메뉴 건너뛰기




Volumn 190, Issue 1, 2011, Pages 201-220

Optimal crop planting schedules and financial hedging strategies under ENSO-based climate forecasts

Author keywords

[No Author keywords available]

Indexed keywords


EID: 79955611461     PISSN: 02545330     EISSN: 15729338     Source Type: Journal    
DOI: 10.1007/s10479-009-0551-2     Document Type: Article
Times cited : (12)

References (31)
  • 2
    • 34248483578 scopus 로고
    • The pricing of commodity contracts
    • Black, F. (1976). The pricing of commodity contracts. Journal of Financial Economics, 3, 167-179.
    • (1976) Journal of Financial Economics , vol.3 , pp. 167-179
    • Black, F.1
  • 4
    • 33845194501 scopus 로고    scopus 로고
    • The value of the climate information when farm programs matter
    • Cabrera, V. E., Letson, D., & Podestá, G. (2007). The value of the climate information when farm programs matter. Agricultural Systems, 93, 25-42.
    • (2007) Agricultural Systems , vol.93 , pp. 25-42
    • Cabrera, V.E.1    Letson, D.2    Podestá, G.3
  • 5
    • 0028160224 scopus 로고
    • Forecasting Zimbabwean maize yield using eastern equatorial Pacific sea surface temperature
    • Cane, M. A., Eshel, G., & Buckland, R. (1994). Forecasting Zimbabwean maize yield using eastern equatorial Pacific sea surface temperature. Nature, 370, 204-205.
    • (1994) Nature , vol.370 , pp. 204-205
    • Cane, M.A.1    Eshel, G.2    Buckland, R.3
  • 6
    • 0036250287 scopus 로고    scopus 로고
    • Optimal producer behavior in the presence of area-yield crop insurance
    • Chambers, R. G., & Quiggin, J. (2002). Optimal producer behavior in the presence of area-yield crop insurance. American Journal of Agricultural Economics, 84, 320-334.
    • (2002) American Journal of Agricultural Economics , vol.84 , pp. 320-334
    • Chambers, R.G.1    Quiggin, J.2
  • 7
    • 12444274844 scopus 로고    scopus 로고
    • The joint effect of government crop insurance and loan programmes on the demand for futures hedging
    • Coble, K. H., Miller, J. C., & Zuniga, M. (2004). The joint effect of government crop insurance and loan programmes on the demand for futures hedging. European Review of Agricultural Economics, 31, 309-330.
    • (2004) European Review of Agricultural Economics , vol.31 , pp. 309-330
    • Coble, K.H.1    Miller, J.C.2    Zuniga, M.3
  • 8
    • 0039002155 scopus 로고    scopus 로고
    • Hedging pressure effects in futures markets
    • de Roon, F. A., Nijman, F. T., & Veld, C. (2000). Hedging pressure effects in futures markets. Journal of Finance, 55, 1437-1456.
    • (2000) Journal of Finance , vol.55 , pp. 1437-1456
    • de Roon, F.A.1    Nijman, F.T.2    Veld, C.3
  • 9
    • 0000914425 scopus 로고
    • Futures trading and investor returns: an investigation of commodity market risk premiums
    • Dusak, K. (1973). Futures trading and investor returns: an investigation of commodity market risk premiums. Journal of Political Economy, 81, 1387-1406.
    • (1973) Journal of Political Economy , vol.81 , pp. 1387-1406
    • Dusak, K.1
  • 10
    • 0002101229 scopus 로고    scopus 로고
    • Correlation and dependence in risk management: properties and pitfalls
    • M. Dempster (Ed.), Cambridge: Cambridge University Press
    • Embrechts, P., McNeal, A., & Straumann, D. (2002). Correlation and dependence in risk management: properties and pitfalls. In M. Dempster (Ed.), Risk management: value-at-risk and beyond (pp. 176-223). Cambridge: Cambridge University Press.
    • (2002) Risk Management: Value-at-Risk and beyond , pp. 176-223
    • Embrechts, P.1    McNeal, A.2    Straumann, D.3
  • 12
    • 0036890598 scopus 로고    scopus 로고
    • Realizing the potential benefits of climate prediction to agriculture: issues, approaches, challenges
    • Hansen, J. W. (2002). Realizing the potential benefits of climate prediction to agriculture: issues, approaches, challenges. Agricultural Systems, 74, 309-330.
    • (2002) Agricultural Systems , vol.74 , pp. 309-330
    • Hansen, J.W.1
  • 13
    • 0031926988 scopus 로고    scopus 로고
    • ENSO influences on agriculture in the Southeastern US
    • Hansen, J. W., Hodges, A. W., & Jones, J. W. (1998). ENSO influences on agriculture in the Southeastern US. Journal of Climate, 11, 404-411.
    • (1998) Journal of Climate , vol.11 , pp. 404-411
    • Hansen, J.W.1    Hodges, A.W.2    Jones, J.W.3
  • 14
    • 0003874095 scopus 로고
    • Cambridge: Oxford University Press
    • Hicks, J. R. (1939). Value and capital. Cambridge: Oxford University Press.
    • (1939) Value and Capital
    • Hicks, J.R.1
  • 15
    • 0000056303 scopus 로고
    • Residual risk, trading costs, and commodity futures risk premia
    • Hirshleifer, D. (1988). Residual risk, trading costs, and commodity futures risk premia. Review of Financial Studies, 1, 173-193.
    • (1988) Review of Financial Studies , vol.1 , pp. 173-193
    • Hirshleifer, D.1
  • 16
    • 84974250732 scopus 로고
    • Determinants of hedging and risk premia in commodity futures markets
    • Hirshleifer, D. (1989). Determinants of hedging and risk premia in commodity futures markets. Journal of Financial and Quantitative Analysis, 24, 313-331.
    • (1989) Journal of Financial and Quantitative Analysis , vol.24 , pp. 313-331
    • Hirshleifer, D.1
  • 17
    • 0001385620 scopus 로고
    • An investigation of commodity futures prices using the consumption-based inter-temporal capital asset pricing model
    • Jagannathan, R. (1985). An investigation of commodity futures prices using the consumption-based inter-temporal capital asset pricing model. Journal of Finance, 40, 175-191.
    • (1985) Journal of Finance , vol.40 , pp. 175-191
    • Jagannathan, R.1
  • 23
    • 0344585364 scopus 로고    scopus 로고
    • Hedging price risk in the presence of crop yield and revenue insurance
    • Mahul, O. (2003). Hedging price risk in the presence of crop yield and revenue insurance. European Review of Agricultural Economics, 30, 217-239.
    • (2003) European Review of Agricultural Economics , vol.30 , pp. 217-239
    • Mahul, O.1
  • 24
  • 28
    • 0002062038 scopus 로고    scopus 로고
    • Optimization of conditional value-at-risk
    • Rockafellar, R. T., & Uryasev, S. (2000). Optimization of conditional value-at-risk. The Journal of Risk, 2, 21-41.
    • (2000) The Journal of Risk , vol.2 , pp. 21-41
    • Rockafellar, R.T.1    Uryasev, S.2
  • 30
    • 0013656482 scopus 로고
    • Commodity futures and spot price determination and hedging in capital market equilibrium
    • Stoll, H. (1979). Commodity futures and spot price determination and hedging in capital market equilibrium. Journal of Financial and Quantitative Analysis, 14, 873-895.
    • (1979) Journal of Financial and Quantitative Analysis , vol.14 , pp. 873-895
    • Stoll, H.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.