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Hedging effectiveness of European wheat futures markets : an application of multivariate GARCH models

Zuppiroli, Marco; Revoredo Giha, César L. - In: International journal of applied management science 8 (2016) 2, pp. 132-148

Persistent link: https://www.econbiz.de/10011636094

Time-frequency connectedness and spillover among carbon, climate, and energy futures : determinants and portfolio risk management implications

Mohammad Enamul Hoque; Low, Soo Wah; Syed Mabruk Billah - In: Energy economics 127 (2023) 2, pp. 1-24

Persistent link: https://www.econbiz.de/10014490834

Modelling the impact of the CAP single farm payment on farm investment and output

Sckokai, Paolo; Moro, Daniele - In: European review of agricultural economics : ERAE 36 (2009) 3, pp. 395-423

Persistent link: https://www.econbiz.de/10003917226

Modelling the Impact of the Cap Single Farm Payment on Farm Investment and Output

Sckokai, Paolo - 2010

This paper analyses the impact of the Common Agricultural Policy arable crop regime on farm investment and output, introducing explicitly farmers' risk attitudes into a dynamic dual model of farm decision-making. Estimation and simulation results are based on a Farm Accounting Data Network...

Persistent link: https://www.econbiz.de/10013150217

The single farm payment and income risk in Irish farms 2005-2013

Knapp, Edward; Loughrey, Jason - In: Agricultural and Food Economics : AFE 5 (2017) 9, pp. 1-15

Agricultural income volatility has become a major hurdle for Irish farmers and policymakers to overcome in their drive to increase investment, production and ultimately income in the sector. This paper studies data from 927 farms in the Teagasc National Farm Survey between 2005 and 2013, the...

Persistent link: https://www.econbiz.de/10011657524

Modeling production response to "more decoupled" payments

Antón, Jesús - In: International agricultural trade and development, (pp. 111-128). 2007

Persistent link: https://www.econbiz.de/10003642729

Energy derivatives market dynamics

Bredin, Donal; Ó Ciagáin, Éamonn; Muckley, Cal B. - In: Energy economics and financial markets, (pp. 129-158). 2013

Persistent link: https://www.econbiz.de/10009693306

European natural gas seasonal effects on futures hedging

Martínez, Beatriz; Torró, Hipòlit - In: Energy economics 50 (2015), pp. 154-168

Persistent link: https://www.econbiz.de/10011564010

European natural gas seasonal effects on futures hedging

Martínez, Beatriz; Torró, Hipòlit - 2015

This paper is the first to discuss the design of futures hedging strategies in European natural gas markets (NBP, TTF … that hedging effectiveness is much higher when the seasonal pattern in spot price changes is approximated with lagged … months) hedging periods. Furthermore, volatility of weekly price changes also has a seasonal pattern and is higher in winter …

Persistent link: https://www.econbiz.de/10010479020

Pricing electricity day-ahead cap futures with multifactor skew-t densities

Matsumoto, Takuji; Bunn, Derek W.; Yamada, Yuji - In: Quantitative finance 22 (2022) 5, pp. 835-860

Persistent link: https://www.econbiz.de/10013367864

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