2002 Conference, April 22-23, 2002, St. Louis, Missouri

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2017-04-01
08:54
Accurate pricing of weather derivatives is critically dependent upon correct specification of the underlying weather process. We test among six likely alternative process [...]
2002 | Conference Paper/ Presentation |

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2017-04-01
12:29
This paper discusses some of the failings of expected utility including the Allais paradox and expected utility's inadequate one dimensional characterization of risk. Thr [...]
2002 | Conference Paper/ Presentation |

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2017-04-01
08:51
The vast majority of previous studies on farmers' optimal risk management behavior have used static models and on the most part ignored use of borrowing and lending as an [...]
2002 | Conference Paper/ Presentation |

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2017-04-01
15:21
Agricultural risk managers need forecasts of price volatility that are accurate and meaningful. This is especially true given the greater emphasis on firm level risk meas [...]
2002 | Conference Paper/ Presentation |

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2017-04-01
09:02
The demand for hedging against price uncertainty in the presence of crop yield and revenue insurance contracts is examined for French wheat farms. The rationale for the u [...]
2002 | Conference Paper/ Presentation |

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2017-04-01
09:34
This research presents an intuitive interpretation and expression for pricing cash settled futures contracts. In particular, the choice of the averaging period for the un [...]
2002 | Conference Paper/ Presentation |

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2017-04-01
14:23
Using 1971-2000 data, we examine the accuracy of corn and soybean production forecasts provided by the USDA and two private services. All agencies improved their forecast [...]
2002 | Conference Paper/ Presentation |

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2017-04-01
08:44
Traditional break-even/fed cattle price projections do not provide adequate risk information to feeders, investors, lenders, and other stakeholders interested in cattle f [...]
2002 | Conference Paper/ Presentation |

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2017-04-01
10:37
Returns to managed futures funds and Commodity Trading Advisors (CTAs) have decreased dramatically during the last several years. Since these funds overwhelmingly use tec [...]
2002 | Conference Paper/ Presentation |

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2017-04-01
14:56
One maxim that has been circulating among farmers is that most farmers sell in the lower third of the market. This maxim is soundly rejected using data from Oklahoma elev [...]
2002 | Conference Paper/ Presentation |

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