Little has been documented as to how price skewness and volatility can influence decision making regarding agribusiness risk taking and managing risk in a dynamic environment. Price volatility introduces opportunities for farmers and end users, but it also introduces new risks, which can then require management. Volatility-skewness matrices are developed using CME wheat and corn prices to tactically determine when pricing and hedging might be more successful for farmers and end users. Volatility and skewness may still favour the end user, but the matrices changed considerably during 2007 to 2012. Farmers need realistic pricing targets and hedging triggers in price risk management decision making with timing becoming increasingly important, ...
Currently, Value at Risk (VaR) is one of the most important measures of risk. It is the percentile o...
Information on the linkage between production costs and market price of wheat allows farmers to fore...
Information on the linkage between production costs and market price of wheat allows farmers to fore...
Little has been documented as to how price skewness and volatility can influence decision making reg...
The effects on marketing margins and Texas wheat producers of shifting from a period with stable pri...
The current agricultural marketing literature has considerable controversy about the optimal use of ...
Options trading is increasingly important in more volatile agricultural markets. Options allow for u...
Numerous studies have investigated how farmers should use forward pricing markets, but only limited ...
Corn production is scattered geographically over various continents, but most of it is grown in the ...
A marketing strategy focusing on prices from the most re-cent past, indirectly gives little or no we...
Agricultural prices in European food markets have become substantially more volatile over the past d...
Abstract The literature is replete with theoretical Cumulative probability distributions of in- and ...
With the increasing commodity prices volatility over the last years and the successive agricultural ...
With the increasing commodity prices volatility over the last years and the successive agricultural ...
The instability of commodity prices and the hypothesis that speculative behaviour was one of its cau...
Currently, Value at Risk (VaR) is one of the most important measures of risk. It is the percentile o...
Information on the linkage between production costs and market price of wheat allows farmers to fore...
Information on the linkage between production costs and market price of wheat allows farmers to fore...
Little has been documented as to how price skewness and volatility can influence decision making reg...
The effects on marketing margins and Texas wheat producers of shifting from a period with stable pri...
The current agricultural marketing literature has considerable controversy about the optimal use of ...
Options trading is increasingly important in more volatile agricultural markets. Options allow for u...
Numerous studies have investigated how farmers should use forward pricing markets, but only limited ...
Corn production is scattered geographically over various continents, but most of it is grown in the ...
A marketing strategy focusing on prices from the most re-cent past, indirectly gives little or no we...
Agricultural prices in European food markets have become substantially more volatile over the past d...
Abstract The literature is replete with theoretical Cumulative probability distributions of in- and ...
With the increasing commodity prices volatility over the last years and the successive agricultural ...
With the increasing commodity prices volatility over the last years and the successive agricultural ...
The instability of commodity prices and the hypothesis that speculative behaviour was one of its cau...
Currently, Value at Risk (VaR) is one of the most important measures of risk. It is the percentile o...
Information on the linkage between production costs and market price of wheat allows farmers to fore...
Information on the linkage between production costs and market price of wheat allows farmers to fore...