Does the financialization of global agricultural markets threaten food security? New volatility models for more sustainable commodity investments

• Research unit: INNOSUISSE
• Project number: 17213.1 PFES-ES

Short description (German)

Does the financialization of global agricultural markets threaten food security? New volatility models for more sustainable commodity investments

Short description (English)

Does the financialization of global agricultural markets threaten food security? New volatility models for more sustainable commodity investments MIP: Zürcher Kantonalbank

Abstract (German)

Index-oriented investments that include agricultural commodities have been blamed for causing or contributing to the global food crisis that followed the global financial crisis in 2007/08. This research project investigates the major long and short term causes of price volatility in two major food commodity markets, rice (not part of index) and wheat (part of index). Our innovative research approach will help banks to better assess the potential sustainability risks of index-oriented investment products and to balance these risks against the investment demands of clients.

Abstract (English)