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.
- Language
-
Englisch
- Bibliographic citation
-
Series: IAMO Policy Brief ; No. 20e
- Classification
-
Wirtschaft
- Event
-
Geistige Schöpfung
- (who)
-
Glauben, Thomas
Prehn, Sören
Dannemann, Tebbe
Brümmer, Bernhard
Loy, Jens-Peter
- Event
-
Veröffentlichung
- (who)
-
Leibniz Institute of Agricultural Development in Transition Economies (IAMO)
- (where)
-
Halle (Saale)
- (when)
-
2014
- Handle
- URN
-
urn:nbn:de:gbv:3:2-54888
- Last update
-
10.03.2025, 11:42 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Bericht
Associated
- Glauben, Thomas
- Prehn, Sören
- Dannemann, Tebbe
- Brümmer, Bernhard
- Loy, Jens-Peter
- Leibniz Institute of Agricultural Development in Transition Economies (IAMO)
Time of origin
- 2014
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Optionshandel auf landwirtschaftlichen Terminmärkten: Sinnvolles Instrument der Risikoabsicherung oder Treiber von Agrarpreisvolatilität