The information content of wheat derivatives regarding the Ukrainian war
Year of publication: |
2024
|
---|---|
Authors: | Branger, Nicole ; Hanke, Michael ; Weissensteiner, Alex |
Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 44.2024, 3, p. 420-431
|
Subject: | option-implied densities | Ukrainian war | wheat derivatives | Ukraine | Derivat | Derivative | Weizenanbau | Wheat production | Weizenmarkt | Wheat market | Weizen | Wheat | Optionspreistheorie | Option pricing theory | Krieg | War | Informationswert | Information value | Weizenpolitik | Wheat policy |
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