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The instability of commodity prices and the hypothesis that speculative behaviour was one of its causes has brought renewed interest in futures markets. In this paper, the hedging effectiveness of European and US wheat futures markets were studied to test whether they were affected by the high...
Persistent link: https://www.econbiz.de/10011125207
Recent increases in the price of crude oil have led to a rise in the prominence of corn-based ethanol as an alternative source of energy. As a result linkages have been established between commodity and energy prices. The aim of this study is to determine if soybeans, corn, wheat, oil, and...
Persistent link: https://www.econbiz.de/10010879314
The rise of price levels and volatility of world agricultural commodities since 2006-2008 was followed by increased and …
Persistent link: https://www.econbiz.de/10011125227
The principal achievement of this paper is to introduce the operation of a specified ‘Futures’ model and it’s practice for decision-makers of financial institutes through an example based on the price data’s of grain futures market from EU assessment 2004 to these days in Hungary. Based...
Persistent link: https://www.econbiz.de/10009201366
The Romanian cereals market is in a state of transition, because the grain marketing system is characterized by high risk for market participants. The current situation of grain market is used to estimate the necessity solutions to stabilize the market.
Persistent link: https://www.econbiz.de/10005803227
are based on observed volatility. To measure the volatility, the annual time-series of the CoCo database were analysed … negative impacts of price volatility on farm incomes. This study contributes to this discussion by estimating a share of 17 … systematic sensitivity analysis in order to explore the impact of input cost volatility fully on the model outcomes. …
Persistent link: https://www.econbiz.de/10010879309
with new challenges. This paper focuses on the impacts of increased price volatility on the grain market. Furthermore, it … describes and evaluates government interventions attempting to reduce this volatility. At the same time, it describes and … assesses private management methods of dealing with price volatility. In this article, we provide an opportunity to understand …
Persistent link: https://www.econbiz.de/10010879317
of volatility in the period from July 2004 to April 2011 and to examine how sensitive the results can be to spatial … found considerable differences when comparing various price volatility measures calculated for the analyzed countries …
Persistent link: https://www.econbiz.de/10010910887
instruments to manage food price volatility. Many developing countries recently pursued price regulation policies, but the … policy to lower food price volatility does not depend on the nature of the policy instrument only, but also on the … be key factor influencing the degree of price volatility. Applied to trade policies, this consistency is defined by the …
Persistent link: https://www.econbiz.de/10010910893
Volatility of farm income represents a major challenge for farm management and the design of public policies. This … reduce crop income volatility in France and in Italy. We use an original dataset of 9,555 farms for the period 2003 …-2007 drawn up from the Farm Accountancy Data Network (FADN) and three different econometric models to explain the volatility of …
Persistent link: https://www.econbiz.de/10010910901