences
Нөхцлүүд:	price uncertainty hedging agricultural commodity prices futures price volatility.
Онлайн хандалт:	https://rtsa.ro/tras/index.php/tras/article/view/19

Ижил төстэй зүйлс

Do Agricultural Commodity Firm Stock Price and Agricultural Commodity Price Move Together?
-н: Francis Declerck
Хэвлэсэн: (2014-10-01)

Impact of Petroleum Energy Price Volatility on Commodity Prices in Ghana
-н: Philomena Dadzie, зэрэг
Хэвлэсэн: (2023-01-01)

Organic Wheat Prices and Premium Uncertainty: Can Cross Hedging and Forecasting Play a Role?
-н: Tatiana Drugova, зэрэг
Хэвлэсэн: (2019-09-01)

Non-Commodity Agricultural Price Hedging with Minimum Tracking Error Portfolios: The Case of Mexican Hass Avocado
-н: Oscar V. De la Torre-Torres, зэрэг
Хэвлэсэн: (2024-09-01)

An econometrics method for estimating gold coin futures prices
-н: Fatemeh Pousti, зэрэг
Хэвлэсэн: (2011-10-01)

EXAMINING THE PRICE VOLATILITY ON AGRICULTURAL MARKETS – CHALLENGES AND IMPLICATIONS OF THE CURRENT ECONOMIC OUTLINE
-н: POP LARISA NICOLETA
Хэвлэсэн: (2015-07-01)

Price volatility of Polish agricultural commodities in the view of the Common Agricultural Policy
-н: Piotr BORAWSKI, зэрэг
Хэвлэсэн: (2018-05-01)

Linkages among commodity futures prices in the recent financial crisis: An application of cointegration tests with a structural break
-н: Yoichi Tsuchiya
Хэвлэсэн: (2015-12-01)

A Proposal to Fix the Number of Factors on Modeling the Dynamics of Futures Contracts on Commodity Prices
-н: Andrés García-Mirantes, зэрэг
Хэвлэсэн: (2020-06-01)

Nonlinear price transmission and asynchronous price bubbles: empirical evidence from China’s agricultural futures and spot markets
-н: Qianqian Mao, зэрэг
Хэвлэсэн: (2024-12-01)

Do financial investors affect the price of wheat?
-н: Daniele Girardi
Хэвлэсэн: (2012-04-01)

Jet Fuel Price Risk and Proxy Hedging in Spot Markets: A Two-Tier Model Analysis
-н: Eyden Samunderu
Хэвлэсэн: (2023-08-01)

Price Discovery and Market Reflexivity in Agricultural Futures Contracts with Different Maturities
-н: Steffen Volkenand, зэрэг
Хэвлэсэн: (2020-07-01)

Asymmetric Price Transmission of Some Basic Commodities in Indonesia
-н: Mahjus Ekananda
Хэвлэсэн: (2023-07-01)

Agricultural and oil commodities: price transmission and market integration between US and Italy
-н: Franco Rosa, зэрэг
Хэвлэсэн: (2014-06-01)

Impact of Price–Quantity Uncertainties and Risk Aversion on Energy Retailer’s Pricing and Hedging Behaviors
-н: Haitao Xiang, зэрэг
Хэвлэсэн: (2019-08-01)

The Ethanol Market and Its Relation to the Price of Agricultural Commodities
-н: Paulo Henrique Hoeckel, зэрэг
Хэвлэсэн: (2023-03-01)

Hedging Effectiveness of Commodity Futures Contracts to Minimize Price Risk: Empirical Evidence from the Italian Field Crop Sector
-н: Carlotta Penone, зэрэг
Хэвлэсэн: (2021-12-01)

Cost of living in Ethiopia: the agricultural commodities market
-н: Tirngo Dinku Abeje, зэрэг
Хэвлэсэн: (2024-12-01)

Asymmetric Risk Connectedness between Crude Oil and Agricultural Commodity Futures in China before and after the COVID-19 Pandemic: Evidence from High-Frequency Data
-н: Deyuan Zhang, зэрэг
Хэвлэсэн: (2023-08-01)

Are Small Agricultural Markets Recipients of World Prices? The Case of Poland
-н: Anna Szczepańska-Przekota
Хэвлэсэн: (2023-06-01)

Modeling the Relationship between Crude Oil and Agricultural Commodity Prices
-н: Duc Hong Vo, зэрэг
Хэвлэсэн: (2019-04-01)

PRICE SETTING BEHAVIOUR IN PAKISTAN: Stylized Facts from Micro SPI Dataset
-н: Fauzia SOHAIL, зэрэг
Хэвлэсэн: (2018-12-01)

Production Flexibility and Hedging
-н: Georges Dionne, зэрэг
Хэвлэсэн: (2015-12-01)

Option pricing and hedging with market friction using reinforcement learning
-н: Jiang, Zixing
Хэвлэсэн: (2024)

Spillover dynamics across price inflation and selected agricultural commodity prices
-н: Mehmet Balcilar, зэрэг
Хэвлэсэн: (2020-01-01)

The Interdependence of Indonesia Coffee Futures and Spot Market and Its Relationship with Offshore Futures Market
-н: Anis Erma Wulandari, зэрэг
Хэвлэсэн: (2019-03-01)

Is Futurization the Culprit for the Violent Fluctuation in China’s Apple Spot Price?
-н: Lin Xie, зэрэг
Хэвлэсэн: (2021-04-01)

Agricultural prices in China/
-н: 466771 Lardy, Nicholas R.
Хэвлэсэн: (1983)

The interactions between agricultural commodity and oil prices: an empirical analysis
-н: Ayhan KAPUSUZOGLU, зэрэг
Хэвлэсэн: (2015-09-01)

Forecasting Commodity Prices: Looking for a Benchmark
-н: Marek Kwas, зэрэг
Хэвлэсэн: (2021-06-01)

Agricultural price policies and the developing countries/
-н: 424612 Tollley, George S., зэрэг
Хэвлэсэн: (1982)

Prices of agricultural products and selected inputs in Europe and North America 1987/88 /
-н: United Nations. Economic Commission for Europe, зэрэг
Хэвлэсэн: (1989)

Climate Change and Grain Price Volatility: Empirical Evidence for Corn and Wheat 1971–2019
-н: Marie Steen, зэрэг
Хэвлэсэн: (2023-01-01)

Milk price changes in Poland in the context of the Common Agricultural Policy
-н: Piotr Borawski, зэрэг
Хэвлэсэн: (2020-01-01)

The Effects of Global Commodity Prices on Domestic Prices in Saudi Arabia
-н: Moayad Al Rasasi, зэрэг
Хэвлэсэн: (2017-12-01)

Investigation into the dynamic relationships between global economic uncertainty and price volatilities of commodities, raw materials, and energy
-н: Malihe Ashena, зэрэг
Хэвлэсэн: (2024-03-01)

Co-movement of commodity price indexes and energy price index: a wavelet coherence approach
-н: Dervis Kirikkaleli, зэрэг
Хэвлэсэн: (2021-03-01)

Price volatility spillovers among agricultural commodity and crude oil markets: Evidence from the range-based estimator
-н: Giray GOZGOR, зэрэг
Хэвлэсэн: (2015-05-01)

Comparison of crude oil price transmission to food commodities for biofuel source and non-biofuel source
-н: Prasmita Dian Wijayati, зэрэг
Хэвлэсэн: (2024-09-01)