Impact of risk management on sustainable farming business
The purpose of this study is to evaluate the instruments utilized in agricultural risk management. The study’s goals are to highlight the hazards that Romanian farmers confront and to uncover strategies to mitigate these risks. In this regard, we present
Andrei - Cristian Matei, Mihaela Onofrei
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Regime-Switching Risk: To Price or Not to Price? [PDF]
Should the regime-switching risk be priced? This is perhaps one of the important “normative” issues to be addressed in pricing contingent claims under a Markovian, regime-switching, Black-Scholes-Merton model. We address this issue using a minimal relative entropy approach.
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Risk, uncertainty, and asset prices [PDF]
We identify the relative importance of changes in the conditional variance of fundamentals (which we call 'uncertainty') and changes in risk aversion ('risk' for short) in the determination of the term structure, equity prices, and risk premiums ...
Geert Bekaert +2 more
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Pricing Growth-Rate Risk [PDF]
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Lars Peter Hansen, José A. Scheinkman
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THE (IN)STABILITY OF INTEGRATION IN AGRICULTURAL PRODUCER GROUPS IN POLAND AND POSSIBILITIES FOR ITS MITIGATION: A CASE STUDY OF THE PIG SECTOR [PDF]
Since the introduction of financial support under the Common Agricultural Policy in Poland, substantial funds have been allocated to subsidies for agricultural producer groups (APGs). The existing support system creates a considerable risk that many APGs
Łukasz Kryszak +2 more
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Using Artificial Neural Networks to Find Buy Signals for WTI Crude Oil Call Options
Oil price changes significantly influence proper functioning of the entire world economy, which entails the risk of losses. One of the possible ways to reduce this risk is to use some dedicated risk management tools, such as options contracts.
Radosław Puka, Bartosz Łamasz
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Risk Management in Islamic and Conventional Banks: A Differential Analysis
Islamic banking is interest-free banking which makes it necessary for Islamic banks to take active part in the operations of the business, i.e. share profits as well as losses. Banks including Islamic banks prefer to take minimum risk. On the surface, it
Salman Ahmed Shaikh, Amanat Ali Jalbani
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FORECASTING COHERENT VOLATILITY BREAKOUTS
The paper develops an algorithm for making long-term (up to three months ahead) predictions of volatility reversals based on long memory properties of financial time series.
A. S. Didenko +2 more
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SMALLHOLDER MAIZE FARMERS MARKET PARTICIPATION ON A COMMODITY EXCHANGE: THE CASE OF GHANA COMMODITY EXCHANGE [PDF]
This article investigates smallholder farmers' market participation decisions on a commodity exchange and attempts to identify the most critical elements that impact smallholder farmers' decision to engage in the output market and trade their goods on ...
Larbi W.
doaj
Output Price Risk, Material Input Price Risk, and Price Margins: Evidence from the US Catfish Industry. [PDF]
Aim/purpose - To develop a conceptual model for analyzing the impact of output price risk and material input price risk on price margins. Design/methodology/approach - To analyze the combined effect of output price risk and material input risk on price ...
David Bouras +2 more
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