Results 111 to 120 of about 915,119 (255)

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

Option pricing for GARCH-type models with generalized hyperbolic innovations [PDF]

In this paper, we provide a new dynamic asset pricing model for plain vanilla options and we discuss its ability to produce minimum mispricing errors on equity option books.
Dominique Guegan, Christophe Chorro, Florian Ielpo   +2 more
core  

Promoting Healthier Drinking: Evidence From a Vignette Experiment on Contextual and Informational Drivers of Dealcoholized Wine Choices

Applied Economic Perspectives and Policy, EarlyView.
ABSTRACT Growing demand for healthier beverages is driving innovation in the wine sector, with dealcoholized wine emerging as a promising alternative. However, little is known about the contextual conditions under which consumers would choose dealcoholized wine, particularly in countries with strong wine traditions. To fill this gap, this work examines
Giovanna Piracci, Giulia Maesano, Leonardo Casini, Maurizio Canavari, Marija Cerjak   +4 more
wiley   +1 more source

Nonparametric option pricing with no-arbitrage constraints [PDF]

We propose a completely kernel based method of estimating the call price function or the state price density of options. The new estimator of the call price function fulfills the constraints like monotonicity and convexity given in Breeden and ...
Birke, Melanie, Pilz, Kay F.
core  

Deep learning-enhanced calibration for nonlinear mixed stochastic models in European option pricing

Scientific Reports
This paper studies European option pricing in a regime-switching Heston-Hull-White framework. The model combines stochastic volatility, stochastic interest rates, and a Markov-chain-driven regime-switching mechanism, allowing part of the market dynamics ...
Juanjuan Li
doaj   +1 more source

Hemp Cultivation and Crop Diversification: Implications for Ecosystem Services in Kentucky

Applied Economic Perspectives and Policy, EarlyView.
ABSTRACT This study examines the ecosystem benefits of expanding hemp cultivation by assessing its impact on crop diversity. Using scenario‐based simulations and fixed‐effect panel regressions with county‐level data in Kentucky, we find that increased hemp acreage tends to enhance crop diversity, improving water quality and bird diversity.
Yunsun Park, Seong D. Yun, Brandy E. Phipps, Tyler Mark, Craig Schluttenhofer   +4 more
wiley   +1 more source

Analytic Approximations for Multi-Asset Option Pricing [PDF]

We derive a general analytic approximation for pricing basket options on N assets, which is extended to analytic approximations for pricing general rainbow options, including best-of and worst-of N asset options.
Aanand Venkatramanan, Carol Alexander
core  

Keeping Pace or Falling Behind? The Depth of Latin American Trade Agreements

Applied Economic Perspectives and Policy, EarlyView.
ABSTRACT This article examines whether Latin American countries are keeping pace with global trends in trade agreement depth or falling behind. Using 681 agreements (1970–2019), we develop the Depth Index of Trade Agreements (DITA) to weight provisions endogenously through factor analysis based on co‐occurrence patterns.
Raphael Gomes da Silva, Fernanda Aparecida Silva, Lia Nogueira   +2 more
wiley   +1 more source

An empirical comparison of the performance of alternative option pricing models [PDF]

Published as an article in: Investigaciones Economicas, 2005, vol.
León, Angel, Ferreira García, María Eva, Rubio Irigoyen, Gonzalo, Gago, Mónica   +3 more
core  

Temporary Programs, Lasting Questions: Ad Hoc Assistance in the U.S. Farm Safety Net

Applied Economic Perspectives and Policy, EarlyView.
ABSTRACT Large ad hoc assistance programs have returned to U.S. farm policy since 2017, operating alongside a more developed safety net built around federally subsidized crop insurance, Title I commodity programs, and standing disaster assistance. This paper reviews the renewed use of ad hoc assistance, documents its recent scale using USDA data, and ...
Alejandro Plastina, Oranuch Wongpiyabovorn   +1 more
wiley   +1 more source