Results 101 to 110 of about 204,844 (307)
Unpacking the Farmland Capitalization Effect of Ethanol Establishment
ABSTRACT We unpack the impact of expansions in ethanol production—as measured by proximity to newly constructed ethanol plants and capacity expansions—on farmland values using land transaction data from Kansas in combination with modern causal inference techniques.
Gabriel S. Sampson, Jisang Yu
wiley +1 more source
Evaluating Asset Pricing Models with Limited Commitment using Household Consumption Data [PDF]
We evaluate the asset pricing implications of a class of models in which risk sharing is imperfect because of limited enforcement of intertemporal contracts. Lustig (2004) has shown that in such a model the asset pricing kernel can be written as a simple
Dirk Krueger +2 more
core
On the Economics of US Agricultural Policy
ABSTRACT This paper presents an economic analysis of US agricultural policy, building on a modified version of Gardner's efficient redistribution. We argue that agricultural policy is motivated as an attempt to implement an efficient redistribution scheme that redistributes income toward farmers who, as a group, have been adversely affected by ...
Jean‐Paul Chavas
wiley +1 more source
As an Islamic financial institutions into the capital market for investment, the guidance in the areas of risk and return and security prices under Shari'a framework necessary.
Shofia Mauizotun Hasanah, Ima Maspupah
doaj +1 more source
Asset Pricing with Delayed Consumption Decisions [PDF]
The attempt to match characteristics of asset pricing models such as the risk-free interest rate, equity premium and the Sharpe ratio for models with instantaneous consumption decisions in the context of stochastic growth models has not been very ...
Lars Grüne, Willi Semmler
core
Abstract The Russian invasion of Ukraine in February 2022 had profound consequences for the global economy. As both countries are major commodity exporters, the food value chain was also affected. This study investigates the impact of the invasion on stock prices, profitability and sentiments of agribusinesses along the food supply chain by using an ...
Julia Höhler +2 more
wiley +1 more source
LOCK-IN OF EXTRAPOLATIVE EXPECTATIONS IN AN ASSET PRICING MODEL [PDF]
This paper examines an agent's choice of forecast method within a standard asset pricing model. A representative agent may choose: (1) a fundamentals-based forecast that employs knowledge of the dividend process, (2) a constant forecast that is based on a simple long-run average, or (3) a time-varying forecast that extrapolates from the last ...
openaire +2 more sources
Abstract World markets for quality differentiated agri‐food products are highly competitive, presenting significant challenges for firms aiming to compete effectively. Government agencies and business organizations often implement various export promotion policies to address these challenges.
Nicolás Depetris‐Chauvin +1 more
wiley +1 more source
Examining macroeconomic models through the lens of asset pricing [PDF]
Dynamic stochastic equilibrium models of the macro economy are designed to match the macro time series including impulse response functions. Since these models aim to be structural, they also have implications for asset pricing.
Jaroslav Borovicka, Lars Hansen
core
Foreign labor, peer‐networking and agricultural efficiency in the Italian dairy sector
Abstract While the presence of immigrants in the agricultural sector is widely acknowledged, the empirical evidence on its economic consequences is lacking, especially from a microeconomic perspective. Using the Farm Accountancy Data Network panel data for Italian dairy farms in the period 2008–2018, the present study investigates the relationship ...
Federico Antonioli +2 more
wiley +1 more source

