Determining fluctuations and cycles of corn price in Iran

Behzad, Fakari; Farsi, Mohammad; Kojouri, M

doi:10.17221/141/2012-agricecon

Cited by 6 publications

(3 citation statements)

References 13 publications

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“…This condition is allegedly due to the slow flow of information (asymmetric information) from the market in Jakarta to the Kupang city and the market in Kupang district, as well as infrastructure and commodity cycle constraints in the form of selling time and business patterns. According to Fakari, et al, (2013) in the study of fluctuations and cycles of prices of agricultural commodities (corn) in Iran, finding that each commodity often has its own price movement cycle.…”

Section: Resultsmentioning

confidence: 99%

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2018

RJOAS

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Various positive and negative impacts (social, economic, and environmental) arise from the establishment of a company in a region. It results in the government issuing laws and regulations to ensure a company's responsibility to the public, especially the community around the company's operating area through real activities. The real activities undertaken by the company are called Corporate Social Responsibility. The implementation of Corporate Social Responsibility can be viewed from the legal and economic aspects. Through the legal aspect, Corporate Social Responsibility is an obligation that must be implemented by the company in accordance with the laws and regulations applicable to the the company's operation. Based on the economic aspect, the impact of the Corporate Social Responsibility implementation is a company's reciprocity regarding the community where company operates and the sustainability of the company. This research explores Corporate Social Responsibility for TBK's agricultural sector companies in Indonesia (2012.

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Section: Resultsmentioning

confidence: 99%

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2018

RJOAS

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“…The average unconditional volatility of international price in grain markets almost rose 80 percent, this price volatility usually transmitted to grain markets in developing countries (Ceballos et al, 2015). Price volatility has a drastic impact on some actors such as producers, consumers, investors, and government (Fakari et al, 2013).…”

Section: Introductionmentioning

confidence: 99%

Volatility Transmission of Barley World Price to the Domestic Market of Iran and the Role of Iran Mercantile Exchange; An Application of Bekk Model

et al. 2019

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Barley is one of the main crops after wheat and rice. The importance of this product increases because it is an essential input in the livestock and poultry industries. The prices of input, which used in the livestock and poultry industries, faced fluctuations in recent years. Thus, in this study, the price fluctuation of barley in the Iran Mercantile Exchange, Iran domestic free market and World Market compared by applying the GARCH model. This model applied to monthly prices of barley from March 2009 to February 2017. Also, the volatility and shock transmission of barley price between these three markets analyzed by the BEKK model. The results showed that the price fluctuations of the domestic market are more than the global market. In addition, the shocks and volatilities of the world and Iran free market transmitted to the Iran Mercantile Exchange. Thus, the use of new financial instruments in the domestic free market is necessary.

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“…Agricultural products are essential food components for people, but they are also raw materials in a number of industrial processes. Due to very high importance of agricultural commodities for everyday life, unstable agricultural prices may cause serious social problems worldwide, such as poverty, food trade restrictions, and bioenergy disputes, as Fakari et al (2013) asserted. Therefore, exploring the behaviours of agricultural commodity prices is of great interest for wide range of market participants -agricultural producers, commodity traders, and portfolio managers -from the aspect of asset price valuation, investment allocation, and risk management.…”

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How to combine precious metals with corn in a risk-minimizing two-asset portfolio?

Živkov¹,

Balaban²,

Kuzman³

2021

AGR ECON-CZECH

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This paper tries to find out which precious metal futures are the best hedging tools for corn spot commodity, taking into account three different risk measures – variance (Var), value at risk (VaR), and conditional value at risk (CVaR). For computation purposes, we use an optimal dynamic conditional correlation (DCC) specification for every considered pair. Our findings indicate that portfolio with gold outperforms the other three precious metals (silver, platinum, and palladium) with respect to all three risk metrics. The reason for such findings is two-fold. First, gold has the lowest average dynamic correlation with corn (below 11%), and gold also has the lowest average risk of all precious metals. The second-best combination is corn-platinum, whereas the corn-silver pair gives the worst hedging results. This happens because silver has the highest average dynamic correlation with corn (14.5%), but more importantly, silver is the riskiest commodity, which makes this asset unsuitable for combining with corn. According to the results, the ratio between corn and gold in a two-asset portfolio should be about 27 : 73.

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Determining fluctuations and cycles of corn price in Iran

Cited by 6 publications

References 13 publications

Untitled

Untitled

Volatility Transmission of Barley World Price to the Domestic Market of Iran and the Role of Iran Mercantile Exchange; An Application of Bekk Model

How to combine precious metals with corn in a risk-minimizing two-asset portfolio?

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