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Les marchés dérivés de produits agricoles. Présentation et perspectives de développement dans l'Union européenne

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  • Cordier, Jean

Abstract

L'article présente une réflexion sur le développement potentiel des instruments privés de gestion du risque négociés sur des marchés de gré à gré ou sur des marchés centralisés. Après une description succincte et un essai de classification de ces instruments dont la valeur d'échange dépend du prix d'une marchandise sous-jacente (d'où le nom de produits dérivés), les principales préoccupations théoriques sont présentées, depuis l'efficience informationnelle du marché jusqu'à la couverture optimale du risque sur portefeuille de produits dérivés. Enfin les perspectives de développement des produits dérivés de marchandises agricoles dans l'Union européenne sont analysées à partir de plusieurs interrogations : quelles possibilités de coexistence des formes de gestion du risque mutualiste et individuelle au sein des organisations, enfin quel avenir pour les contrats innovants qui concernent par exemple les droits à produire, les droits à polluer ou l'assurance sur les rendements agricoles ?
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Suggested Citation

  • Cordier, Jean, 1996. "Les marchés dérivés de produits agricoles. Présentation et perspectives de développement dans l'Union européenne," Cahiers d'Economie et de Sociologie Rurales (CESR), Institut National de la Recherche Agronomique (INRA), vol. 41.
    • Handle: RePEc:ags:inrace:212496
    DOI: 10.22004/ag.econ.212496
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    File URL: https://ageconsearch.umn.edu/record/212496/files/CESR-41-5-38.pdf
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    References listed on IDEAS

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    1. B. Wade Brorsen, 1995. "Optimal Hedge Ratios with Risk-Neutral Producers and Nonlinear Borrowing Costs," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 77(1), pages 174-181.
    2. Bollerslev, Tim, 1986. "Generalized autoregressive conditional heteroskedasticity," Journal of Econometrics, Elsevier, vol. 31(3), pages 307-327, April.
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    2. GAIGNE, Carl & LAROCHE DUPRAZ, Cathie & MATTHEWS, Alan, 2015. "Thirty years of European research on international trade in food and agricultural products," Review of Agricultural and Environmental Studies - Revue d'Etudes en Agriculture et Environnement (RAEStud), Institut National de la Recherche Agronomique (INRA), vol. 96(01), March.

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