Instrumenty zmniejszania ryzyka cenowego

• Autorzy: Pennings J M E , Rembeza J.
• Języki publikacji: PL

Abstrakty

EN

The article reviews some important price risk management instruments available in developed market economy countries. Basic features, advantages and disadvantages of cash forward contracts, futures contracts, commodity option contracts and joining marketing channels is discussed.

Słowa kluczowe

PL

transakcje terminowe nierzeczywiste; transakcje forward; opcje; transakcje gotowkowe; ryzyko finansowe; ceny; marketing; transakcje; rolnictwo; produkty rolne

• Wydawca: -
• Czasopismo: Postępy Nauk Rolniczych
• Rocznik: 1996
• Tom: 43
• Numer: 3
• Strony: 73-82
• Opis fizyczny: s.73-82,bibliogr.

Twórcy

autor

Pennings J M E

• Agricultural University, Wageningen

autor

Rembeza J.

Bibliografia

• [1] Benet B.A., Luft C. F.1995. Hedge performance of SPX Index Option and S&P 500 futures. Journal of Futures Markets 15: 691-717.
• [2] Bosch J.D, Johnson C. J .1992. Anevaluation of risk management strategies for dairy farms. Southern Journal of Agricultural Economics December: 173-182.
• [3] Dwight G. 1985. Theory of the firm with joint price and output risk and a forward market. American Journal of Agricultural Economy 67: 630-635.
• [4] Hirschleifer D. 1988a. Risk, futures pricing and the organization of production in commodity markets. Journal of Political Economy 96: 1206-1220.
• [5] Hirschleifer D. 1988b. Futures trading, storage and the division of risk: a multiperiod analysis. Economic Journal 6: 700-719.
• [6] Nelson R.D. 1985. Forward and futures contracts as preharcest commodity marketing instruments. American Journal of Agricultural Economy 67: 15-23.
• [7] Pennings J. M. E., Meulenberg M. T. G. 1995. Hedging efficiency: a futures exchange management approach. Working paper, Wageningen Agricultural University.
• [8] Stoll H. R., Whaley R. E. 1993. Futures and options. South-Western Publishing Co., Ohio.
• [9] Working H. 1953. Hedging reconsidered. Journal of Farm Economis 35: 544-561.