Similar Search Results

Analysis for Strategic Planning Applied to Ethanol and Distillersâ€™ Grain

Conley, Dennis M. - In: International Food and Agribusiness Management Review 16 (2013) 3

The Ifamr is published quarterly by IFAMA. www.ifama.org

Persistent link: https://www.econbiz.de/10011142501

INCREASING THE ACCURACY OF OPTION PRICING BY USING IMPLIED PARAMETERS RELATED TO HIGHER MOMENTS

Ji, Dasheng; Brorsen, B. Wade - 2000

The inaccuracy of the Black-Scholes formula arises from two aspects: the formula is for European options while most real option contracts are American; the formula is based on the assumption that underlying asset prices follow a lognormal distribution while in the real world asset prices cannot...

Persistent link: https://www.econbiz.de/10009443000

Zur Bewertung von Wetterderivaten als innovative Risikomanagementinstrumente in der Landwirtschaft

Musshoff, Oliver; Odening, Martin; Xu, Wei - 2005

The importance of weather as a production factor in agriculture is well established long time and a significant portion …

Persistent link: https://www.econbiz.de/10009443672

Infrequent Shocks and Rating Revenue Insurance: A Contingent Claims Approach

Richards, Timothy J.; Manfredo, Mark R. - In: Journal of Agricultural and Resource Economics 28 (2003) 02

Revenue insurance represents an important new risk management tool for agricultural producers. While there are many farm-level products, Group Risk Income Protection (GRIP) is an area-based alternative. Insurers set premium rates for GRIP on the assumption of a continuous revenue distribution,...

Persistent link: https://www.econbiz.de/10005525395

The Cost of Risky Debt in Cooperatives

Srinivasan, R. - In: Journal of Cooperatives 25 (2011)

This article values the debt of an input cooperative that procures a single commodity from farmers and then processes and markets the output, and an otherwise identical firm structured as an investor-owned firm (IOF) using the Black-Scholes option pricing model. The major conclusion of this...

Persistent link: https://www.econbiz.de/10011078134

INCREASING THE ACCURACY OF OPTION PRICING BY USING IMPLIED PARAMETERS RELATED TO HIGHER MOMENTS

Ji, Dasheng; Brorsen, B. Wade - NCR-134 Conference on Applied Commodity Price Analysis, … - 2000

Persistent link: https://www.econbiz.de/10005807877

Zur Bewertung von Wetterderivaten als innovative Risikomanagementinstrumente in der Landwirtschaft

Musshoff, Oliver; Odening, Martin; Xu, Wei - In: German Journal of Agricultural Economics 54 (2005) 4

The importance of weather as a production factor in agriculture is well established long time and a significant portion …

Persistent link: https://www.econbiz.de/10008802628

Modeling and Pricing Rain Risk

Musshoff, Oliver; Odening, Martin; Xu, Wei - 2006

production function, we quantify and compare the risk exposure of grain producers with and without rainfall insurance. It turns …

Persistent link: https://www.econbiz.de/10009442531

CLIMATE CHANGE AND PRODUCTION RISK IN CHINESE AQUACULTURE

Holst, Rainer; Yu, Xiaohua - 2010

contributions of both regular input factors and climate factors to mean output and to production risk in Chinese inland aquaculture … annual average temperatures will increase mean output and decrease production risk, an increase in temperature variability … will reduce mean output and cause a higher level of production risk. The corresponding measures of precipitation however …

Persistent link: https://www.econbiz.de/10009442668

Zur Reduzierung niederschlagsbedingter Produktionsrisiken mit Wetterderivaten

Musshoff, Oliver; Odening, Martin; Xu, Wei - 2005

production function we quantify and compare the risk exposure of grain producers with and without rainfall insurance. It turns …

Persistent link: https://www.econbiz.de/10009443022