Bericht
Options trading in agricultural futures markets: A reasonable instrument of risk hedging, or a driver of agricultural price volatility?
Options trading is increasingly important in more volatile agricultural markets. Options allow for unilateral hedging of price risks, e. g. against falling prices only, and are an indispensable risk management instrument for farmers and grain dealers. Concerns that soaring options trading could spark incremental volatility of international agricultural commodity prices have not been empirically verified to date. Econometric assessments for the MATIF grain maize market suggest that option trading does not have a volatility increasing effect.
- Sprache
-
Englisch
- Erschienen in
-
Series: IAMO Policy Brief ; No. 20e
- Klassifikation
-
Wirtschaft
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Glauben, Thomas
Prehn, Sören
Dannemann, Tebbe
Brümmer, Bernhard
Loy, Jens-Peter
- Ereignis
-
Veröffentlichung
- (wer)
-
Leibniz Institute of Agricultural Development in Transition Economies (IAMO)
- (wo)
-
Halle (Saale)
- (wann)
-
2014
- Handle
- URN
-
urn:nbn:de:gbv:3:2-54888
- Letzte Aktualisierung
-
10.03.2025, 11:42 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Bericht
Beteiligte
- Glauben, Thomas
- Prehn, Sören
- Dannemann, Tebbe
- Brümmer, Bernhard
- Loy, Jens-Peter
- Leibniz Institute of Agricultural Development in Transition Economies (IAMO)
Entstanden
- 2014
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