Dynamic Decision Making in Agricultural Futures and Options Markets
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چکیده
منابع مشابه
A DSS-Based Dynamic Programming for Finding Optimal Markets Using Neural Networks and Pricing
One of the substantial challenges in marketing efforts is determining optimal markets, specifically in market segmentation. The problem is more controversial in electronic commerce and electronic marketing. Consumer behaviour is influenced by different factors and thus varies in different time periods. These dynamic impacts lead to the uncertain behaviour of consumers and therefore harden the t...
متن کاملبرآورد نسبت‌های تأمین در بازارهای آتی و اختیار معامله محصولات کشاورزی در ایران و شناخت عوامل مؤثر بر آن : (مطالعه موردی پسته)
In this study, at first, different models for measuring hedge ratios in futures and options markets were introduced. Then, the models were applied to a sample of 300 Iranian pistachio producers. The results showed that hedge ratios in pistachio futures and options markets, on average, were in a range of 0.22 to 0.99. When pistachio yield is unpredictable, options market is preferred to futures ...
متن کاملForecasting Corn Futures Volatility in the Presence of Long Memory, Seasonality and Structural Change
Xiaoyang Wang ([email protected]) is a Graduate Research Assistant with the Office of Futures and Options Research in the Department of Agricultural and Consumer Economics in the University of Illinois at Urbana-Champaign. Philip Garcia is the T.A. Hieronymus Distinguished Chair in Futures Markets and Director, Office of Futures and Options Research in the University of Illinois at UrbanaCha...
متن کاملبرآورد نسبت‌های تأمین در بازارهای آتی و اختیار معامله محصولات کشاورزی در ایران و شناخت عوامل مؤثر بر آن : (مطالعه موردی پسته)
In this study, at first, different models for measuring hedge ratios in futures and options markets were introduced. Then, the models were applied to a sample of 300 Iranian pistachio producers. The results showed that hedge ratios in pistachio futures and options markets, on average, were in a range of 0.22 to 0.99. When pistachio yield is unpredictable, options market is preferred to futures ...
متن کاملBid-Ask Spreads, Volume, and Volatility: Evidence from Livestock Markets
Copyright 2009 by Julieta Frank and Philip Garcia. All rights reserved. Readers may make verbatim copies of this document for non‐commercial purposes by any means, provided that this copyright notice appears on all such copies. Abstract Understanding the determinants of liquidity costs in agricultural futures markets is hampered by a need to use proxies for the bid-ask spread which are often bi...
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