. It suggest a microeconometric method for measuring flooding related risk preferences of affectedindividuals. The method …-experimental approach to measure differences in the risk attitudes of farmers located in highflooding risk areas versus farmers located in … low flooding risk areas is followed. Changes in flooding risk relatedbehaviour over time is analysed and marginal effects …

to provide price discovery and risk management. The results have important implications for the ongoing policy debate … to traders are analyzed to determine if a risk premium in agricultural futures markets exists, where hedgers pay … speculators for protection against adverse price movements. The existence of a risk premium is often touted as a motivation factor …

limited information on the profitability and risk of NT. Most rice producers are knowledgeable on NT costs savings but … yields, and economic risk of both NT and CT in five rice-based cropping systems (continuous rice, rice-soybean, rice … distributions. Stochastic efficiency with respect to a function (SERF) is used to evaluate profitability and risk efficiency …

price risk. Using spectral analysis, we find that lowering of support prices in early 1990s has induced 3-year business … contracts to contain several redundant contracts. We utilized a new tool to visualize risk premium in futures prices to examine …

long-run risks and fat tails, the pricing of VIX (CBOE Volatility Index) options and the market price of risk embedded in … with fat tails can, without resorting to high risk aversion, generate implied risk premium, expected risk free rate and … stock index option pricing models.In Chapter IV, I explore risk pricing through a model of time-changed Lévy processes based …

The risk premium has risen sharply in the nation's financial markets. This is the message to be drawn from the …

credit default swap (CDS) market, was also found to improve the valuation of investors. autonomous credit risk. Thus a … failure to include a liquidity proxy could underestimate the implied autonomous credit risk. Autonomous credit risk is defined … as the fractional credit risk which does not vary with changes in market risk and liquidity conditions. …

In this paper we decompose nominal interest rates into real risk-free rates, inflation expectations and risk premia … countries currently involved in convergence towards EMU. The evidence indicates that inflation expectations and risk premia … account for most of the observed variation in nominal rates, while real risk free interest rates show a reduction during this …