Price Risk Management Techniques in Terms of Possibilities of Developing Commodity Derivatives in Polish Agriculture
Abstract
This paper is divided into two sections: the objective of the first section concerns identification of price risk volatility system protection. The second section presents measurement and evaluation of the level of price volatility (on wheat and rye markets).
Keywords
Commodity price; Agricultural products; Commoodity markets; Deirvatives market; Derivatives; Agriculture; Price risk
References
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Fisher S. (1981): Relative shock, relative price variability and inflation. Brook. Pap. Ekon. Act. 2: 381-431.
Jerzak M.A. (2000): Znaczenie rynku terminowego dla rozwoju instytucji giełdy towarowej w Polsce. Rocz. AR Pozn. Rozpr. Nauk. 305.
Uniwersytet Przyrodniczy w Poznaniu Poland
Uniwersytet Przyrodniczy w Poznaniu Poland
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