Reevaluating the use of volatility factor in crop insurance premium rating-Reference-Cited by-同舟云学术

Reevaluating the use of volatility factor in crop insurance premium rating

Published:2022-07-21 Issue:2 Volume:1 Page:124-135
ISSN:2769-2485
Container-title:Journal of the Agricultural and Applied Economics Association
language:en
Short-container-title:J of Agr & App Econ Assoc

Author:

Bulut Harun¹^ORCID,Fortenbery T. Randall²

Affiliation:

1. National Crop Insurance Services (NCIS) Overland Park Kansas USA

2. School of Economic Sciences Washington State University Pullman Washington USA

Publisher

Wiley

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/jaa2.17

Reference19 articles.

1. Bozic Marin JohnNewton Cameron S.Thraen andBrian W.Gould.2012. “Parametric Bootstrap Tests for Futures Price and Implied Volatility Biases With Application to Rating Livestock Margin Insurance for Dairy Cattle.” Staff Paper Series P12‐9 Department of Applied Economics University of Minnesota St. Paul MN.

2. Designing farm supplemental revenue coverage options on top of crop insurance coverage

3. The impact of enterprise unit policy change on the quantity demanded for crop insurance

4. The relation between implied and realized volatility1We thank Interactive Data Corporation for providing the option price data used in this study, and David Bates, N.K. Chidambaran, Young–Ho Eom, Steven Feinstein, Stephen Figlewski, Ken French, Will Goetzmann, Bob Jarrow, Nikunj Kapadia, Cheng–Few Lee, K. Geert Rouwenhorst, Chris Sims, Suresh Sundaresan, Zhen Yu Wang, seminar participants at the American Finance Association, Boston University, European Finance Association, Financial Management Association, and the Cornell–Queens Derivative Securities Conference for useful comments. We are also grateful to G. William Schwert (the editor) and an anonymous referee for very extensive and helpful feedback.1