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Incorporating options and forecast information in producer hog marketing strategies: Conceptual and measurement issues

Adam, Brian Dale - 1990

Both options and better information about prices have been proposed to increase the attractiveness of livestock hedging strategies. This study examines the value of incorporating both into hedging strategies for live hogs. A two-period simulation model in which a hog producer chooses a hedging...

Persistent link: https://www.econbiz.de/10009477607

Financial and managerial implications of mergers and acquisitions in food industries in the 1980s

Declerck, Francis - 1992

Food firms can improve their profits by focusing on one or a few specialized activities because of efficiency gains and/or market power benefits. This study documents that profits increase with increasing concentration for firms in food industries whose top-4-concentration ratio is greater than 38%.

Persistent link: https://www.econbiz.de/10009477613

Currency devaluation and resource mobilization in the agricultural sector: Welfare and trade balance implications in Cameroon

Amegbeto, Koffi Nenonene - 1996

food and export agriculture sectors allows a distinction between tradeable and nontradeable agricultural commodities and an … to examine how micro-level markets in the agricultural sector respond to macro-level changes such as exchange rate and … agricultural households and urban rich at the expense of rural non-farm and urban poor households. Under the package of combined …

Persistent link: https://www.econbiz.de/10009477651

Forecasting volatilities in option pricing: An application of Bayesian inference

Lai, Yue - 1994

This study investigates the problem of forecasting volatilities used in option pricing models for live cattle and live hog futures. The forecast problem is cast in the framework of Bayesian inference. Six types of individual forecast models are used--GARCH models, ARIMA models, systems of...

Persistent link: https://www.econbiz.de/10009477658

Ex-ante valuation of United States agricultural support programs: An application of option pricing theory and methods

Tirupattur, Viswanath - 1995

Given the size and variability of U.S. federal outlays on agricultural support programs, alternative means of … contingent values of agricultural programs have often been based on the direct application of existing option valuation models …. There are several "exotic" option-like features embedded in the U.S. agricultural support programs, and thus the existing …

Persistent link: https://www.econbiz.de/10009477705

Noise trader sentiment and the behavior of futures prices

Sanders, Dwight Robert - 1995

In this research, the noise trader sentiment model of De Long, Schleifer, Summers, and Waldmann is modified and applied to futures markets. The theoretical model predicts that overly optimistic (pessimistic) noise traders result in futures prices that are greater (less) than fundamental value....

Persistent link: https://www.econbiz.de/10009477881

Farmer participation in government commodity programs: A multiyear risk management analysis

Monke, James Dale - 1995

Government programs for agricultural commodities affect planting decisions and farm income for many producers. Many …

Persistent link: https://www.econbiz.de/10009477883

Performance-based credit scoring model

Khoju, Madhab Raj - 1993

The repayment ability of the borrower and, therefore, the loan performance should be contingent on actual performance of the financed business because other sources of income may not be reliable as evidenced by recent economic recession in USA. Accordingly, credit scoring models should basically...

Persistent link: https://www.econbiz.de/10009477931

Pricing Carbon: Allowance Price Determination in the EU ETS

Hintermann, Beat - 2008

The allowance price in Phase I of the European Union Emissions Trading Scheme (EU ETS) followed a peculiar path, increasing from €7 in 2005 to over €30 in 2006, before crashing, recovering and ultimately finishing at zero by the end of 2007. I examine if the price can be explained by...

Persistent link: https://www.econbiz.de/10009450863

Alternative strategic financial plans for Garden City Co-op

Brant, Barry - 2008

Department of Agricultural Economics …

Persistent link: https://www.econbiz.de/10009464105