Similar Search Results

On the impact of feeding cost risk in aquaculture valuation and decision making

Ewald, Christian; Kamm, Kevin - In: Quantitative finance 24 (2024) 9, pp. 1341-1352

Persistent link: https://www.econbiz.de/10015196927

Salmon futures and the Fish Pool market in the context of the CAPM and a three-factor model

Ewald, Christian; Haugom, Erik; Kanthan, Leslie; Lien, … - In: Aquaculture economics & management : official journal … 26 (2022) 2, pp. 171-191

Persistent link: https://www.econbiz.de/10013282511

On the market-consistent valuation of fish farms : using the real option approach and salmon futures

Ewald, Christian-Oliver; Ouyang, Ruolan; Siu, Tak Kuen - In: American journal of agricultural economics 99 (2017) 1, pp. 207-224

Persistent link: https://www.econbiz.de/10011761182

An analysis of the fish pool market in the context of seasonality and stochastic convenience yield

Ewald, Christian-Oliver; Ouyang, Ruolan - In: Marine resource economics 32 (2017) 4, pp. 431-449

Persistent link: https://www.econbiz.de/10011761821

On the Market Consistent Valuation of Fish Farms : Using the Real Option Approach and Salmon Futures

Ewald, Christian-Oliver - 2015

We consider the optimal harvesting problem for a fish farmer in a model which accounts for stochastic prices featuring a Schwartz 97 two factor price dynamics. Unlike any other literature in this context, we take account of the existence of a newly established market in salmon futures, which...

Persistent link: https://www.econbiz.de/10013026828