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Soybean market in Paraná, hedging using futures and options contracts in bolsa balcão - B³

dc.contributor.authorZahdi, Avatar
dc.contributor.authorMonte, Ana Paula
dc.contributor.authorSilva, Rodrigo Alves
dc.date.accessioned2020-04-08T09:01:57Z
dc.date.available2020-04-08T09:01:57Z
dc.date.issued2019
dc.description.abstractIn this study, it is analyzed the importance and the possible utility of futures contracts and option contracts with financial settlement for hedging purpose, in soybean commodity, for region of Paraná, Brazil. We collected historical data regarding the applications of those two financial instruments in different commodities markets, the historical variability of the soybean price and its social-economic and importance for the region under analysis. The historical data about the use of these financial instruments, in different types of agricultural commodities, has proven the efficiency of those tools to mitigate the impacts of the unpredictability on price levels. Our findings suggest that both the futures contracts, in their different forms, and the option contracts are a possible alternative for efficient risk management for the soybean market in the Paraná region.pt_PT
dc.description.versioninfo:eu-repo/semantics/publishedVersionpt_PT
dc.identifier.citationZahdi, Avatar; Monte, Ana Paula; Silva, Rodrigo Alves (2019). Soybean market in Paraná, hedging using futures and options contracts in bolsa balcão - B³. In XX Congreso Internacional AECA. Málaga. p. 1-26. ISBN 978-84-16286-59-1pt_PT
dc.identifier.isbn978-84-16286-59-1
dc.identifier.urihttp://hdl.handle.net/10198/21597
dc.language.isofrapt_PT
dc.peerreviewedyespt_PT
dc.publisherUniversidad de Málaga e AECApt_PT
dc.rights.urihttp://creativecommons.org/licenses/by/4.0/pt_PT
dc.subjectRisk managementpt_PT
dc.subjectHedgingpt_PT
dc.subjectFutures contractspt_PT
dc.subjectOptions contractspt_PT
dc.subjectSoybeanpt_PT
dc.titleSoybean market in Paraná, hedging using futures and options contracts in bolsa balcão - B³pt_PT
dc.typeconference object
dspace.entity.typePublication
oaire.citation.conferencePlaceMálagapt_PT
oaire.citation.endPage26pt_PT
oaire.citation.startPage1pt_PT
oaire.citation.titleXX Congreso Internacional AECApt_PT
person.familyNameMonte
person.givenNameAna Paula
person.identifier.ciencia-id531F-8D14-F89E
person.identifier.orcid0000-0001-9936-0142
person.identifier.ridF-7469-2012
person.identifier.scopus-author-id57202852398
rcaap.rightsopenAccesspt_PT
rcaap.typeconferenceObjectpt_PT
relation.isAuthorOfPublication1ac2a8f5-4d37-4913-bd74-e6a0a7206521
relation.isAuthorOfPublication.latestForDiscovery1ac2a8f5-4d37-4913-bd74-e6a0a7206521

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