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Pricing Options on Commodity Futures: The Role of Weather and Storage
Bozic, Marin; Fortenbery, T. Randall - 2011
the period 1995-2009 to estimate the implied skewness parameter separately for each trading day. An economic explanation … is then presented for inter-year variations in implied skewness based on the theory of storage. After controlling for … skewness, as predicted by the theory of storage. Furthermore, intra-year dynamics of implied skewness reflect the fact that …
Persistent link: https://www.econbiz.de/10009444328
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Pricing Options on Commodity Futures: The Role of Weather and Storage
Bozic, Marin; Fortenbery, T. Randall - Agricultural and Applied Economics Association - AAEA - 2011
the period 1995-2009 to estimate the implied skewness parameter separately for each trading day. An economic explanation … is then presented for inter-year variations in implied skewness based on the theory of storage. After controlling for … skewness, as predicted by the theory of storage. Furthermore, intra-year dynamics of implied skewness reflect the fact that …
Persistent link: https://www.econbiz.de/10009020946
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Crop Insurance, Disaster Payments, and Incentives for Land Use Change in Agriculture: A Preliminary Assessment
Carriazo, Fernando; Claassen, Roger; Cooper, Joseph C. - Agricultural and Applied Economics Association - AAEA - 2009
Persistent link: https://www.econbiz.de/10005000493
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Constructing Farm Level Yield Densities from Aggregated Data: Analysis and Comparison of Approaches
Cooper, Joseph C.; Langemeier, Michael R.; Schnitkey, … - Agricultural and Applied Economics Association - AAEA - 2009
. For corn, soybeans, and wheat, we compare the farm level yield variability obtained from this data to that inferred from …
Persistent link: https://www.econbiz.de/10005000497
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Media Analysis on Volatile Markets’ Dynamics and Adaptive Behavior for the Agri-Food System
von Davier, Zazie; Heyder, Matthias; Theuvsen, Ludwig - 2010
The volatility of agricultural markets has increased remarkably in recent years. In spite of this, the way in which supply chain actors perceive market volatility has only rarely been analyzed. This paper seeks to close this research gap by presenting empirical findings about how the volatility...
Persistent link: https://www.econbiz.de/10009443664
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Recent Developments in Unit Root Tests and Historical Crop Yields
Zapata, Hector O.; Maradiaga, David I.; Pujula, Aude Liliana - 2011
This study conducts an investigation on the application of classical unit-root tests using parametric tests (the augmented Dickey-Fuller, 1979 – ADF), and nonparametric tests (Phillips and Perron, 1988—PP) to corn and soybean yields in the Delta states using county-level data from 1961 to...
Persistent link: https://www.econbiz.de/10009444349
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Optimal Coverage Level Choice with Individual and Area Plans of Insurance
Bulut, Harun; Collins, Keith J.; Zacharias, Thomas P. - 2011
We theoretically examine a farmer’s coverage demand with area and individual insurance plans as either separate or integrated options. The individual and area losses are assumed to be imperfectly and positively correlated. With actuarially fair rates, the farmer will fully insure with the...
Persistent link: https://www.econbiz.de/10009444568
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Cover and Contents Pages
2009
Includes cover page, journal info, contents page, and editorial information
Persistent link: https://www.econbiz.de/10009446503
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Contemporary Issues in Estimating Yield Distributions
Pujula, Aude Liliana; Maradiaga, David Isaias; Dicks, … - 2010
In the research area of crop yield density estimation and in particular in risk analysis, little emphasis has been given to the appropriateness of transformation methods (e.g., removing a linear trend) and how such transformations impact the reliability of the empirical distribution functions...
Persistent link: https://www.econbiz.de/10009446529
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Table of Contents and Front Matter
In: Agricultural and Resource Economics Review 43 (2014) 2
Persistent link: https://www.econbiz.de/10010888136