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Option Valuation and Speculative Interest in a MPP-Dairy Margin Futures Contract

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  • Newton, John
  • Bozic, Marin
  • Wolf, Chris
  • Thraen, Cameron S.

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Suggested Citation

  • Newton, John & Bozic, Marin & Wolf, Chris & Thraen, Cameron S., 2014. "Option Valuation and Speculative Interest in a MPP-Dairy Margin Futures Contract," 2014 AAEA: Crop Insurance and the 2014 Farm Bill Symposium: Implementing Change in U.S. Agricultural Policy, October 8-9, 2014, Louisville, KY 186633, Agricultural and Applied Economics Association.
    • Handle: RePEc:ags:aaeacj:186633
    DOI: 10.22004/ag.econ.186633
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    References listed on IDEAS

    as
    1. Richard E. Just & Linda Calvin & John Quiggin, 1999. "Adverse Selection in Crop Insurance: Actuarial and Asymmetric Information Incentives," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 81(4), pages 834-849.
    2. Keith H. Coble & Thomas O. Knight & Rulon D. Pope & Jeffery R. Williams, 1997. "An Expected-Indemnity Approach to the Measurement of Moral Hazard in Crop Insurance," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 79(1), pages 216-226.
    3. Adeyemi Esuola & Michael Hoy & Zahirul Islam & Calum G. Turvey, 2007. "Evaluating the effects of asymmetric information in a model of crop insurance," Agricultural Finance Review, Emerald Group Publishing Limited, vol. 67(2), pages 341-356, November.
    4. Cox, John C. & Ross, Stephen A. & Rubinstein, Mark, 1979. "Option pricing: A simplified approach," Journal of Financial Economics, Elsevier, vol. 7(3), pages 229-263, September.
    5. Wolf, Christopher & Bozic, Marin & Newton, John & Thraen, Cameron, 2013. "Moove Over: Will New Government-Sponsored Dairy Margin Insurance Crowd Out Private Market Risk Management Tools?," 2013 AAEA: Crop Insurance and the Farm Bill Symposium 156713, Agricultural and Applied Economics Association.
    Full references (including those not matched with items on IDEAS)

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    Keywords

    Agricultural and Food Policy; Production Economics; Risk and Uncertainty;
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