Modeling and Pricing European Temperature in the Context of Weather Derivative Pricing [PDF]
, 2012 Zapranis, Achilleas +1 more
core
Modeling of Interest Rate Term Structures under Collateralization and its Implications [PDF]
In recent years, we have observed dramatic increase of collateralization as an important credit risk mitigation tool in over the counter (OTC) market [6].
Masaaki Fujii, Akihiko Takahashi
core
On the Economics of US Agricultural Policy
Applied Economic Perspectives and Policy, EarlyView.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
Random Neural Networks for Rough Volatility. [PDF]
Appl Math OptimJacquier A, Žurič Ž.
europepmc +1 more source
How Video‐Based Information Affects Farmers' Willingness to Pay for Drone Services
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT Professional service for digital technology like agricultural drones lowers transaction costs and scope thresholds for smallholders. Meanwhile, perceptual adoption barriers remain underexplored. We conduct a two‐stage choice experiment with a randomized video‐based information treatment among 384 Chinese crop farmers to measure its effect on ...
Hua Zhang +4 more
wiley +1 more source
Stochastic and Statistical Analysis of Cnoidal, Snoidal, Dnoidal, Hyperbolic, Trigonometric and Exponential Wave Solutions of a Coupled Volatility Option-Pricing System. [PDF]
Entropy (Basel)Abdalgadir LM +3 more
europepmc +1 more source
Extreme Weather Events and Consumer Food Responses
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT This study investigates consumer food responses to Hurricanes Helene and Milton, which affected a swath of the Southeastern U.S. in 2024. Using representative consumer survey data from six affected states, we analyze 10 distinct food responses classified into ex ante and ex post responses, and examine their associations with food insufficiency
Ahmad Zia Wahdat, Joseph Balagtas
wiley +1 more source
Decision-making on preservation effort and inventory volume for fresh retailer under strategic consumer behavior. [PDF]
PLoS OneZhu C, Zhan W.
europepmc +1 more source
Real World Pricing of Long Term Contracts [PDF]
Long dated contingent claims are relevant in insurance, pension fund management and derivative pricing. This paper proposes a paradigm shift in the valuation of long term contracts, away from classical no-arbitrage pricing towards pricing under the real ...
Eckhard Platen
core
Assessing Photovoltaic Recycling Capacities and Policy Gaps in the European Union
Advanced Energy and Sustainability Research, EarlyView.This study maps photovoltaic recycling capacity in the EU and key global regions, highlighting gaps between growing waste volumes and available infrastructure. It combines survey insights and policy analysis to identify recycling bottlenecks and offers recommendations to boost circularity in the solar sector.
Nieves Espinosa +3 more
wiley +1 more source