Purpose–The purpose of this paper is both to provide an overview of existing knowledge
pertaining to the management of price risks in manufacturing companies from an operations …

Much of neoclassical economics is concerned with prices—more specifically, with relative
prices. Similarly, economists have studied behavior in the face of risk and uncertainty for at …

This paper evaluates current food commodity trading from the Shariah point of view, which is
particularly relevant for the MENA region. It focuses on futures contracts as the main …

Price transmission between futures and spot prices is a relevant issue, dealing with
derivatives exchange for price management practices and efficient price discovery. Indeed …

The derivative accounting standard requires hedging to satisfy the 80–125 rule to be eligible
to apply the hedge accounting treatment. This means the hedging relationship should …

Over the last years, farmers have been increasingly exposed to income risk due to the
volatility of the commodities prices. Among others, hedging in futures markets (ie, financial …

The instability of commodity prices and the hypothesis that speculative behaviour was one of
its causes has brought renewed interest in futures markets. In this paper, the hedging …

Indonesia is the world 4th largest coffee producer after Brazil, Vietnam and Colombia with
export potential and higher national consumption concluded in 2017 while the coffee …

This work deals with issues relating to multiperiod hedging ratios (MHRs). First, we derive an
analytical formula for the MHR starting from the triangular representation of a cointegrated …

Commodity prices have been more volatile in recent years. The volatility of prices widely
impacts throughout the majority of stakeholder in commodity supply chains. Natural Rubber …