Index

A

ad hoc convenience yield theory 3

‘adaptation costs’ 40

Agence Française de Developpement (AFD) 233

Agricultural Price Risk in Developing Countries 20735

incidence of risk exposure 20915

access problems 217

basis risk problems 21719

coffee basis risk in Tanzania 21819

consumers 214

credit 217

developing country exchanges 21921

farmers 20911

instruments 21516

intermediaries, exporters, stockholders and banks 21112

overall supply chain 21415

producing country governments 21214

regulation 217

size 217

liberalization context 2079

price risk management 217, 22133, 235

Brazilian Cedula Produto Rural 227

call options for contingent food security imports 2312

cotton price stabilization and smoothing in West Africa 2323

developing country intermediaries 2213

governments 2303

insurance vs 2269

intermediation via banks 2256

intermediation via cooperatives 2234

intermediation via exporters 2245

risk management intermediation by a Tanzanian Agricultural Bank 226

risk-coping strategies 22930

versus price stabilization 223

weather insurance in Malawi 229

Amaranth 56, 268, 27081, 282

Asian freight option contract 163

Asian options 35

Atlantic thermohaline circulation (THC), collapse of 96

atomistic markets 51

Augmented-Dickey-Fuller (ADF) tests 183, 1856, 193, 195, 196

autocorrelations 31

Autoregressive Integrated Moving Average (ARIMA) 171, 172

B

Bache Commodity Index (BCI)

Bachelier approach 131

backtesting 55

backwardation 3, 4, 11, 12, 15, 23, 27, 28, 29, 30 ...

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