Price Risk in the Wheat Market in Poland

This paper addresses the issue of price risk assessment in the agricultural commodity markets. Four the most frequently used approaches and related methods of measuring price risk in commodity markets were characterized and used to assess price risk in the wheat market in Poland. Results of the analysis showed that predictable and unpredictable components of the price series should be distinguished to properly evaluate real risk exposure. Some noticeable changes in the volatility of the wheat prices over the analyzed period indicate that exposure to the price risk in Polish wheat market after accession to the EU has increased.


Issue Date:
2012
Publication Type:
Conference Paper/ Presentation
PURL Identifier:
http://purl.umn.edu/126144
Total Pages:
17
JEL Codes:
C22
Series Statement:
Poster
17259




 Record created 2017-04-01, last modified 2017-08-22

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