Results 161 to 170 of about 129,146 (344)
Testing the Marketing Performance of German Wheat Farmers
Agribusiness, EarlyView.ABSTRACT This paper analyses the marketing performance of wheat farmers in Germany. Wheat sales data from 465 individual farms over a 12‐year period are used to test against different market benchmarks. Market benchmarks are constructed by simulating passive trading agents using regional wheat prices.
Franziska Potts, Jens‐Peter Loy
wiley +1 more source
Efficient Pricing of European-Style Options under Heston’s Stochastic Volatility Model
, 2012 Oleksandr Zhylyevskyy
openalex +2 more sources
Does a Specialized Niche Market Vegetable Processor Enjoy Bargaining Power?
Agribusiness, EarlyView.ABSTRACT Agribusiness companies may achieve competitive advantage through specialization within niche markets. One such niche is the fresh‐cut fruit and vegetable market, which has been steadily growing in Germany. This study examines whether the specialization of a German fresh‐cut producer grants it with market power within this niche market.
Nikolas Bublik +3 more
wiley +1 more source
Baldovin-Stella stochastic volatility process and Wiener process mixtures
, 2012 Pier Paolo Peirano, Damien Challet
openalex +2 more sources
BVARs and stochastic volatility
Bayesian vector autoregressions (BVARs) are the workhorse in macroeconomic forecasting. Research in the last decade has established the importance of allowing time-varying volatility to capture both secular and cyclical variations in macroeconomic uncertainty.
openaire +2 more sources
The Role of Certifications in Improving Household Food Security Among Peruvian Farmers
Agribusiness, EarlyView.ABSTRACT Achieving global food security requires sustainable transformations in agri‐food systems. Voluntary Sustainability Standards (VSS) such as Organic and Fairtrade aim to internalize certain social and environmental costs while promoting more equitable value distribution, improved market access, and sustainable production practices.
Lisa‐Marie Schulte, Awudu Abdulai
wiley +1 more source
Dynamic Optimal Mean-Variance Investment with Mispricing in the Family of 4/2 Stochastic Volatility Models [PDF]
, 2021 Yumo Zhang
openalex +1 more source
AIChE Journal, EarlyView.ABSTRACT Flexibility is a crucial characteristic of industrial systems that face increasing volatilities and is therefore essential to ensure feasible operation under uncertainty. Flexibility is often closely tied to the design of a system, and careful consideration must be taken to understand the trade‐off between design cost and operational ...
Jnana Sai Jagana +3 more
wiley +1 more source
Estimating stochastic volatility models with student-t distributed errors
, 2020 Vishal Rama
openalex +1 more source
Volatility in options formulae for general stochastic dynamics
, 2014 Kaïs Hamza +2 more
openalex +1 more source