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Volatile agricultural prices and agricultural futures markets

Research domain:
Agricultural value chains

Project duration:
since 01.01.2013

The aim of the research project is to analyze the determinants of the increased volatility on agricultural futures and spot markets. The project is divided into two parts. On the one hand, we analyze if the increasing financialization of the agricultural futures market is the cause for increased price volatility. On the other hand, we analyze if the change in market fundamentals caused the price volatility increase. Both research questions are analyzed by means of theoretical and empirical models. The aim of the project is to explain agricultural price volatility, and the results are to be used for policy consulting.

Partners

  • Kiel University (CAU), Germany Website
  • Martin Luther University Halle-Wittenberg (MLU), Germany Website
  • University of Illinois at Urbana-Champaign, USA Website