On the optimization of trading on the grain market with the grain storage cost Cover Image

On the optimization of trading on the grain market with the grain storage cost
On the optimization of trading on the grain market with the grain storage cost

Author(s): Marek Andrzej Kociński
Subject(s): Agriculture, Financial Markets
Published by: Szkoła Główna Gospodarstwa Wiejskiego w Warszawie
Keywords: grain price process; grain storage cost;

Summary/Abstract: In the article the influence of the increase in the grain storage cost on the effect of the optimization of trading on the grain market is considered. The result of the execution of the strategy of the grain purchase can be characterized for example by the sum of the expected value of the amount of money paid for the purchase of the grain and the cost of the storage of this grain. The process of the market price of the grain can be determined for example by the forecast of the grain price in the future. From the exemplary numerical calculations it follows that the storage may have a significant impact on the result of the optimization of the trading strategy on the grain market.

  • Issue Year: 7/2022
  • Issue No: 1
  • Page Range: 29-38
  • Page Count: 10
  • Language: English