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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 (2022) 5, pp. 815-827
Persistent link: https://www.econbiz.de/10013428945
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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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Using Bayesian Kriging for spatial smoothing in crop insurance rating
Park, Eunchun; Brorsen, B. Wade; Harri, Ardian - In: American journal of agricultural economics 101 (2019) 1, pp. 330-351
Persistent link: https://www.econbiz.de/10012113657
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Using data from uniform rate applications for site-specific nitrogen recommendations
Park, Eunchun; Brorsen, B. Wade; Li, Xiaofei - In: Journal of agricultural and applied economics : JAEE 56 (2024) 1, pp. 138-154
Persistent link: https://www.econbiz.de/10014495775
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Spatially smoothed crop yield density estimation : physical distance versus climate similarity
Park, Eunchun; Brorsen, B. Wade; Harri, Ardian - In: Journal of agricultural and resource economics : JARE ; … 45 (2020) 3, pp. 533-548
Persistent link: https://www.econbiz.de/10012506869
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Approximation of Bayesian posterior densities in the heteroskedastic error regression model
Brorsen, B. Wade - In: Economics letters 38 (1992) 1, pp. 1-7
Persistent link: https://www.econbiz.de/10001122997
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Liquidity costs and scalping returns in the corn futures market
Brorsen, B. Wade - In: The journal of futures markets 9 (1989) 3, pp. 225-236
Persistent link: https://www.econbiz.de/10001156270
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Futures trading, transaction costs, and stock market volatility
Brorsen, B. Wade - In: The journal of futures markets 11 (1991) 2, pp. 153-163
Persistent link: https://www.econbiz.de/10001102728
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Optimal hedge ratios with risk-neutral producers and nonlinear borrowing costs
Brorsen, B. Wade - In: American journal of agricultural economics 77 (1995) 1, pp. 174-181
Persistent link: https://www.econbiz.de/10001180486