Measuring Price Risk in Rating Revenue Coverage: BS or No BS?-Reference-Cited by-同舟云学术

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Measuring Price Risk in Rating Revenue Coverage: BS or No BS?

Published:2017-12-18 Issue:2 Volume:100 Page:456-478
ISSN:0002-9092
Container-title:American Journal of Agricultural Economics
language:en
Short-container-title:American Journal of Agricultural Economics

Author:

Goodwin Barry K¹,Harri Ardian²,Rejesus Roderick M³,Coble Keith H²

Affiliation:

1. Departments of Agricultural and Resource Economics and EconomicsNorth Carolina State University

2. Department of Agricultural EconomicsMississippi State University

3. Department of Agricultural and Resource EconomicsNorth Carolina State University

Funder

Risk Management Agency

Agricultural Research Service

U.S. Forest Service

United States - Israel Binational Agricultural Research and Development Fund

Publisher

Wiley

Subject

Economics and Econometrics,Agricultural and Biological Sciences (miscellaneous)

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1093/ajae/aax083

Reference42 articles.

1. Do option markets correctly price the probabilities of movement of the underlying asset?

2. AndersenT.G. BondarenkoO..2007. Construction and Interpretation of Model‐free Implied Volatility. NBER Working Paper 13449 NBER Cambridge MA.

3. Modeling and Forecasting Realized Volatility

4. Probability Distribution of Future Asset Prices Implied by Option Orices;Bahra B.;Bank of England Quarterly Bulletin,1996

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