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AgEcon Search 22 records found 1 - 10nextend  jump to record:
1.
This paper evaluates the predictability of WTI light sweet crude oil futures by using the variance risk premium, i.e. the difference between model-free measures of implie [...]
2013-06 | Working or Discussion Paper |
2.
Using stochastic dominance, this paper examines the adoption of the Conservation Compliance Program (CCP) in twelve Iowa soil types. Subsidies necessary to compensate pro [...]
1997 | Journal Article |
3.
No-till (NT) has been shown to reduce fuel, labor, and machinery costs compared to conventional-till (CT) but very few rice producers in Arkansas practice NT. The low ad [...]
2010-01 | Conference Paper/ Presentation |
4.
A key limitation of the Black Scholes model is that it assumes a complete market (claims are replicable with existing assets). We put forward a new option pricing formula [...]
2013-09 | Working or Discussion Paper |
5.
Constantinides et al (2013) put forward a number of empirical findings regarding leverage adjusted S&P 500 index option returns. Their findings are puzzling in the co [...]
08 July 2014 | Working or Discussion Paper |
6.
A key limitation of the Black Scholes model is that it assumes a complete market (claims are replicable with existing assets). We put forward a new option pricing formula [...]
2013-09 | Working or Discussion Paper |
7.
In this paper we have analyzed dynamics of milk prices in U.S. and performance of futures contracts as a tool to hedge price risk. Using spectral analysis, we find that l [...]
2010 | Conference Paper/ Presentation |
8.
Rice is a major cash crop in eastern Arkansas, but most rice acres are intensively cultivated and grown on rented land. No-till is an effective means of sequestering soi [...]
2009 | Conference Paper/ Presentation |
9.
The purpose is to evaluate Alternative Risk Transfer (ART) against Short-term Crop Hail Insurance (SCHI) to provide cost effective and constant cover against hail risk un [...]
2015 | Conference Paper/ Presentation |
10.

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