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Optimal hedging under forward-looking behaviour

Lence, Sergio H. - In: The economic record : er 71 (1995) 215, pp. 329-342

Persistent link: https://www.econbiz.de/10001199232

Futures markets and marketing firms : the US soybean-processing industry

Lence, Sergio H. - In: American journal of agricultural economics 74 (1992) 3, pp. 716-725

Persistent link: https://www.econbiz.de/10001130658

The empirical minimum-variance hedge

Lence, Sergio H. - In: American journal of agricultural economics 76 (1994) 1, pp. 94-104

Persistent link: https://www.econbiz.de/10001165895

Multiperiod production with forward and option markets

Lence, Sergio H. - In: American journal of agricultural economics 76 (1994) 2, pp. 286-295

Persistent link: https://www.econbiz.de/10001166283

The forward-looking competitive firm under uncertainty

Lence, Sergio H. - In: American journal of agricultural economics 80 (1998) 2, pp. 303-312

Persistent link: https://www.econbiz.de/10001247430

Recovering output-specific inputs from aggregate input data : a generalized cross-entropy approach

Lence, Sergio H. - In: American journal of agricultural economics 80 (1998) 4, pp. 852-867

Persistent link: https://www.econbiz.de/10001252017

Transaction costs and the present value model of farmland : Iowa, 1900-1994

Lence, Sergio H.; Miller, Douglas J. - In: American journal of agricultural economics 81 (1999) 2, pp. 257-272

Persistent link: https://www.econbiz.de/10001387251

Are expert opinions accurate? : panel data evidence from the Iowa Land Value Survey

Zhang, Wendong; Lence, Sergio H.; Kuethe, Todd - In: Land economics : applied research on environmental resources 97 (2021) 4, pp. 875-892

Persistent link: https://www.econbiz.de/10013167846

Parameter-Based Decision Making Under Estimation Risk : An Application to Futures Trading

Lence, Sergio H. - 1999

This study shows how the standard portfolio model of futures trading should be modified when there is less than perfect information about the relevant parameters (estimation risk). The standard and the optimal decision rules for futures trading in the presence of estimation risk are compared and...

Persistent link: https://www.econbiz.de/10012790311

Long-term futures curves and seasonal structures of wheat in the European Union and the United States

Lence, Sergio H.; Ott, Hervé G.; Hart, Chad E. - In: The journal of futures markets 33 (2013) 12, pp. 1118-1142

Persistent link: https://www.econbiz.de/10010209091

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