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AgEcon Search 7 records found Search took 0.10 seconds. 
1.
This paper uses the one-factor models proposed by Chan, Karolyi, Longstaff and Sanders (CKLS, 1992) to study the short-term interest rate in China. Nine stochastic models [...]
2007 | Journal Article |
2.
Both market advisors and researchers have often suggested multiyear rollover hedging as a way to increase producer returns. This study determines whether rollover hedgin [...]
2005-04 | Journal Article |
3.
Previous studies suggest that producers tend to store crops longer than makes economic sense. Since decisions to sell are irreversible, there can be a real option value f [...]
2008 | Conference Paper/ Presentation |
4.
We analyze the speed of mean reversion (k) in the convenience yield and the spot price volatility for 7 US commodities between 1989-2012. In the hog market k is large, so [...]
2013 | Conference Paper/ Presentation |
5.
Some extension economists and others often recommend profit margin hedging in choosing the timing of crop sales. This paper determines producer’s utility function and p [...]
2007-04 | Conference Paper/ Presentation |
6.
Both market advisors and researchers have often suggested rollover hedging as a way of increasing producer returns. This study tests whether rollover hedging can increase [...]
2000 | Conference Paper/ Presentation |
7.
Valuation of electricity generating assets is of central importance as utilities are forced to spin-off generators with the introduction of competitive markets. A continu [...]
1999 | Working or Discussion Paper |

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