Results 61 to 70 of about 3,253,312 (300)
Protection Motivation Theory and Farmers' Participation in Futures Markets: Evidence From Germany
Agribusiness, EarlyView.ABSTRACT This study examines why German farmers show limited adoption of commodity futures contracts despite substantial price volatility, applying Protection Motivation Theory (PMT) to understand the cognitive processes driving participation decisions in futures markets. Survey data from 303 German farmers collected in 2024 were analyzed using Partial
Hendrik Wever +2 more
wiley +1 more source
Limit Theorem for a Modified Leland Hedging Strategy under Constant Transaction Costs rate [PDF]
We study the Leland model for hedging portfolios in the presence of a constant proportional transaction costs coefficient. The modified Leland's strategy recently defined by the second author, contrarily to the classical one, ensures the asymptotic ...
Emmanuel Denis, Sebastien Darses
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Vertical Price Transmission in Food Markets: New Evidence From Meta‐Analysis
Agribusiness, EarlyView.ABSTRACT A growing body of empirical research has examined price dynamics along the food supply chain, yet findings remain heterogeneous and often conflicting. This study conducts a meta‐analysis of 140 studies, totaling 652 observations, to examine (1) the reported presence of asymmetric price transmission and (2) the reported direction of price ...
Sushan K C +2 more
wiley +1 more source
Beyond hedging? The Philippines’ strategic security diversification
Revista CIDOB d'Afers InternacionalsIn Southeast Asia, small states continue to exhibit strategic hedging given the intensifying rivalry between the United States and China. The existing literature on hedging emphasises the rationality and agency of minor powers.
Aries A. Arugay +2 more
doaj +1 more source
Comparing conditional hedging strategies. [PDF]
The traditional approach to discriminate amongst two competing hedging strategies is to compare the sample portfolio return variance implied by each strategy. This simple approach suffers from two drawbacks.
de Ville, e Goyet, C
core
Value of Information of Improved Traceability in Fresh Produce Markets
Agribusiness, EarlyView.ABSTRACT Traceability plays an important role in promoting a safe food supply by fostering transparent information exchange along the food supply chain. New technological innovations have the potential to improve traceability outcomes, as greater transparency along the food supply chain can aid in pinpointing precise origins of the contamination ...
Kelsey Vourazeris +2 more
wiley +1 more source
(S,S)-ADJUSTMENT STRATEGIES AND DYNAMIC HEDGING [PDF]
We study the destabilising effect of dynamic hedging strategies on the price of the underlying asset in the presence of transaction costs. Once transaction costs are taken into account, continuous portfolio re-hedging is no longer an optimal strategy ...
Rainer Andergassen, Elettra Agliardi
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Weather Attention in Online Discourse and Price Uncertainty in Agricultural Futures Markets
Agribusiness, EarlyView.ABSTRACT Weather is a central determinant of production risk in agricultural markets, but markets respond not only to weather conditions themselves, but also to how those conditions are noticed, framed, and interpreted in public discourse. In this setting, real‐time online weather discussions may shape price uncertainty by influencing how market ...
Mario A. Ortez +3 more
wiley +1 more source
Active Hedging Greeks of an Options Portfolio integrating churning and minimization of cost of hedging using Quadratic & Linear Programing [PDF]
This paper proposes a methodology for active hedging Greeks of an option portfolio integrating churning and minimization of cost of hedging. In the first section, hedging strategy is implemented by taking positions in other available options, while ...
Gupta, Akshay +2 more
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The Collective Power of Bacteria as a Blueprint for Emergent Intelligence
Advanced Intelligent Systems, EarlyView.Small cells, powerful collectives. Bacteria demonstrate how sophisticated behaviors can emerge from many simple individuals working together. We explore the remarkable world of bacterial communities and the mechanisms that underpin their complex emergent behaviors, enabling impressive adaptability, robustness, and responsiveness to changing ...
Johanna A. Blee +2 more
wiley +1 more source