Agricultural Commodities as Alternative Investment Products
With growing uncertainties in traditional financial products, commodities are becoming increasingly important as alternative investment products in a company's investment portfolio, for diversification purposes among others. An adequate and market-oriented modeling of price developments is therefore essential in order to derive important measures and key figures for the profitability of the investment, for risk management etc.
In this research project we create a link between appropriate price models for agricultural products and external factors which are of great importance for the price development. By means of predictions and projections of these factors price scenarios can be generated, which are used for example for the calculation of key figures in risk management (value-at-risk etc.).