Results 81 to 90 of about 525,958 (299)

Low Participation and Risk Reduction Potential of Supplemental Crop Insurance in the United States

Applied Economic Perspectives and Policy, EarlyView.
ABSTRACT Federally subsidized crop insurance is a cornerstone of U.S. farm risk management, yet policies with the greatest share of participation only trigger indemnities after losses exceed 15%. Supplemental insurance was introduced to cover part of this deductible, but participation remains largely unchanged.
Francis Tsiboe, Hunter Biram, Amy Hagerman   +2 more
wiley   +1 more source

Autorregresive conditional volatility, skewness and kurtosis [PDF]

This paper proposes a GARCH-type model allowing for time-varying volatility, skewness and kurtosis. The model is estimated assuming a Gram-Charlier series expansion of the normal density function for the error term, which is easier to estimate than the ...
León, Angel, Serna, Gregorio, Rubio Irigoyen, Gonzalo   +2 more
core  

Delaying the Inevitable? U.S. Screwworm Closures and Feeder Cattle Market Dynamics

Applied Economic Perspectives and Policy, EarlyView.
ABSTRACT Biosecurity trade restrictions are commonly framed as preventive measures, yet in many settings they function primarily as policies of delay: they impose immediate market costs while only postponing the arrival of biological risks. This paper evaluates that intertemporal tradeoff using the 2024–2025 US suspension of live cattle imports from ...
Shelby Sumner, Savannah Jones, Tania Islam, K. Aleks Schaefer   +3 more
wiley   +1 more source

Asymmetric Conditional Volatility on the Romanian Stock Market [PDF]

Recent studies show that a negative shock in stock prices will generate more volatility than a positive shock of similar magnitude. The aim of this paper is to test the hypothesis under which the the conditional variance of stock returns is an asymmetric
Florin Stanciu
core  

Farmers' Preferences for Fossil‐Free Mineral Nitrogen Fertilizers: Role of Prices, Climate, Production Origin, and Identity

Applied Economic Perspectives and Policy, EarlyView.
ABSTRACT Disruptions in global fertilizer markets and climate targets have increased interest in fossil‐free mineral nitrogen fertilizers. This study examines farmers' preferences for conventional (fossil‐based) and fossil‐free fertilizers using a labeled discrete choice experiment with 211 Swedish farmers.
Nasir Adam, Hui Tao, Gordana Manevska‐Tasevska, Per‐Anders Hansson, Vivian Wei Huang, Helena Hansson   +5 more
wiley   +1 more source

Return and Volatility Spillovers Among Major Cotton Markets

Agribusiness, EarlyView.
ABSTRACT This study explores return and volatility transmission among major cotton markets. Several events have disrupted cotton supply and demand in recent years, leading to heightened price volatility and significant shifts in market interconnections.
Susmitha Kalli, Berna Karali, Yangxuan Liu, Munisamy Gopinath   +3 more
wiley   +1 more source

Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets [PDF]

This paper estimates univariate and multivariate conditional volatility and conditional correlation models of spot, forward and futures returns from three major benchmarks of international crude oil markets, namely Brent, WTI and Dubai, to aid in risk ...
Roengchai Tansuchat, Michael McAleer, Chia-Lin Chang   +2 more
core   +2 more sources

Effects of investor sentiment and country governance on unexpected conditional volatility during the COVID-19 pandemic: Evidence from global stock markets. [PDF]

Int Rev Financ Anal, 2022
Hsu YL, Tang L.
europepmc   +1 more source

Assessing the Impact of Promotions on Consumer Purchasing Behavior During Crises

Agribusiness, EarlyView.
ABSTRACT Understanding how households modify their food expenditure decisions during times of crisis is essential because consumer purchasing behavior frequently changes during these times. This study looks at these behavioral shifts during the COVID‐19 pandemic, concentrating on how price sensitivity and response to sales promotions changed over the ...
Wafa Mehaba, José María Gil
wiley   +1 more source

Value-at-risk modeling and forecasting with range-based volatility models: empirical evidence

Revista Contabilidade & Finanças
This article considers range-based volatility modeling for identifying and forecasting conditional volatility models based on returns. It suggests the inclusion of range measuring, defined as the difference between the maximum and minimum price of an ...
Leandro dos Santos Maciel, Rosangela Ballini   +1 more
doaj   +1 more source