Variability in soyabean futures prices: an integrated framework

Article Abstract:

The development of a better prototype of the variance of changes in futures prices including information, market structure and economic variables led to the discovery of the nonlinear nature of the Samuelson effect, the limited importance of seasonal variables, the reduction of price volatility due to speculation, the increase of volatility when large traders on the short side enjoy a consolidation of open interest, and the existence of a clear distributed lag in the models.

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Risk Management in Agricultural Markets: A Review

Article Abstract:

Marketing strategies to manage price and revenue risk for farm commodities are surveyed and evaluated. The author concludes that no specific advice can be formulated for farmers because there is lack of existing data and methods in the farm business, its production and utility functions, level of efficiency, yield, costs and risks involved to form a framework for evaluating choices.

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Optimal contract design: For whom?

Article Abstract:

A 1997 change in derivative contracts at the Chicago Mercantile Exchange did not asffect accessibility but did increase market revenue.

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