文章基本信息

标题：Price Risk in the Wheat Market in Poland
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作者：Figiel, Szczepan ; Hamulczuk, Mariusz
期刊名称：Journal of Agribusiness
印刷版ISSN：0738-8950
出版年度：2012
期号：Suppl
出版社：Journal of Agribusiness
摘要：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.