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Managing Price Risk in the Pakistan Wheat Market

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Author Info
Faruqee, Rashid
Coleman, Jonathan R
Scott, Tom
Abstract

The government intervenes in the wheat market in Pakistan to ensure food security for consumers and to provide adequate and stable incomes for producers. The cost of this intervention is high, and its impact on the performance of agriculture has been significantly negative. The World Bank is urging policy changes such as removing agricultural trade restrictions, price supports, and subsidies. However, policymakers often resist such reforms, fearing that they will expose the domestic market to fluctuating international commodity prices. This article assesses the risk management needs of the sector and evaluates whether using financial instruments--such as commodity hedging using futures, options, or swaps--would improve risk management. Simulations based on monthly data for 1994 show that market-based methods of risk management could reduce the impact of international price volatility on the domestic market without incurring high government cost or distorting price signals. Copyright 1997 by Oxford University Press.

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Publisher Info
Article provided by Oxford University Press in its journal World Bank Economic Review.

Volume (Year): 11 (1997)
Issue (Month): 2 (May)
Pages: 263-92
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Handle: RePEc:oup:wbecrv:v:11:y:1997:i:2:p:263-92

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Postal: Oxford University Press, Great Clarendon Street, Oxford OX2 6DP, UK
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  1. Baffes, John & Ajwad, Mohamed I., 1998. "Detecting price links in the world cotton market," Policy Research Working Paper Series 1944, The World Bank. [Downloadable!]
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This page was last updated on 2009-12-15.


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