Essays in nonparametric measures of changes in taste and hedging behavior with options
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Harvey Lapan & Giancarlo Moschini & Steven D. Hanson, 1991.
"Production, Hedging, and Speculative Decisions with Options and Futures Markets,"
American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 73(1), pages 66-74.
- Lapan, Harvey & Moschini, Giancarlo & Hanson, Steven D., 1990. "Production, Hedging, And Speculative Decisions With Options And Futures Markets," 1990 Annual meeting, August 5-8, Vancouver, Canada 270980, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Lapan, Harvey E. & Moschini, GianCarlo & Hanson, Steven D., 1991. "Production Hedging and Speculative Decisions with Options and Future Markets," Staff General Research Papers Archive 10810, Iowa State University, Department of Economics.
- Losq, Etienne, 1982. "Hedging with price and output uncertainty," Economics Letters, Elsevier, vol. 10(1-2), pages 65-70.
- Steven D. Hanson & George W. Ladd & Charles F. Curtiss, 1991. "Robustness of the Mean-Variance Model with Truncated Probability Distributions," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 73(2), pages 436-445.
- Robert P. King & Lindon J. Robison, 1981. "An Interval Approach to Measuring Decision Maker Preferences," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 63(3), pages 510-520.
- Simon Benninga & Rafael Eldor & Itzhak Zilcha, 1984. "The optimal hedge ratio in unbiased futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 4(2), pages 155-159, June.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Hallam, Arne, 1992. "A Brief Overview Of Nonparametric Methods In Economics," Northeastern Journal of Agricultural and Resource Economics, Northeastern Agricultural and Resource Economics Association, vol. 21(2), pages 1-15, October.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Lence, Sergio Horacio, 1991. "Dynamic firm behavior under uncertainty," ISU General Staff Papers 1991010108000010656, Iowa State University, Department of Economics.
- Sergio H. Lence & Dermot J. Hayes & Yong Sakong, 1994.
"Multiperiod Production with Forward and Option Markets,"
American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 76(2), pages 286-295.
- Sergio H. Lence & Yong Sakong & Dermot J. Hayes, 1993. "Multiperiod Production with Forward and Options Markets," Center for Agricultural and Rural Development (CARD) Publications 93-wp112, Center for Agricultural and Rural Development (CARD) at Iowa State University.
- Lence, Sergio H. & Sakong, Yong & Hayes, Dermot J., 1994. "Multiperiod Production with Forward and Options Markets," Staff General Research Papers Archive 634, Iowa State University, Department of Economics.
- Lence, Sergio H & Sakong, Yong & Hayes, Dermot J., 1994. "Multiperiod Production with Forward and Option Markets," ISU General Staff Papers 199401010800001140, Iowa State University, Department of Economics.
- Lei, Li-Fen, 1992. "Using futures and option contracts to manage price and quantity risk: A case of corn farmers in central Iowa," ISU General Staff Papers 1992010108000011326, Iowa State University, Department of Economics.
- Coble, Keith H. & Zuniga, Manuel & Heifner, Richard, 2003. "Evaluation of the interaction of risk management tools for cotton and soybeans," Agricultural Systems, Elsevier, vol. 75(2-3), pages 323-340.
- Sergio H. Lence & Dermot J. Hayes, 1995.
"Optimal Hedging Under Forward‐Looking Behaviour,"
The Economic Record, The Economic Society of Australia, vol. 71(4), pages 329-342, December.
- Sergio H. Lence & Dermot J. Hayes, 1993. "Optimal Hedging under Forward-Looking Behavior," Center for Agricultural and Rural Development (CARD) Publications 93-wp108, Center for Agricultural and Rural Development (CARD) at Iowa State University.
- Lence, Sergio H & Hayes, Dermot J., 1995. "Optimal Hedging Under Forward-Looking Behaviour," ISU General Staff Papers 199512010800001137, Iowa State University, Department of Economics.
- Lence, Sergio H. & Hayes, Dermot J., 1995. "Optimal Hedging Under Forward-Looking Behavior," Staff General Research Papers Archive 533, Iowa State University, Department of Economics.
- Ricome, Aymeric & Chaib, Karim & Ridier, Aude & Kephaliacos, Charilaos & Carpy-Goulard, Francoise, 2012. "The role of cash crop marketing contracts in the adoption of low-input practices in the presence of risk and income supports," 126th Seminar, June 27-29, 2012, Capri, Italy 126222, European Association of Agricultural Economists.
- Frechette, Darren L., 2000. "Hedging With Futures And Options: A Demand Systems Approach," 2000 Conference, April 17-18 2000, Chicago, Illinois 18941, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
- Park, Timothy A. & Antonovitz, Frances, 1991. "Econometric Tests Of Firm Decision Making Under Uncertainty: Optimal Output And Hedging Decisions," 1991 Annual Meeting, August 4-7, Manhattan, Kansas 271264, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Williams, Jeffery R. & Crisostomo, Mario F. & Burton, Robert O., Jr. & Kelley, Kenneth W. & Llewelyn, Richard V., 1989. "A Risk Analysis of Crop Rotations in Southeast Kansas Including Double-Crop Alternatives," Staff Papers 133741, Kansas State University, Department of Agricultural Economics.
- Sayle, James & Anderson, John D. & Coble, Keith H. & Hudson, Darren, 2006. "Optimal Hedging Strategies for Early-Planted Soybeans in the South," 2006 Annual meeting, July 23-26, Long Beach, CA 21200, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Rob Fraser, 2018.
"Compensation Payments and Animal Disease: Incentivising Farmers Both to Undertake Costly On-farm Biosecurity and to Comply with Disease Reporting Requirements,"
Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 70(3), pages 617-629, July.
- Fraser, Rob, 2016. "Compensation Payments and Animal Disease: Incentivising Farmers Both to Undertake Costly On-farm Biosecurity and to Comply with Disease Reporting Requirements," 2016 Conference (60th), February 2-5, 2016, Canberra, Australia 235307, Australian Agricultural and Resource Economics Society.
- Fraser, Rob, 2016. "Compensation Payments and Animal Disease: Incentivising Farmers Both to Undertake Costly On-farm Biosecurity and to Comply with Disease Reporting Requirements," 90th Annual Conference, April 4-6, 2016, Warwick University, Coventry, UK 236359, Agricultural Economics Society.
- Dye, Ronald A. & Hughes, John S., 2018. "Equilibrium voluntary disclosures, asset pricing, and information transfers," Journal of Accounting and Economics, Elsevier, vol. 66(1), pages 1-24.
- Hardaker, J. Brian & Lien, Gudbrand D., 2003. "Stochastic Efficiency Analysis With Risk Aversion Bounds: A Simplified Approach," Working Papers 12954, University of New England, School of Economics.
- Röthig, Andreas, 2008. "The Impact of Backwardation on Hedgers' Demand for Currency Futures Contracts: Theory versus Empirical Evidence," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 35698, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
- Moschini, GianCarlo & Myers, Robert J., 2002.
"Testing for constant hedge ratios in commodity markets: a multivariate GARCH approach,"
Journal of Empirical Finance, Elsevier, vol. 9(5), pages 589-603, December.
- GianCarlo Moschini & Robert J. Myers, 2001. "Testing for Constant Hedge Ratios in Commodity Markets: A Multivariate GARCH Approach," Center for Agricultural and Rural Development (CARD) Publications 01-wp268, Center for Agricultural and Rural Development (CARD) at Iowa State University.
- Moschini, GianCarlo & Myers, Robert J., 2002. "Testing for Constant Hedge Ratios in Commodity Markets: A Multivariate Garch Approach," Staff General Research Papers Archive 1945, Iowa State University, Department of Economics.
- Moschini, Giancarlo & Myers, Robert J., 2002. "Testing for constant hedge ratios in commodity markets: a multivariate GARCH approach," ISU General Staff Papers 200212010800001294, Iowa State University, Department of Economics.
- Dalal, Ardeshir J. & Alghalith, Moawia, 2009. "Production decisions under joint price and production uncertainty," European Journal of Operational Research, Elsevier, vol. 197(1), pages 84-92, August.
- Białkowski, Jędrzej & Bohl, Martin T. & Perera, Devmali, 2023. "Commodity futures hedge ratios: A meta-analysis," Journal of Commodity Markets, Elsevier, vol. 30(C).
- Yano, Yuki & Blandford, David, 2008. "Use of Penalties and Rewards in Agri-Environmental Policy," 82nd Annual Conference, March 31 - April 2, 2008, Royal Agricultural College, Cirencester, UK 36873, Agricultural Economics Society.
- Tabesh, Hamid, 1987. "Hedging price risk to soybean producers with futures and options: a case study," ISU General Staff Papers 1987010108000010306, Iowa State University, Department of Economics.
- Harvey Lapan & Giancarlo Moschini & Steven D. Hanson, 1991.
"Production, Hedging, and Speculative Decisions with Options and Futures Markets,"
American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 73(1), pages 66-74.
- Lapan, Harvey & Moschini, Giancarlo & Hanson, Steven D., 1990. "Production, Hedging, And Speculative Decisions With Options And Futures Markets," 1990 Annual meeting, August 5-8, Vancouver, Canada 270980, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Lapan, Harvey E. & Moschini, GianCarlo & Hanson, Steven D., 1991. "Production Hedging and Speculative Decisions with Options and Future Markets," Staff General Research Papers Archive 10810, Iowa State University, Department of Economics.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:isu:genstf:1991010108000010679. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Curtis Balmer (email available below). General contact details of provider: https://edirc.repec.org/data/deiasus.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.