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~isPartOf:"American journal of agricultural economics"
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American journal of agricultural economics
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ECONIS (ZBW)
1,620
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1
Characterizing implied
volatility
functions from agricultural options markets
McKenzie, Andrew M.
;
Thomsen, Michael
;
Adjemian, Michael K.
- In:
American journal of agricultural economics
104
(
2022
)
5
,
pp. 1605-1624
Persistent link: https://www.econbiz.de/10013466135
Saved in:
2
Theory and measurement of exotic options in US agricultural support programs
Tirupattur, Viswanath
- In:
American journal of agricultural economics
79
(
1997
)
4
,
pp. 1127-1139
Persistent link: https://www.econbiz.de/10001238855
Saved in:
3
The term structure of implied forward
volatility
: recovery and informational content in the corn options market
Egelkraut, Thorsten Michael
;
García, Philip
;
Sherrick, …
- In:
American journal of agricultural economics
89
(
2007
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10003448528
Saved in:
4
Volatility
and price jumps in agricultural futures prices : evidence from wheat options
Koekebakker, Steen
;
Lien, Gudbrand
- In:
American journal of agricultural economics
86
(
2004
)
4
,
pp. 1018-1031
Persistent link: https://www.econbiz.de/10002388555
Saved in:
5
Jump processes in commodity futures prices and options pricing
Hilliard, Jimmy E.
;
Reis, Jorge
- In:
American journal of agricultural economics
81
(
1999
)
2
,
pp. 273-286
Persistent link: https://www.econbiz.de/10001387252
Saved in:
6
Price mean reversion, seasonality, and options markets
Hart, Chad E.
;
Lence, Sergio H.
;
Hayes, Dermot James
;
Na Jin
- In:
American journal of agricultural economics
98
(
2016
)
3
,
pp. 707-725
Persistent link: https://www.econbiz.de/10011635129
Saved in:
7
Option values to conservation and agricultural price policy : application to terrace construction in Kenya
Winter-Nelson, Alex E.
- In:
American journal of agricultural economics
80
(
1998
)
2
,
pp. 409-418
Persistent link: https://www.econbiz.de/10001247408
Saved in:
8
Maize price
volatility
and deforestation
Lundberg, Clark
;
Abman, Ryan
- In:
American journal of agricultural economics
104
(
2022
)
2
,
pp. 693-716
Persistent link: https://www.econbiz.de/10013167641
Saved in:
9
Revisiting aggregate US meat demand with a Bayesian averaging of classical estimates approach : do we need a more general theory?
Bryant, Henry L.
;
Davis, George C.
- In:
American journal of agricultural economics
90
(
2008
)
1
,
pp. 103-116
Persistent link: https://www.econbiz.de/10003641248
Saved in:
10
Pricing weather derivatives
Richards, Timothy J.
;
Manfredo, Mark R.
;
Sanders, Dwight R.
- In:
American journal of agricultural economics
86
(
2004
)
4
,
pp. 1005-1017
Persistent link: https://www.econbiz.de/10002388536
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