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Mit Sojaanbau profitabel Fruchtfolgen erweitern?
Zimmer, Yelto; Böttcher, Thies - 2021
könnte der Sojabohne perspektivisch eine bedeutende Rolle in hiesigen Fruchtfolgen zukommen - zumindest südlich einer Linie … attraktiv sind. In den nördlicheren Regionen sind die Bedingungen in der Regel noch etwas schlechter, so dass die Sojabohne dort … häufig noch nicht konkurrenzfähig ist. Die Potenziale der Sojabohne für eine gesündere Fruchtfolge können flächendeckend nur …
Persistent link: https://www.econbiz.de/10012496050
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Explaining asset pricing puzzles associated with the 1987 market crash
Benzoni, Luca; Collin-Dufresne, Pierre; Goldstein, Robert S. - 2010
The 1987 market crash was associated with a dramatic and permanent steepening of the implied volatility curve for equity index options, despite minimal changes in aggregate consumption. We explain these events within a general equilibrium framework in which expected endowment growth and economic...
Persistent link: https://www.econbiz.de/10010292171
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The Empirical Performance of Option Based Densities of Foreign Exchange
Keller, Joachim G.; Craig, Ben R. - 2002
Risk neutral densities (RND) can be used to forecast the price of the underlying basis for the option, or it may be used to price other derivates based on the same sequence. The method adopted in this paper to calculate the RND is to firts estimate daily the diffusion process of the underlying...
Persistent link: https://www.econbiz.de/10010295724
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Feature extraction with hybrid neural networks
Wegmann, Georg - 2000
optimizer. The mathematical motivation for such hybrid networks is presented, using the Kolmogorov theory of metric entropy. As … options written on the S&P 500 stock index. While option pricing theory typically requires a highly complex statistical model …
Persistent link: https://www.econbiz.de/10010301758
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Meteorological forecasts and the pricing of weather derivatives
Ritter, Matthias; Mußhoff, Oliver; Odening, Martin - 2010
forecasts is not considered. Thus, important knowledge used by market participants is ignored in theory. By extending a standard …
Persistent link: https://www.econbiz.de/10010281477
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Forecast based pricing of weather derivatives
Härdle, Wolfgang Karl; López-Cabrera, Brenda; Ritter, … - 2012
Forecasting based pricing of Weather Derivatives (WDs) is a new approach in valuation of contingent claims on nontradable underlyings. Standard techniques are based on historical weather data. Forward-looking information such as meteorological forecasts or the implied market price of risk (MPR)...
Persistent link: https://www.econbiz.de/10010281602
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Ein Vergleich der weltweit wichtigsten Anbauregionen für Ölsaaten
Möller, Christof; Parkhomenko, Sergiy; Deblitz, Claus; … - 2001
Persistent link: https://www.econbiz.de/10010301092
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Deriving the term structure of banking crisis risk with a compound option approach: The case of Kazakhstan
Eichler, Stefan; Karmann, Alexander; Maltritz, Dominik - 2010
We use a compound option-based structural credit risk model to infer a term structure of banking crisis risk from market data on bank stocks in daily frequency. Considering debt service payments with different maturities this term structure assigns a separate estimator for short- and long-term...
Persistent link: https://www.econbiz.de/10010300362
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Financialization in commodity markets
Chari, Varadarajan V.; Christiano, Lawrence J. - 2017
The financialization view is that increased trading in commodity futures markets is associated with increases in the growth rate and volatility of commodity spot prices. This view gained credence because in the 2000s trading volume increased sharply and many commodity prices rose and became more...
Persistent link: https://www.econbiz.de/10012030340
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Re-regulation of commodity derivative markets: Critical assessment of current reform proposals in the EU and the US
Staritz, Cornelia; Küblböck, Karin - 2013
In the context of recent commodity price hikes, a political consensus has emerged on regulatory measures to reduce excessive speculation in commodity derivative markets. This paper gives an overview of current reform proposals of commodity derivate market regulation at the international (G20),...
Persistent link: https://www.econbiz.de/10010369650