Essays about: "Wheat futures"

Found 2 essays containing the words Wheat futures.

1. 1. Farmers management of fluctuating market prices for wheat and oilseeds : a case study of Swedish grain farmers

   University essay from SLU/Dept. of Economics

   Author : Caroline Beck-Friis; Vilhelm Linde; [2021]
   Keywords : agriculture; business administration; forward contract; futures contract; grain farmers; grain marketing; grain marketing strategy; handelsbanken; hedging;

   Abstract : Since joining the European Union in 1995, food policy in Sweden has gradually undergone significant changes. Before that, the policy was thoroughly guided by ensuring and prioritizing domestic production, which was done through a system of price controls. READ MORE

3. 2. Risk Management for Swedish Farmers - An empirical study on hedge ratios for Swedish wheat

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Pierre Andersson; [2016]
   Keywords : Dynamic hedge ratio; Wheat futures; GARCH; BEKK; VECH; Business and Economics;

   Abstract : The paper investigates data on purchasing price of wheat from Swedish grain buyer Lantmännen and MATIF future contracts on milling wheat in an attempt to replicate the conditions for a Swedish farmer trying to manage his risk on wheat by trading future contracts on the MATIF exchange. Two static linear regressions and four dynamic GARCH models are employed on a sample of 1679 daily returns and 339 weekly returns ranging from 2009-07-01 to 2016-01-11. READ MORE