Zobrazeno 1 - 10
of 48
pro vyhledávání: '"David J. Leatham"'
Publikováno v:
Contemporary Economics, Vol 9, Iss 1, Pp 1-108 (2015)
Given the emerging consensus from previous studies that crude oil and refined product (as well as crack spread) prices are cointegrated, this study examines the link between the crude oil spot and crack spread derivatives markets. Specifically, the u
Externí odkaz:
https://doaj.org/article/e88feabf982c41e59ae766a9cce737ee
Autor:
Kunlapath Sukcharoen, David J. Leatham
Publikováno v:
Studies in Economics and Finance, 2016, Vol. 33, Issue 1, pp. 26-49.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/SEF-01-2015-0021
Publikováno v:
Agricultural Finance Review. 81:767-783
PurposeThe purpose of this paper is to bring out the development of a flexible model for nonstationary crop yield distributions and its applications to decision-making in crop insurance.Design/methodology/approachThe authors design a nonparametric Ba
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d701ebcf8441dc62b65f0bdd00508901
https://doi.org/10.1108/afr-09-2020-0144
https://doi.org/10.1108/afr-09-2020-0144
Publikováno v:
Journal of Agricultural, Biological and Environmental Statistics. 26:349-366
This study is motivated by the estimation of many crop yield densities, each with a small number of observations. These densities tend to resemble one another if they are spatially proximate. To gain flexibility and improve efficiency, we propose ker
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0649eb45a15ce156665812b7788c211f
https://doi.org/10.1007/s13253-021-00442-6
https://doi.org/10.1007/s13253-021-00442-6
Publikováno v:
Journal of Risk and Financial Management
Volume 14
Issue 7
Journal of Risk and Financial Management, Vol 14, Iss 337, p 337 (2021)
Volume 14
Issue 7
Journal of Risk and Financial Management, Vol 14, Iss 337, p 337 (2021)
One of the notable features of bitcoin is its extreme volatility. The modeling and forecasting of bitcoin volatility are crucial for bitcoin investors’ decision-making analysis and risk management. However, most previous studies of bitcoin volatili
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::dbcfb5dc36650b8b71f7921be8adbdf7
Publikováno v:
Sustainability, Vol 12, Iss 6002, p 6002 (2020)
Sustainability
Volume 12
Issue 15
Sustainability
Volume 12
Issue 15
Many Afghanistan households face food insecurity (FI), and this threatens sustainable development. Policymakers and international donors are trying to alleviate FI using food aid, development assistance, and outreach. This study identified household
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::dd0077e6402b1c103d53790fb91caaed
https://www.mdpi.com/2071-1050/12/15/6002
https://www.mdpi.com/2071-1050/12/15/6002
Autor:
Kunlapath Sukcharoen, David J. Leatham
Publikováno v:
Journal of Agricultural and Applied Economics. 48:148-172
One of the most popular risk management strategies for wheat producers is varietal diversification. Previous studies proposed a mean-variance model as a tool to optimally select wheat varieties. However, this study suggests that the mean–expected s
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1a416bfe281da0876b9500c8ef594ec4
https://doi.org/10.1017/aae.2016.8
https://doi.org/10.1017/aae.2016.8
Publikováno v:
Journal of Commodity Markets. 20:100112
The emergence of energy commodity exchange-traded fund (ETFs) has provided an alternative vehicle for both energy commodity users (long hedgers) and producers (short hedgers) to hedge their respective exposures to unfavorable commodity energy price m
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3f9fbf0f9604ef63e1f92cb8118f4543
https://doi.org/10.1016/j.jcomm.2019.100112
https://doi.org/10.1016/j.jcomm.2019.100112
Publikováno v:
Agricultural Finance Review. 75:368-384
Purpose – Portfolio theory suggests that geographical diversification of production units could potentially help manage the risks associated with farming, yet little research has been done to evaluate the effectiveness of a geographical diversifica
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1bdda7af8eedc0154b3b4af38e329ae6
https://doi.org/10.1108/afr-07-2014-0020
https://doi.org/10.1108/afr-07-2014-0020
Publikováno v:
Applied Economics. 47:3482-3498
This article employs a variety of econometric models (including OLS, VEC/VAR, DCC GARCH and a class of copula-based GARCH models) to estimate optimal hedge ratios for gasoline spot prices using gasoline exchange-traded funds (ETFs) and gasoline futur
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b84d3e5d473ac4351b52c7de0dbbeb62
https://doi.org/10.1080/00036846.2015.1016210
https://doi.org/10.1080/00036846.2015.1016210