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Modeling calendar spread options
Seok, Juheon; Brorsen, B. Wade; Niyibizi, Bart - In: Agricultural Finance Review 78 (2018) 5, pp. 551-570
Purpose: The purpose of this paper is to derive a new option pricing model for options on futures calendar spreads. Calendar spread option volume has been low and a more precise model to price them could lead to lower bid-ask spreads as well as more accurate marking to market of open positions....
Persistent link: https://www.econbiz.de/10012065573
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Using Bayesian Kriging for Spatial Smoothing in Crop Insurance Rating
Park, Eunchun; Brorsen, B. Wade; Harri, Ardian - In: American Journal of Agricultural Economics 101 (2018) 1, pp. 330-351
Persistent link: https://www.econbiz.de/10012274551
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Institutional Solutions for the Economic Problem of Feral Hogs
ShalekBriski, Abby; Brorsen, B. Wade; Biermacher, Jon T. - In: Applied Economic Perspectives and Policy 43 (2020) 3, pp. 970-984
Persistent link: https://www.econbiz.de/10012406314
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Using Bayesian Kriging for spatial smoothing of trends in non-normal yield densities
Niyibizi, Bart; Brorsen, B. Wade; Park, Eunchun - In: Agricultural Finance Review 82 (2021) 5, pp. 815-827
Purpose: The purpose of this paper is to estimate crop yield densities considering time trends in the first three moments and spatially varying coefficients. Design/methodology/approach: Yield density parameters are assumed to be spatially correlated, through a Gaussian spatial process. This...
Persistent link: https://www.econbiz.de/10012810961
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Spatial price dynamics in the US vegetable sector
Durborow, Samantha L.; Kim, Seon‐Woong; Henneberry, … - In: Agribusiness 36 (2019) 1, pp. 59-78
Persistent link: https://www.econbiz.de/10012081088
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Profitability of alternative methods of combining the signals from technical trading systems
Banga, Jasdeep S.; Brorsen, B. Wade - In: Intelligent Systems in Accounting, Finance and Management 26 (2019) 1, pp. 32-45
Persistent link: https://www.econbiz.de/10012082750
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Private-value auction versus posted-price selling : an agent-based model approach
Boyer, Christopher N.; Brorsen, B. Wade; Fain, James R. - In: Intelligent systems in accounting finance and … 22 (2015) 4, pp. 249-262
Persistent link: https://www.econbiz.de/10011536589
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Using grid soil sampling to determine profit-maximizing phosphorus application rates in wheat
Mills, Brian E.; Brorsen, B. Wade; Arnall, D. Brian - In: Journal of agricultural and resource economics : JARE ; … 46 (2021) 2, pp. 269-286
Persistent link: https://www.econbiz.de/10012625895
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The effect of including irrelevant alternatives in discrete choice models of recreation demand
Ng’ombe, John N.; Brorsen, B. Wade - In: Computational economics 60 (2022) 1, pp. 71-97
Persistent link: https://www.econbiz.de/10013262420
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Current market conditions for veterinary services in the U.S
Neill, Clinton L.; Holcomb, Rodney B.; Brorsen, B. Wade - In: Applied economics 50 (2018) 60, pp. 6501-6511
Persistent link: https://www.econbiz.de/10012063440