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	Provedor de dados AgEcon (4) Autor Ledebur, Oliver von (4) Schmitz, Jochen (4) Palavra-chave Agricultural and Food Policy (2) Agricultural policy (2) German agricultural markets (2) Q11 (2) Q13 (2) Q18 (2) Volatility (2) Agrarpolitik (1) Agricultural Finance (1) C53 (1) C58 (1) Commodity Futures (1) Corn (1) Corn market (1) Demand and Price Analysis (1) Deutsche Agrarmärkte (1) Financial Economics (1) Futures prices (1) G17 (1) Market expectations (1) Mais... Tipo do documento Presentation (2) Conference Paper or Presentation (1) Report (1) Ano 2012 (2) 2011 (1) 2009 (1) País United States (4) Idioma Inglês (3) Alemão (1)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 4 Primeira ... 1 ... Última Preisvolatilität auf landwirtschaftlichen Märkten AgEcon Ledebur, Oliver von; Schmitz, Jochen. Zusammenfassung: In diesem Beitrag wird die Entwicklung der Preisvolatilität auf deutschen Agrarmärkten analysiert. Ziel ist es das Ausmaß der Preisvolatilität auf ausgewählte deutsche Agrarmärkte zu quantifizieren und festzustellen inwiefern sie sich im Zeitablauf verändert hat. Soweit möglich wird eine Vergleichbarkeit zwischen den Entwicklungen auf nationalen und internationalen Produktmärkten hergestellt, bzw. es werden die jeweiligen Entwicklungen zueinander in Bezug gestellt. In diesem Zusammenhang gestellte Fragen sind: – Hat es eine Erhöhung der Preisvolatilität gegeben? – Stammt diese aus den Weltmärkten? – Welche Auswirkungen hat die Preisvolatilität auf die Marktakteure? – Welche Rolle spielen dabei die Instrumente der Agrarpolitik und... Tipo: Report Palavras-chave: Volatilität; Deutsche Agrarmärkte; Agrarpolitik; Volatility; German agricultural markets; Agricultural policy; Agricultural and Food Policy; Demand and Price Analysis; Q11; Q13; Q18. Ano: 2011 URL: http://purl.umn.edu/104075 Corn Price Behavior – Volatility transmission during the boom on futures Markets AgEcon Ledebur, Oliver von; Schmitz, Jochen. Since 2000 a number of factors impacted agricultural markets drastically. Among these are structural changes in global demand and repeated supply constraints that supported the observed positive development of agricultural prices. Given the increasingly interdependent global markets, the question arises of in how far an isolated view of a single market, when analysing price volatility, is sufficient? The paper is a contribution to the debate on the recent commodity price bubble and the relationship among commodity futures markets for agricultural raw materials. More particularly, the transmission of price volatility between commodity future markets is analysed. The background question is whether and to what extent the volatility of agricultural commodity... Tipo: Conference Paper or Presentation Palavras-chave: Commodity Futures; Corn; Time Series; Price volatility transmission; Multivariate GARCH; Agricultural and Food Policy. Ano: 2009 URL: http://purl.umn.edu/58136 Price volatility on the German Agricultural Markets AgEcon Ledebur, Oliver von; Schmitz, Jochen. In this contribution, the development of price volatility on German agricultural markets is analyzed. We quantify the degree of price volatility for selected German agricultural markets and determine how it evolves over time and search for policy driven structural changes in volatility levels measured by the historical volatility. Based on annualised historical volatilities t test were performed to identify if the change in the volatility levels show any relationship to the process of reform of the CAP. An increase in volatility could be identified for the main German markets regulated by the Common Market Organisations. A positive relationship among the reform process of the CAP and the changes of the volatility levels could be identified particularly for... Tipo: Presentation Palavras-chave: Volatility; German agricultural markets; Agricultural policy; Risk and Uncertainty; Q11; Q13; Q18. Ano: 2012 URL: http://purl.umn.edu/122534 The 2007 emerging corn price surge revisited – Was it expected or a large surprise? AgEcon Schmitz, Jochen; Ledebur, Oliver von. Point forecasts are a common method to classify uncertain future outcomes. In the option price literature the concept of implied volatility is well known. This concept is used to get a forward looking indicator about the future volatility. Nowadays market expectations can be extracted in numerous ways. One of the first articles regarding this topic in the area of exchange rates and interest rates was Sölderlind and Svensson (1997). Extracting market expectations is not only focused on point forecasts. A more ambitious approach is to extract the whole possible range of market expectations out of option prices. This concept is called risk-neutral density (RND). Most agricultural markets undergo some remarkable price movements in the last 4 years. The reasons... Tipo: Presentation Palavras-chave: Risk neutral density; Market expectations; Futures prices; Corn market; Agricultural Finance; Financial Economics; Political Economy; Research Methods/ Statistical Methods; Q14; C53; C58; G17. Ano: 2012 URL: http://purl.umn.edu/123971 Registros recuperados: 4 Primeira ... 1 ... Última

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