Zobrazeno 1 - 10
of 525
pro vyhledávání: '"Dermot J. Hayes"'
Autor:
Ziran Li, Dermot J. Hayes
Publikováno v:
Journal of Futures Markets. 42:428-445
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::098ae251b3bc82a543f352b3c3477df2
https://doi.org/10.1002/fut.22285
https://doi.org/10.1002/fut.22285
Publikováno v:
Journal of Agricultural Economics. 72:647-672
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::287c88c83852b69338bf6917cd96168e
https://doi.org/10.1111/1477-9552.12430
https://doi.org/10.1111/1477-9552.12430
Publikováno v:
American Journal of Agricultural Economics. 103:1082-1098
Small sample size often limits forecasting tasks such as the prediction of production, yield, and consumption of agricultural products. Machine learning offers an appealing alternative to traditional forecasting methods. In particular, support vector
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d3bf5a4a903a4a81fa3bc2f0de468801
https://doi.org/10.1111/ajae.12137
https://doi.org/10.1111/ajae.12137
Autor:
Xiaoguang Feng, Dermot J. Hayes
Publikováno v:
Land Economics. 96:291-303
Land values and cash rents are slow to adjust, and therefore the returns from owning farmland may be time varying and serially correlated. This article investigates a farmland portfolio’s nominal and real returns from a forward-looking perspective,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ad6c495383820fd75f28cd67eb46ce8d
https://doi.org/10.3368/le.96.2.291
https://doi.org/10.3368/le.96.2.291
Publikováno v:
Agricultural Finance Review. 79:286-303
Purpose The purpose of this paper is to study the variance risk premium in corn and soybean markets, where the variance risk premium is defined as the difference between the historical realized variance and the corresponding risk-neutral expected var
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4d699beaa170582260f41a9792845194
https://doi.org/10.1108/afr-07-2018-0056
https://doi.org/10.1108/afr-07-2018-0056
Publikováno v:
Agribusiness
Agribusiness (New York, N.y.)
Agribusiness (New York, N.y.)
The novel coronavirus SARS‐CoV2 (COVID‐19) severely disrupted the U.S. food supply chain. In its initial aftermath, and as we contemplate a potential reignition, the food supply chain industries, researchers, and policy makers search for evidence
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6bf5880553f5ae67dde0d4af1ec0bfa0
Autor:
Sergio H. Lence, Dermot J. Hayes
Publikováno v:
Journal of Agricultural and Resource Economics, Vol 20, Iss 1, Pp 49-63 (1995)
Estimation risk occurs when parameters relevant for decision making are uncertain. Bayes' criterion is consistent with expected-utility maximization in the presence of estimation risk. This article examines optimal (Bayes') land allocations and land
Externí odkaz:
https://doaj.org/article/fc2670bef06e403c8e01ffad7351087a
Publikováno v:
Scientific Reports, Vol 10, Iss 1, Pp 1-12 (2020)
Scientific Reports
Scientific Reports
Maize (corn) is the dominant grain grown in the world. Total maize production in 2018 equaled 1.12 billion tons. Maize is used primarily as an animal feed in the production of eggs, dairy, pork and chicken. The US produces 32% of the world’s maize
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5ec93fe91cfe16e2e28b1256070fe2e6
https://doi.org/10.1038/s41598-020-71898-8
https://doi.org/10.1038/s41598-020-71898-8
Publikováno v:
Energy Economics. 76:403-410
The supply chain connecting biofuel processing firms and suppliers of biomass is evolving, and processors face a choice in the collection and pricing strategies they will employ to procure biomass. One option is to pay a single price for biomass coll
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6df83d0797effa56860e061cb126fa84
https://doi.org/10.1016/j.eneco.2018.10.006
https://doi.org/10.1016/j.eneco.2018.10.006
Publikováno v:
American Journal of Agricultural Economics. 100:1450-1468
We develop a theoretical model of optimal hedging that nests expected utility and expected target utility theories. We use this model to characterize optimal hedging with and without reference price dependence. The model's theoretical predictions are
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::410eebe28eefd6c2197fbe9d5cea4017
https://doi.org/10.1093/ajae/aay035
https://doi.org/10.1093/ajae/aay035