Report NEP-RMG-2011-05-24

This is the archive for NEP-RMG, a report on new working papers in the area of Risk Management. Stan Miles issued this report. It is usually issued weekly.

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Other reports in NEP-RMG

The following items were announced in this report:

• Dodson, Charles B., 2010. "Risk Rating of FSA’s Guaranteed Loan Portfolio," 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado 61618, Agricultural and Applied Economics Association.
• Chen, Shu-Ling, 2011. "Modeling Temperature Dynamics for Aquaculture Index Insurance In Taiwan: A Nonlinear Quantile Approach," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania 104229, Agricultural and Applied Economics Association.
• Guan, Zhengfei & Wu, Feng, 2011. "Modeling Agricultural Risk, Risk Preferences and Perceptions," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania 103801, Agricultural and Applied Economics Association.
• Vedenov, Dmitry V. & Sanchez, Leonardo, 2011. "Application of Weather Derivatives in Multi-Period Risk Management," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania 103740, Agricultural and Applied Economics Association.
• Belasco, Eric J. & Chen, Chen & Ponnaluru, Srinivasa Sasdhar & Galinato, Suzette P. & Marsh, Thomas L., 2011. "An Assessment of the Interaction between High Tunnels and Crop Insurance for Specialty Crop Producers," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania 103896, Agricultural and Applied Economics Association.
• Bozic, Marin & Fortenbery, T. Randall, 2011. "Pricing Options on Commodity Futures: The Role of Weather and Storage," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania 103638, Agricultural and Applied Economics Association.
• Filonov, Vitaly & Vedenov, Dmitry V., 2011. "Applications of copulas to Analysis of Efficiency of Weather Derivatives as Primary Crop Insurance Instruments," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania 103972, Agricultural and Applied Economics Association.
• Zhao, Jieyuan & Goodwin, Barry K., 2011. "Volatility Spillovers in Agricultural Commodity Markets: An Application Involving Implied Volatilities from Options Markets," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania 103636, Agricultural and Applied Economics Association.
• Bachev, Hrabrin, 2011. "Management of chemical and biological risks in agri-food chain," MPRA Paper 30905, University Library of Munich, Germany.