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Price Risk in the Wheat Market in Poland

  • Figiel, Szczepan
  • Hamulczuk, Mariusz
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    This paper addresses the issue of price risk assessment in the agricultural commodity markets. Four the most frequently used approaches and related methods of measuring price risk in commodity markets were characterized and used to assess price risk in the wheat market in Poland. Results of the analysis showed that predictable and unpredictable components of the price series should be distinguished to properly evaluate real risk exposure. Some noticeable changes in the volatility of the wheat prices over the analyzed period indicate that exposure to the price risk in Polish wheat market after accession to the EU has increased.

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    Paper provided by International Association of Agricultural Economists in its series 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil with number 126144.

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    Date of creation: 2012
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    Handle: RePEc:ags:iaae12:126144
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    1. Moledina, Amyaz A. & Roe, Terry L. & Shane, Mathew, 2004. "Measuring Commodity Price Volatility And The Welfare Consequences Of Eliminating Volatility," 2004 Annual meeting, August 1-4, Denver, CO 19963, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    2. Moschini, GianCarlo & Hennessy, David A., 2001. "Uncertainty, Risk Aversion, and Risk Management for Agricultural Producers," Staff General Research Papers 5323, Iowa State University, Department of Economics.
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