Risk analysis model and agricultural derivative market use

Registro completo de metadados
MetadadosDescriçãoIdioma
Autor(es): dc.creatorFerreira, João Batista-
Autor(es): dc.creatorCastro Junior, Luiz Gonzaga-
Data de aceite: dc.date.accessioned2026-02-09T12:40:20Z-
Data de disponibilização: dc.date.available2026-02-09T12:40:20Z-
Data de envio: dc.date.issued2021-09-24-
Data de envio: dc.date.issued2021-09-24-
Data de envio: dc.date.issued2021-11-
Fonte completa do material: dc.identifierhttps://repositorio.ufla.br/handle/1/48245-
Fonte: dc.identifier.urihttp://educapes.capes.gov.br/handle/capes/1165980-
Descrição: dc.descriptionThis research aims to build conceptual guidelines regarding price risk management through the agricultural derivatives market. Specifically, to identify the common price risk management methods and strategies employed, the risk analysis models of derivative markets, and the barriers to agricultural risk management. This is an integrative review, the search for literature on the models of risk management analysis of agricultural derivatives started by listing the largest possible number of keywords on the topic, in the Scopus and Web of Science. Forty-five publications were found meeting the pre-established criteria that served as the basis for this research. Based on the literature review, we list the main information on the subject and we also propose a theoretical model for analyzing the market risks of agricultural derivatives. Still, it was possible to notice that among the methodologies for measuring market risk, Value at Risk (VaR) stands out. We exemplify and demonstrate the existence of several statistical analyzes and mathematical models, as well as software available for the management of price risks. It is concluded that strategies with the futures and options market, even though they are the most efficient for risk management, lack incentives to become practical.-
Formato: dc.formatapplication/pdf-
Idioma: dc.languageen-
Publicador: dc.publisherIndependent Journal of Management & Production (IJM&P)-
Direitos: dc.rightsacesso aberto-
Direitos: dc.rightshttp://creativecommons.org/licenses/by-nc-sa/4.0/-
Direitos: dc.rightshttp://creativecommons.org/licenses/by-nc-sa/4.0/-
???dc.source???: dc.sourceIndependent Journal of Management & Production (IJM&P)-
Palavras-chave: dc.subjectMarket risks-
Palavras-chave: dc.subjectForward market-
Palavras-chave: dc.subjectFuture market-
Palavras-chave: dc.subjectOptions market-
Palavras-chave: dc.subjectHedge-
Palavras-chave: dc.subjectMercado agrícola - Análise de risco-
Palavras-chave: dc.subjectRiscos de mercado-
Palavras-chave: dc.subjectMercado a termo-
Palavras-chave: dc.subjectMercado futuro-
Palavras-chave: dc.subjectMercado de opções-
Título: dc.titleRisk analysis model and agricultural derivative market use-
Tipo de arquivo: dc.typeArtigo-
Aparece nas coleções:Repositório Institucional da Universidade Federal de Lavras (RIUFLA)

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