Market Structure and the Value of Agricultural Contingent Claims

Author:

Turvey Calum G.,Stokes Jeffrey R.

Publisher

Wiley

Subject

Economics and Econometrics,Agronomy and Crop Science,Animal Science and Zoology,Ecology,Global and Planetary Change

Reference19 articles.

1. Input demand under yield and revenue insurance;Babcock;American Journal of Agricultural Economics,1996

2. The pricing of commodity contracts;Black;Journal of Financial Economics,1976

3. A theory of commodity price fluctuations;Chambers;Journal of Political Economy,1996

4. Market risk adjustment in project valuation;Constantinides;Journal of Finance,1978

5. On the behavior of commodity prices;Deaton;Review of Economic Studies,1992

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2. Variance risk premia for agricultural commodities;Agricultural Finance Review;2019-06-03

3. Crop price insurance in China: pricing and hedging using futures market;China Agricultural Economic Review;2017-11-06

4. An autoregressive approach to modeling commodity prices as a quasi-fractional Brownian motion;Agricultural Finance Review;2016-05-03

5. A financial engineering approach to pricing agricultural insurances;Agricultural Finance Review;2015-05-05

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