By Helyette Geman

A complete source for figuring out the complexities of agricultural finance

Agricultural Finance: From vegetation to Land, Water, and Infrastructure is a pioneering ebook that provides a complete source for figuring out the global agriculture markets, from spikes in agricultural commodity costs to buying and selling concepts, and the agribusiness often to the demanding situations of feeding the planet particularly. The e-book additionally is going in-depth at the themes of land, water, fertilizers, biofuels, and ethanol. Written by means 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 main to investor success.

This source addresses quite a lot of different vital themes to boot, together with agricultural coverage, strength, delivery and bunker costs, sustainability, investments in land, subsidies, agricultural derivatives, and farming risk-management. different themes lined 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; delivery as a key portion of agricultural exchange; and the foremost agricultural transport routes and the prices. The book:

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

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

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

Sample text

Futures maturing in the winter (the time of high demand for gas in the UK) are clearly at a premium compared to those maturing in summer. 2, are unable to deal with this prominent seasonal feature observed in many futures markets. 4. e. the description of its random movements over time) and the understanding of the main fundamental factors behind its evolution have been the subject of extensive research, both by practitioners and academics. A proper model of the dynamics of the forward curve is an essential input in most derivative pricing models, scenario simulation and risk management applications.

14) t=1 where n is the number of observations in the historical dataset and we include all futures expiring in the calendar month M (possibly for different years). ,n for all available times to maturity τ is computed as γˆ (t, τ ) = ln(F (t)/F (t, T )) + sˆ (T ) . 15) From the obtained series (F(t))t and (γˆ (t, τ ))t , the parameters of the associated stochastic diffusion models can be estimated by, for instance the method of maximum likelihood. 5 shows the estimated seasonal premia for UK natural gas, electricity and heating oil futures.

Short-term expectations on supply and demand. Depending on a given application, the PCA can be performed either for historical futures prices or returns. 5), PCA is applied directly to the futures prices, as is done, for example, in Weron (2006) for simulating electricity forward prices. For risk management and derivatives pricing applications, the main risk factors and corresponding volatilities can be conveniently summarized by the principal components of the historical futures price returns.

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