Commodity futures markets: are they an effective price risk management tool for the European wheat supply chain ?
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- Revoredo-Giha, Cesar & Zuppiroli, Marco, 0. "Commodity futures markets: are they an effective price risk management tool for the European wheat supply chain?," Bio-based and Applied Economics Journal, Italian Association of Agricultural and Applied Economics (AIEAA), issue 3.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Marco Zuppiroli & Cesar Revoredo-Giha, 2016.
"Hedging effectiveness of European wheat futures markets: an application of multivariate GARCH models,"
International Journal of Applied Management Science,
Inderscience Enterprises Ltd, vol. 8(2), pages 132-148.
- Revoredo-Giha, Cesar & Zuppiroli, Marco, 2015. "Hedging effectiveness of European wheat futures markets: An application of multivariate GARCH models," 2015 Conference, August 9-14, 2015, Milan, Italy 212486, International Association of Agricultural Economists.
- Gianluca Stefani & Marco Tiberti, 2013. "Textbook Estimators of Multiperiod Optimal Hedging Ratios: Methodological Aspects and Application to the European Wheat Market," Working Papers - Economics wp2013_29.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
- Revoredo-Giha, Cesar & Zuppiroli, Marco, 2014. "Hedging effectiveness of European wheat futures markets," 2014 International Congress, August 26-29, 2014, Ljubljana, Slovenia 182948, European Association of Agricultural Economists.
More about this item
KeywordsFutures prices; commodity prices; volatility; wheat; Demand and Price Analysis; Farm Management; International Relations/Trade; G1; G130;
- G1 - Financial Economics - - General Financial Markets
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-AGR-2013-06-16 (Agricultural Economics)
- NEP-ALL-2013-06-16 (All new papers)
- NEP-RMG-2013-06-16 (Risk Management)
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