Economics, Econometrics and Finance
4 years ago

French wheat market dominated by futures, exposing producers to speculation risks.

HAL (Le Centre pour la Communication Scientifique Directe)
Price discovery and volatility spillovers in the French wheat market
Narjiss Araba, Alain François-Heude

Paper Summary

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The study looked at how prices and volatility in the French wheat market are connected. They found that the futures market has a big influence on setting prices for wheat, which can affect farmers. Also, volatility in the spot market affects the futures market more than the other way around.