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person:"Brorsen, B. Wade"
~person:"Bosch, Darrell J."
~subject:"1992-2001"
~subject:"Agricultural Finance"
~subject:"Economics"
~subject:"Risk and Uncertainty"
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1992-2001
Agricultural Finance
Economics
Risk and Uncertainty
Marketing
46
Crop Production/Industries
11
Agribusiness
10
Farm Management
9
Agricultural and Food Policy
8
Demand and Price Analysis
7
Environmental Economics and Policy
7
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6
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4
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4
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3
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3
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grain
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moving averages
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structural change
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Weizen
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bid-ask spread
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execution costs
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futures markets
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international trade
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liquidity
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option pricing
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relaxed binomial and trinomial tree models
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volatility smile
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Brorsen, B. Wade
Bosch, Darrell J.
Bruhn, Manfred
21
Good, Darrel
16
Irwin, Scott
13
Irwin, Scott H.
11
Huber, Frank
10
Kuß, Alfred
10
Schnitkey, Gary
10
Garcia, Philip
9
Heinemann, Gerrit
9
Kreutzer, Ralf T.
9
Stauss, Bernd
8
Tomczak, Torsten
7
Unger, Fritz
7
Zulauf, Carl
7
Pennings, Joost M.E.
6
Wilson, William W.
6
Anderson, Kim B.
5
Burmann, Christoph
5
Dahl, Bruce L.
5
Dressler, Matthias
5
Esch, Franz-Rudolf
5
Herndl, Karl
5
Herrmann, Andreas
5
Kleinaltenkamp, Michael
5
Meffert, Heribert
5
Tomek, William G.
5
Belz, Christian
4
Berndt, Ralph
4
Fink, Klaus-J.
4
Fuchs, Wolfgang
4
Good, Darrel L.
4
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4
Katchova, Ani L.
4
Lammenett, Erwin
4
Mattos, Fabio
4
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4
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4
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4
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NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management
2
Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign
1
Southern Agricultural Economics Association - SAEA
1
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Journal of Agricultural and Applied Economics
4
2000 Conference, April 17-18 2000, Chicago, Illinois
1
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1
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1
2010 Annual Meeting, February 6-9, 2010, Orlando, Florida
1
Agricultural economics : the journal of the International Association of Agricultural Economists
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RePEc
9
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3
ECONIS (ZBW)
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Table of contents
Bosch, Darrell J.
- In:
Journal of Agricultural and Applied Economics
45
(
2013
)
01
Persistent link: https://www.econbiz.de/10010914328
Saved in:
2
Table of contents
Bosch, Darrell J.
- In:
Journal of Agricultural and Applied Economics
44
(
2012
)
02
Persistent link: https://www.econbiz.de/10010914330
Saved in:
3
JAAE Front page
Bosch, Darrell J.
- In:
Journal of Agricultural and Applied Economics
44
(
2012
)
01
Persistent link: https://www.econbiz.de/10009645957
Saved in:
4
Journal Backmatter
Bosch, Darrell J.
- In:
Journal of Agricultural and Applied Economics
43
(
2011
)
04
Includes: Back Cover, JAAE Manuscript Submission Guidelines, Executive Officers, Membership and Subscription Information
Persistent link: https://www.econbiz.de/10009645960
Saved in:
5
Transition to electronic trading of Kansas City Board of Trade wheat futures
Shah, Samarth
;
Brorsen, B. Wade
-
2010
This study compares liquidity costs and other characteristics of electronic and open outcry hard red winter wheat futures contracts traded on the Kansas City Board of Trade. Liquidity costs are considerably lower in the electronic market than in the open outcry market. A new approach is used to...
Persistent link: https://www.econbiz.de/10009446522
Saved in:
6
Transition to electronic trading of Kansas City Board of Trade wheat futures
Shah, Samarth
;
Brorsen, B. Wade
-
Southern Agricultural Economics Association - SAEA
-
2010
This study compares liquidity costs and other characteristics of electronic and open outcry hard red winter wheat futures contracts traded on the Kansas City Board of Trade. Liquidity costs are considerably lower in the electronic market than in the open outcry market. A new approach is used to...
Persistent link: https://www.econbiz.de/10008922444
Saved in:
7
Optimal Length of Moving Average to Forecast Futures Basis
Hatchett, Robert B.
;
Brorsen, B. Wade
;
Anderson, Kim B.
-
2009
Futures prices when combined with a basis forecast provide a reliable way to forecast cashprices. The most popular method of forecasting basis is historical moving averages. Given therecent failure of longer moving averages proposed by previous studies, this research reassessespast...
Persistent link: https://www.econbiz.de/10009446394
Saved in:
8
Optimal Length of Moving Average to Forecast Futures Basis
Hatchett, Robert B.
;
Brorsen, B. Wade
;
Anderson, Kim B.
-
Department of Agricultural and Consumer Economics, …
-
2009
Futures prices when combined with a basis forecast provide a reliable way to forecast cash prices. The most popular method of forecasting basis is historical moving averages. Given the recent failure of longer moving averages proposed by previous studies, this research reassesses past...
Persistent link: https://www.econbiz.de/10009368378
Saved in:
9
Implications of Behavioral Finance for Farmer Marketing Strategy Recommendation
Brorsen, B. Wade
;
Anderson, Kim B.
-
NCR-134 Conference on Applied Commodity Price Analysis, …
-
2001
Behavioral finance is a relatively new field of inquiry that may help better understand farmer marketing. The theory argues that people tend to make certain psychological biases that cause them to not be fully rational in an economic sense. For example, people tend to be about twice as upset...
Persistent link: https://www.econbiz.de/10005493488
Saved in:
10
INCREASING THE ACCURACY OF OPTION PRICING BY USING IMPLIED PARAMETERS RELATED TO HIGHER MOMENTS
Ji, Dasheng
;
Brorsen, B. Wade
-
2000
The inaccuracy of the Black-Scholes formula arises from two aspects: the formula is for European options while most real option contracts are American; the formula is based on the assumption that underlying asset prices follow a lognormal distribution while in the real world asset prices cannot...
Persistent link: https://www.econbiz.de/10009443000
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