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...

書目詳細資料
Main Authors:	Nicolae ISTUDOR, Dan ARMEANU, Florinel Marian SGARDEA, Mihai-Cristian DINICĂ
格式:	Article
語言:	English
出版:	Babes-Bolyai University, Cluj-Napoca 2014-06-01
叢編:	Transylvanian Review of Administrative Sciences
主題:	price uncertainty hedging agricultural commodity prices futures price volatility.
在線閱讀:	https://rtsa.ro/tras/index.php/tras/article/view/19

相似書籍

Impact of Petroleum Energy Price Volatility on Commodity Prices in Ghana
由: Philomena Dadzie, et al.
出版: (2023-01-01)

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

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

Price volatility of Polish agricultural commodities in the view of the Common Agricultural Policy
由: Piotr BORAWSKI, et al.
出版: (2018-05-01)

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

A Proposal to Fix the Number of Factors on Modeling the Dynamics of Futures Contracts on Commodity Prices
由: Andrés García-Mirantes, et al.
出版: (2020-06-01)

Nonlinear price transmission and asynchronous price bubbles: empirical evidence from China’s agricultural futures and spot markets
由: Qianqian Mao, et al.
出版: (2024-12-01)

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

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

Price Discovery and Market Reflexivity in Agricultural Futures Contracts with Different Maturities
由: Steffen Volkenand, et al.
出版: (2020-07-01)

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

Agricultural and oil commodities: price transmission and market integration between US and Italy
由: Franco Rosa, et al.
出版: (2014-06-01)

Impact of Price–Quantity Uncertainties and Risk Aversion on Energy Retailer’s Pricing and Hedging Behaviors
由: Haitao Xiang, et al.
出版: (2019-08-01)

Cost of living in Ethiopia: the agricultural commodities market
由: Tirngo Dinku Abeje, et al.
出版: (2024-12-01)

The Ethanol Market and Its Relation to the Price of Agricultural Commodities
由: Paulo Henrique Hoeckel, et al.
出版: (2023-03-01)

Hedging Effectiveness of Commodity Futures Contracts to Minimize Price Risk: Empirical Evidence from the Italian Field Crop Sector
由: Carlotta Penone, et al.
出版: (2021-12-01)

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

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

PRICE SETTING BEHAVIOUR IN PAKISTAN: Stylized Facts from Micro SPI Dataset
由: Fauzia SOHAIL, et al.
出版: (2018-12-01)

Modeling the Relationship between Crude Oil and Agricultural Commodity Prices
由: Duc Hong Vo, et al.
出版: (2019-04-01)

Option pricing and hedging with market friction using reinforcement learning
由: Jiang, Zixing
出版: (2024)

The Interdependence of Indonesia Coffee Futures and Spot Market and Its Relationship with Offshore Futures Market
由: Anis Erma Wulandari, et al.
出版: (2019-03-01)

The interactions between agricultural commodity and oil prices: an empirical analysis
由: Ayhan KAPUSUZOGLU, et al.
出版: (2015-09-01)

Agricultural prices in China/
由: 466771 Lardy, Nicholas R.
出版: (1983)

Is Futurization the Culprit for the Violent Fluctuation in China’s Apple Spot Price?
由: Lin Xie, et al.
出版: (2021-04-01)

Forecasting Commodity Prices: Looking for a Benchmark
由: Marek Kwas, et al.
出版: (2021-06-01)

Agricultural price policies and the developing countries/
由: 424612 Tollley, George S., et al.
出版: (1982)

Prices of agricultural products and selected inputs in Europe and North America 1987/88 /
由: United Nations. Economic Commission for Europe, et al.
出版: (1989)

Climate Change and Grain Price Volatility: Empirical Evidence for Corn and Wheat 1971–2019
由: Marie Steen, et al.
出版: (2023-01-01)

The Effects of Global Commodity Prices on Domestic Prices in Saudi Arabia
由: Moayad Al Rasasi, et al.
出版: (2017-12-01)

Milk price changes in Poland in the context of the Common Agricultural Policy
由: Piotr Borawski, et al.
出版: (2020-01-01)

Investigation into the dynamic relationships between global economic uncertainty and price volatilities of commodities, raw materials, and energy
由: Malihe Ashena, et al.
出版: (2024-03-01)

Comparison of crude oil price transmission to food commodities for biofuel source and non-biofuel source
由: Prasmita Dian Wijayati, et al.
出版: (2024-09-01)

Effect of inflation and liquidity on the Hedging of Oil Transactions by Participating in Gold Market: RS-DCC
由: Teymour Mohammadi, et al.
出版: (2024-01-01)

Price volatility spillovers among agricultural commodity and crude oil markets: Evidence from the range-based estimator
由: Giray GOZGOR, et al.
出版: (2015-05-01)

A Robust Approach to Hedging and Pricing in Imperfect Markets
由: Hirbod Assa, et al.
出版: (2017-07-01)

Investigating Spillover Effects between Foreign Exchange Rate Volatility and Commodity Price Volatility in Uganda
由: Lorna Katusiime
出版: (2018-12-01)

Agricultural marketing : structural models for price analysis /
由: 513360 Vercammen, James
出版: (c201)

The impact of the Chinese cornstarch futures on spot market and corn futures market
由: Crentsil Kofi Agyekum, et al.
出版: (2017-01-01)

Can Gold Investments Provide a Good Hedge Against Inflation? An Empirical Analysis
由: Hanan Naser
出版: (2017-03-01)