Department of Agricultural Economics and Rural Development

Dr. Teresa Vollmer


Thesis
“International futures and spot markets for agricultural commodities - A time-varying analysis of price discovery, price transmission and hedging efficiency”

Publications and Discussion Paper


  • Vollmer, T.; Herwartz, H.; von Cramon-Taubadel, S. (2020): Measuring price discovery in the European wheat market using the partial cointegration approach, European Review of Agricultural Economics 47(3):1173–1200. (DOI: 10.1093/erae/jbz040)
  • Vollmer, T.; von Cramon-Taubadel, S. (2020): The optimal wheat futures hedge at the Euronext Paris from a farmer's perspective, German Journal of Agricultural Economics 69(1): 49-63. (DOI: 10.30430/69.2020.1.49-63)
  • Vollmer, T.; von Cramon-Taubadel, S. (2019): The influence of Brazilian exports on price transmission processes in the coffee sector: a Markov-switching approach, Department of Agricultural Economics and Rural Development, University of Göttingen, Discussion Paper No. 1904, Göttingen.



Conference Proceedings and Presentations


  • Vollmer, T.; von Cramon-Taubadel, S. (2019): The influence of Brazilian exports on price transmission processes in the coffee sector: a Markov-switching approach. 13th International Conference on Computational and Financial Econometrics (CFE), 14. – 16. December 2019 in London, Great Britain.
  • Vollmer, T.; von Cramon-Taubadel, S. (2019): The influence of Brazilian exports on price transmission processes in the coffee sector: a Markov-switching approach. 6th African Conference of Agricultural Economists (ACAE), 23. – 26. September 2019 in Abuja, Nigeria.
  • Vollmer, T.; von Cramon-Taubadel, S. (2018): Dynamic price discovery in the European wheat market based on the concept of partial cointegration. 30th International Conference of Agricultural Economists (ICAE), 28. Juli – 2. August 2018 in Vancouver, Canada.
  • Mu, Y.; de los Santos, L.; Vollmer, T.; von Cramon-Taubadel, S. (2018): Pork price transmission and efficiency in China. 30th International Conference of Agricultural Economists (ICAE), 28. Juli – 2. August 2018 in Vancouver, Canada.
  • Vollmer, T.; von Cramon-Taubadel, S. (2017): Price discovery in the European wheat market. Inter-Conference Symposium of the International Association of Agricultural Economists (IAAE), 17.-20. Oktober 2017 in Talca, Chile.
  • Vollmer, T.; von Cramon-Taubadel, S. (2017): Price discovery in the European wheat market. XV Congress of the European Association of Agricultural Economists (EAAE), 29. August – 01. September 2017 in Parma, Italy.
  • Vollmer, T.; Holst, C. (2016): Dienen Terminmarktnotierungen für Schlachtschweine zur Prognose zukünftiger Preisentwicklungen? 56. Jahrestagung der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaus e.V. (GEWISOLA), 28. – 30. September 2016 in Bonn, Germany.