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Risk Management in Agricultural Markets: A Review

Citations

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Cited by:

  1. Roncoroni, Andrea & Id Brik, Rachid, 2017. "Hedging size risk: Theory and application to the US gas market," Energy Economics, Elsevier, vol. 64(C), pages 415-437.
  2. Mert Demir & Terrence F. Martell & Lene Skou, 2025. "Agricultural Futures Contracts as Part of a Sustainable Investment Strategy: Issues and Opportunities," Commodities, MDPI, vol. 4(3), pages 1-20, August.
  3. Power, Gabriel J. & Eaves, James & Turvey, Calum & Vedenov, Dmitry, 2017. "Catching the curl: Wavelet thresholding improves forward curve modelling," Economic Modelling, Elsevier, vol. 64(C), pages 312-321.
  4. Li, Yafei & Helfenstein, Julian & Swart, Rebecca & Levers, Christian & Mohr, Franziska & Diogo, Vasco & Bürgi, Matthias & Williams, Tim G. & Zafeiriou, Rigas & Zarina, Anita & Ammann, Jeanine & Rolo, , 2025. "Agroecological and technological practices in European arable farming: Past uptake and expert visions for future development," Land Use Policy, Elsevier, vol. 153(C).
  5. G. Dionne & T. M. Harchaoui, 2002. "Banks’ Capital, Securitization and Credit Risk : An Empirical Evidence for Canada," Thema Working Papers 2002-33, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS.
  6. Pesaran, M. Hashem & Schuermann, Til & Treutler, Bjorn-Jakob & Weiner, Scott M., 2006. "Macroeconomic Dynamics and Credit Risk: A Global Perspective," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(5), pages 1211-1261, August.
  7. Sarveshwar Kumar Inani, 2018. "Price Discovery and Efficiency of Indian Agricultural Commodity Futures Market: An Empirical Investigation," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 16(1), pages 129-154, March.
  8. Jerzy P. Gwizdala, 2013. "Miara rentownosci kapitalu skorygowanego o ryzyko w zarzadzaniu ryzykiem kredytowym w banku. (Risk adjusted return on capital in credit risk management in a bank.)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, vol. 11(42), pages 161-176.
  9. Ariane Chapelle, 2006. "The virtue of operational risk management," ULB Institutional Repository 2013/9935, ULB -- Universite Libre de Bruxelles.
  10. Anna Szczepańska-Przekota, 2022. "Causality in Relation to Futures and Cash Prices in the Wheat Market," Agriculture, MDPI, vol. 12(6), pages 1-10, June.
  11. Peter Blum & Michel Dacorogna, 2003. "Dynamic Financial Analysis - Understanding Risk and Value Creation in Insurance," Risk and Insurance 0306002, University Library of Munich, Germany.
  12. Albrecht, Peter, 2005. "Kreditrisiken - Modellierung und Management: Ein Überblick," German Risk and Insurance Review (GRIR), University of Cologne, Department of Risk Management and Insurance, vol. 1(2), pages 22-152.
  13. Aviral Kumar Tiwari & Aruna Kumar Dash & Subhendu Dutta, 2015. "Testing the mean reversion in prices of agricultural commodities in India," Economics Bulletin, AccessEcon, vol. 35(3), pages 1928-1940.
  14. Marc Saidenberg & Til Schuermann & May, "undated". "The New Basel Capital Accord and Questions for Research," Center for Financial Institutions Working Papers 03-14, Wharton School Center for Financial Institutions, University of Pennsylvania.
  15. Martial Phélippé-Guinvarc'H & J. Cordier, 2019. "Le risque économique : la difficile agrégation des risques à l'échelle des exploitations et des filières," Post-Print hal-02481080, HAL.
  16. Monika Harčariková, 2018. "Managing Price Risk in the Corn Market Using Option Strategies," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, vol. 66(3), pages 767-779.
  17. Choe, Kyoungin & Goodwin, Barry K., 2024. "Convergence Bias in Lean Hog Futures: Are Hog Prices Reliable?," 2024 Annual Meeting, July 28-30, New Orleans, LA 343733, Agricultural and Applied Economics Association.
  18. Lyu Yarong & Chen Minpeng, 2021. "Farmers' perception on combined climatic and market risks and their adaptive behaviors: a case in Shandong Province of China," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 23(9), pages 13042-13061, September.
  19. Julie A. Winkler & Logan Soldo & Ying Tang & Todd Forbush & David S. Douches & Chris M. Long & Courtney P. Leisner & C. Robin Buell, 2018. "Potential impacts of climate change on storage conditions for commercial agriculture: an example for potato production in Michigan," Climatic Change, Springer, vol. 151(2), pages 275-287, November.
  20. Andrew Kuritzkes & Til Schuermann & Scott M. Weiner, 2002. "Risk Measurement, Risk Management and Capital Adequacy in Financial Conglomerates," Center for Financial Institutions Working Papers 03-02, Wharton School Center for Financial Institutions, University of Pennsylvania.
  21. H. Kent Baker & Satish Kumar & Nitesh Pandey, 2021. "Forty years of the Journal of Futures Markets: A bibliometric overview," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(7), pages 1027-1054, July.
  22. Elisabeth Vollmer & Daniel Hermann & Oliver Musshoff, 2019. "The disposition effect in farmers’ selling behavior: an experimental investigation," Agricultural Economics, International Association of Agricultural Economists, vol. 50(2), pages 177-189, March.
  23. Xuan Liu & Jun Duan & G. Cornelis van Kooten, 2018. "The impact of changes in the AgriStability program on crop activities: A farm modeling approach," Agribusiness, John Wiley & Sons, Ltd., vol. 34(3), pages 650-667, June.
  24. Karen E. Lewis & Ira J. Altman & Mark R. Manfredo & Dwight R. Sanders, 2015. "Risk Premiums and Forward Basis: Evidence from the Soybean Oil Market," Agribusiness, John Wiley & Sons, Ltd., vol. 31(3), pages 388-398, June.
  25. Fiechter, Chad & Kunwar, Binayak & Mallory, Mindy & Faller, Eugene, 2025. "An Evaluation of Corn Farmers’ Use of Over-the-Counter Risk Management Products," 2025 AAEA & WAEA Joint Annual Meeting, July 27-29, 2025, Denver, CO 360826, Agricultural and Applied Economics Association.
  26. Raphaël H. Boroumand & Stéphane Goutte & Ehud I. Ronn, 2020. "Characterizing the hedging policies of commodity price‐sensitive corporations," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(8), pages 1264-1281, August.
  27. Daniel L. Prager & Christopher B. Burns & Ryan Williams, 2025. "Why Don't Farmers Use Futures and Options for Hedging? An Examination of Historical Basis Risk and Cash Constraints," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 45(9), pages 1324-1342, September.
  28. Phelippe-Guinvarc'h, Martial V. & Cordier, Jean E., 2006. "A private management strategy for the crop yield insurer: A theoretical approach and tests," Insurance: Mathematics and Economics, Elsevier, vol. 39(1), pages 35-46, August.
  29. Doyon, Maurice & Brodeur, Catherine & Gervais, Jean-Philippe, . "Imputing Dairy Producers' Quota Discount Rate Using the Individual Export Milk Program in Quebec," CAFRI: Current Agriculture, Food and Resource Issues, Canadian Agricultural Economics Society, issue 7, pages 1-11.
  30. Luitel, Kishor P. & Adhikari, Shyam & Wright, Andrew P. & Hudson, Michael D. & Knight, Thomas O., "undated". "Believing Yourself: Perceived Risk Taking Behavior and Risk Management Decision of Texas Cotton Farmers," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258242, Agricultural and Applied Economics Association.
  31. Carter, David A. & Rogers, Daniel A. & Simkins, Betty J. & Treanor, Stephen D., 2017. "A review of the literature on commodity risk management," Journal of Commodity Markets, Elsevier, vol. 8(C), pages 1-17.
  32. Hansen, Bjørn Gunnar & Li, Yushu, 2015. "Future world market prices of milk and feed looking into the crystal ball," Discussion Papers 2015/17, Norwegian School of Economics, Department of Business and Management Science.
  33. Peng Peng & Zhigang Xu, 2022. "Price expectations, risk aversion, and choice of sales methods for large‐scale farmers under incomplete market conditions," Agribusiness, John Wiley & Sons, Ltd., vol. 38(4), pages 1012-1031, October.
  34. Nicolas Merener, 2016. "Concentrated Production and Conditional Heavy Tails in Commodity Returns," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 36(1), pages 46-65, January.
  35. Peter Berling & Kaj Rosling, 2005. "The Effects of Financial Risks on Inventory Policy," Management Science, INFORMS, vol. 51(12), pages 1804-1815, December.
  36. repec:ags:aaea22:343733 is not listed on IDEAS
  37. Lim, Terence & Lo, Andrew W. & Merton, Robert C. & Scholes, Myron S., 2006. "The Derivatives Sourcebook," Foundations and Trends(R) in Finance, now publishers, vol. 1(5–6), pages 365-572, April.
  38. Etienne, Xiaoli L. & Irwin, Scott H. & Garcia, Philip, 2014. "Bubbles in food commodity markets: Four decades of evidence," Journal of International Money and Finance, Elsevier, vol. 42(C), pages 129-155.
  39. Schütz, Peter & Westgaard, Sjur, 2018. "Optimal hedging strategies for salmon producers," Journal of Commodity Markets, Elsevier, vol. 12(C), pages 60-70.
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