• in progress

    Agricultural Commodity Markets

    The Chair of Monetary Economics has recently started to focus on price dynamics in agricultural markets. The chair publishes and holds talks to empirical results concerning speculative bubbles, price discovery and the relevance of financial investors in agricultural commodity markets. International cooperations are used to investigate markets that have been neglected in scientific studies, such as European, Brazilian and New Zealand futures markets. Although these markets are relatively young, their importance for producers, processors and financial investors is growing. The specific characteristics of the price dynamics in particular challenge the application of empirical methods. A further core of the research is the transfer of the empirical results to practical use.

    Project status in progress
    Project time since 30.06.2011
    Website https://www.wiwi.uni-muenster.de/me/de/forschung/forschungsschwerpunkt-agrarrohstoffmaerkte-0
    Keywords Agrarrohstoffe; Spekulation; Indexfonds; Spekulative Blasen