February 21, 2017

Risk Management in Commodity Markets: From Shipping to by Helyette Geman

By Helyette Geman

A complete source for knowing the complexities of agricultural finance

Agricultural Finance: From plants to Land, Water, and Infrastructure is a pioneering e-book that provides a finished source for realizing the global agriculture markets, from spikes in agricultural commodity costs to buying and selling recommendations, and the agribusiness ordinarily to the demanding situations of feeding the planet particularly. The publication additionally is going in-depth at the subject matters of land, water, fertilizers, biofuels, and ethanol. Written by way of Helyette Geman—an professional in commodity derivatives—this e-book explores the rural market and the cycles in agricultural commodity costs that may be the major to investor success.

This source addresses quite a lot of different very important subject matters to boot, together with agricultural assurance, strength, transport and bunker costs, sustainability, investments in land, subsidies, agricultural derivatives, and farming risk-management. different themes coated comprise dependent items and agricultural commodities ETFs; exchange finance in an period of credits scarcity; securitization and commodity-linked notes; grains: wheat, corn, soybeans; softs: espresso, cocoa, cotton; transport as a key element of agricultural exchange; and the foremost agricultural transport routes and the prices. The book:

  • Offers the 1st entire source that offers with the all elements of agricultural finance
  • Includes info that's an important for pension money, asset managers, hedge money, agribusiness corporates, CTAs and regulators
  • Covers a number themes from agricultural bunker costs, futures, techniques to significant delivery routes and the costs

This textual content is a must have source for having access to the knowledge required to exchange effectively within the agricultural marketplace.

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Extra resources for Risk Management in Commodity Markets: From Shipping to Agriculturals and Energy (The Wiley Finance Series)

Sample text

The quantity F gives a very good proxy for the overall level of the futures market, while being more visible and less unstable than the spot price. However, it can happen that, in forward curves spanning several years, the average forward price differs for different years ahead, as it reflects the market anticipation of the remaining reserves left at that time for exhaustable commodities such as copper, crude oil or uranium. Below we introduce an important generalization of the model, which deals with such issues.

The Theory of the Price of Storage. American Economic Review 39, 1254–1262. 1 INTRODUCTION Commodity markets have been buoyant for the last few years and commodity spot prices continue (at the time of writing) to reach new record highs, driven by a strong world demand and a tight supply, very sensitive to political or weather events. Moreover, for more than a century, forward markets have been the main place of commodity trading as they allow investors to avoid the hurdles of physical delivery while getting the desired exposure to changes in commodity prices.

Such indicators can be easily monitored on a daily or intra-day basis and used for developing trading strategies. There are many technical indicators developed for asset spot prices which are routinely applied to commodity spot Forward Curve Modelling in Commodity Markets 27 prices. However, trading indicators obtained on the basis of forward prices are not that common. Here we discuss several such indicators and outline their potential use. As we noted above, forward markets for non-seasonal commodities such as crude oil are mainly in two states: backwardation or contango.

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