This paper proposes a method for constructing a volatility risk premium, or investor risk aversion, index. The method is intuitive and simple to implement, relying on the sample moments of the recently popularized model-free realized and option-implied volatility measures. A small-scale Monte...

"This paper investigates the effects of wheat genetic diversity and land degradation on risk and agricultural productivity in less favored production environments of a developing agricultural economy. Drawing production data from household survey conducted in the highlands of Ethiopia, we...