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Securitizing peanut production risk with catastrophe (CAT) bonds
Epperson, James E. - Department of Agricultural and Applied Economics, … - 2008
hedging catastrophic risk effectively in peanut production given that crop insurance purveyors normally seek to minimize the … variance of the loss ratio. CAT bonds were found to be feasible as hedging instruments even in the range of normal losses …
Persistent link: https://www.econbiz.de/10005493778
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Predicting the Corn Basis in the Texas Triangle Area
Mkrtchyan, Vardan; Welch, J. Mark; Power, Gabriel J. - Southern Agricultural Economics Association - SAEA - 2009
This study develops a new and straightforward economic model of basis forecasting that outperforms the simple three-year average method suggested in much of the literature. We use monthly data of the corn basis in the Texas Triangle Area from February 1997 to July 2008. The results and the...
Persistent link: https://www.econbiz.de/10005311027
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EUROPEAN RAPESEED AND FOSSIL DIESEL: THRESHOLD COINTEGRATION ANALYSIS AND POSSIBLE IMPLICATIONS
Ziegelback, Martin; Kastner, Gregor - Gesellschaft für Wirtschafts- und Sozialwissenschaften … - 2011
For European operators of biofuels plants there are not many hedge vehicles available to hedge operational margins. Cross hedges for rapeoil (with the rapeseed futures contract) and RME (with the NYMEX diesel futures contract) could be useful instruments. We use recent developments on threshold...
Persistent link: https://www.econbiz.de/10009326490
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Factors Affecting the Hedging Decision of Maize Farmers in Gauteng Province
Mofokeng, Maine; Vink, Nick - African Association of Agricultural Economists - AAAE - 2013
to international maize prices, i.e. to the forces of global supply and demand. Through forward contracting (hedging …), farmers can minimize the price risk that they are facing. Different factors affect the hedging decisions of farmers. The main … rate of adoption of hedging strategies. A Probit regression equation was estimated, and the results show that the factors …
Persistent link: https://www.econbiz.de/10011207638
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Cash Wheat Marketing: Strategies for Real People
Brorsen, B. Wade; Anderson, Kim B. - In: Journal of Agribusiness 12 (1994) 2
A new paradigm is needed in extension marketing programs. Attempts to help producers time the market, either through cask sales or futures trading, appear to be of little benefit. Marketing extension programs need to place less emphasis on outlook and futures trading and more emphasis on simple...
Persistent link: https://www.econbiz.de/10008533303
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Risk management of time varying floors for dynamic portfolio insurance
Ben-Ameur, Hatem; Prigent, Jean-Luc - In: European journal of operational research : EJOR 269 (2018) 1, pp. 363-381
Persistent link: https://www.econbiz.de/10011864356
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The anatomy of the euro area interest rate swap market
Fontana, Silvia Dalla; Holz auf der Heide, Marco; … - 2019 - This version: June 2019
comprehensive analysis of the structure of the euro area interest rate swap (IRS) market after the start of the mandatory clearing …
Persistent link: https://www.econbiz.de/10012040065
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The anatomy of the euro area interest rate swap market
Fontana, Silvia Dalla; Holz auf der Heide, Marco; … - 2019
comprehensive analysis of the structure of the euro area interest rate swap (IRS) market after the start of the mandatory clearing …
Persistent link: https://www.econbiz.de/10011975602
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Model-independent lower bound on variance SWAPS
Kahalé, Nabil - In: Mathematical finance : an international journal of … 26 (2016) 4, pp. 939-961
Persistent link: https://www.econbiz.de/10011583815
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Modelling the bid and ask prices of illiquid CDSs
Walker, Michael B. - In: International journal of theoretical and applied finance 15 (2012) 6, pp. 1-37
Persistent link: https://www.econbiz.de/10009672590