IDEAS home Printed from https://ideas.repec.org/a/zbw/espost/172592.html
   My bibliography  Save this article

Keine erhöhte Volatilität auf Agrarmärkten durch Optionshandel

Author

Listed:
  • Prehn, Sören
  • Glauben, Thomas
  • Dannemann, Tebbe
  • Brümmer, Bernhard
  • Loy, Jens-Peter

Abstract

Der Handel mit Optionen gewinnt auf volatileren Agrarmärkten zunehmend an Bedeutung. Nun stellt sich die Frage, ob der Optionshandel ein sinnvolles Instrument zur Risikoabsicherung von Landwirten und Landhändlern darstellt oder ob er vielmehr ein Treiber der Agrarpreisvolatilität ist. Die Autoren schließen aus ökonometrischen Schätzungen am Beispiel des MATIFKörnermaismarktes, dass der Optionshandel die Volatilität nicht erhöht.

Suggested Citation

  • Prehn, Sören & Glauben, Thomas & Dannemann, Tebbe & Brümmer, Bernhard & Loy, Jens-Peter, 2015. "Keine erhöhte Volatilität auf Agrarmärkten durch Optionshandel," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 95(4), pages 280-283.
    • Handle: RePEc:zbw:espost:172592
    DOI: 10.1007/s10273-015-1819-6
    as

    Download full text from publisher

    File URL: https://www.econstor.eu/bitstream/10419/172592/1/822194430.pdf
    Download Restriction: no
    File URL: https://libkey.io/10.1007/s10273-015-1819-6?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    Other versions of this item:

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Balmann, Alfons & Chatalova, Lioudmila & Valentinov, Vladislav & Gagalyuk, Taras, 2017. "Npr - Can Modern Agriculture Meet Societal Expectations?," 21st Congress, Edinburgh, Scotland, July 2-7, 2017 345813, International Farm Management Association.

    More about this item

    JEL classification:

    • G1 - Financial Economics - - General Financial Markets
    • G3 - Financial Economics - - Corporate Finance and Governance
    • Q1 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Agriculture

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:zbw:espost:172592. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: ZBW - Leibniz Information Centre for Economics (email available below). General contact details of provider: https://edirc.repec.org/data/zbwkide.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.