- Sergio H. Lence & Dermot J. Hayes, 2008.
"Welfare Impacts of Cross-Country Spillovers in Agricultural Research,"
American Journal of Agricultural Economics,
American Agricultural Economics Association, vol. 90(1), pages 197-215, 02.
[Downloadable!] (restricted)
Other versions:
- Lence, Sergio H. & Hayes, Dermot J., 2007.
"Welfare Impacts of Cross-Country Spillovers in Agricultural Research,"
Staff General Research Papers
12801, Iowa State University, Department of Economics.
[Downloadable!]
- Lence, Sergio H. & Hayes, Dermot J., 2007.
"Welfare Impacts of Cross-Country Spillovers in Agricultural Research,"
Staff General Research Papers
12800, Iowa State University, Department of Economics.
[Downloadable!]
- Sergio H. Lence & Dermot J. Hayes, 2007.
"Welfare Impacts of Cross-Country Spillovers in Agricultural Research,"
Center for Agricultural and Rural Development (CARD) Publications
07-wp446, Center for Agricultural and Rural Development (CARD) at Iowa State University.
[Downloadable!]
See citations under working paper version above.
- Sergio H. Lence & Stéphan Marette & Dermot J. Hayes & William Foster, 2007.
"Collective Marketing Arrangements for Geographically Differentiated Agricultural Products: Welfare Impacts and Policy Implications,"
American Journal of Agricultural Economics,
American Agricultural Economics Association, vol. 89(4), pages 947-963, November.
[Downloadable!] (restricted)
Other versions:
- Lence, Sergio H. & Marette, Stephan & Hayes, Dermot J. & Foster, William, 2007.
"Collective Marketing Arrangements for Geographically Differentiated Agricultural Products: Welfare Impacts and Policy Implications,"
Staff General Research Papers
12758, Iowa State University, Department of Economics.
[Downloadable!]
- Sergio H. Lence & Stephan Marette & Dermot J. Hayes & William E. Foster, 2006.
"Collective Marketing Arrangements for Geographically Differentiated Agricultural Products: Welfare Impacts and Policy Implications,"
Center for Agricultural and Rural Development (CARD) Publications
06-mwp9, Center for Agricultural and Rural Development (CARD) at Iowa State University.
[Downloadable!]
- Sergio H. Lence & Stephan Marette & Dermot J. Hayes & William E. Foster, 2006.
"Collective Marketing Arrangements for Geographically Differentiated Agricultural Products: Welfare Impacts and Policy Implications,"
Midwest Agribusiness Trade Research and Information Center (MATRIC) Publications
06-mwp9, Midwest Agribusiness Trade Research and Information Center (MATRIC) at Iowa State University.
[Downloadable!]
- Lence, Sergio H. & Marette, Stéphan & Hayes, Dermot J. & Foster, William, 2006.
"Collective Marketing Arrangements for Geographically Differentiated Agricultural Products: Welfare Impacts and Policy Implications,"
Staff General Research Papers
12632, Iowa State University, Department of Economics.
[Downloadable!]
- Sergio H. Lence & Stephan Marette & Dermot J. Hayes & William E. Foster, 2006.
"Collective Marketing Arrangements for Geographically Differentiated Agricultural Products: Welfare Impacts and Policy Implications,"
Food and Agricultural Policy Research Institute (FAPRI) Publications
06-mwp9, Food and Agricultural Policy Research Institute (FAPRI) at Iowa State University.
[Downloadable!]
See citations under working paper version above.
- Lence, Sergio & Falk, Barry, 2005.
"Cointegration, market integration, and market efficiency,"
Journal of International Money and Finance,
Elsevier, vol. 24(6), pages 873-890, October.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.
- Sergio H. Lence & Dermot J. Hayes, 2005.
"Genetically Modified Crops: Their Market and Welfare Impacts,"
American Journal of Agricultural Economics,
American Agricultural Economics Association, vol. 87(4), pages 931-950, November.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.
- Sergio H. Lence & Dermot J. Hayes & Alan McCunn & Stephen Smith & William S. Niebur, 2005.
"Welfare Impacts of Intellectual Property Protection in the Seed Industry,"
American Journal of Agricultural Economics,
American Agricultural Economics Association, vol. 87(4), pages 951-968, November.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.
- Sergio H. Lence & Ashok K. Mishra, 2003.
"The Impacts of Different Farm Programs on Cash Rents,"
American Journal of Agricultural Economics,
American Agricultural Economics Association, vol. 85(3), pages 753-761, 08.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.
- Lence, Sergio H & Hayes, Dermot J, 2002.
" U.S. Farm Policy and the Volatility of Commodity Prices and Farm Revenues,"
American Journal of Agricultural Economics,
American Agricultural Economics Association, vol. 84(2), pages 335-51, May.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.
- Lence, Sergio H & Hayenga, Marvin L, 2001.
" On the Pitfalls of Multi-year Rollover Hedges: The Case of Hedge-to-Arrive Contracts,"
American Journal of Agricultural Economics,
American Agricultural Economics Association, vol. 83(1), pages 107-19, February.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.
- Lence, Sergio H & Miller, Douglas J, 1998.
"Estimation of Multi-output Production Functions with Incomplete Data: A Generalised Maximum Entropy Approach,"
European Review of Agricultural Economics,
Oxford University Press for the Foundation for the European Review of Agricultural Economics, vol. 25(2), pages 188-209.
Cited by:
- Mueller, Marc, 2004.
"Where Has All The Water Gone? Estimation Of A Production Function For The Agricultural Sector In The Region Khorezm, Uzbekistan,"
2004 Annual meeting, August 1-4, Denver, CO
20106, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
[Downloadable!]
- Gocht, Alexander, 2008.
"Estimating input allocation for farm supply models,"
107th Seminar, January 30-February 1, 2008, Sevilla, Spain
6469, European Association of Agricultural Economists.
[Downloadable!]
- You, Liangzhi & Wood, Stanley & Wood-Sichra, Ulrike, 2004.
"Generating Plausible Crop Distribution Maps For Sub-Sahara Africa Using Spatial Allocation Model,"
2004 Annual meeting, August 1-4, Denver, CO
19965, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
[Downloadable!]
- Arfini, F. & Donati, M. & Paris, Q., 2008.
"Innovation in Estimation of Revenue and Cost Functions in PMP Using FADN Information at Regional Level,"
2008 International Congress, August 26-29, 2008, Ghent, Belgium
44008, European Association of Agricultural Economists.
[Downloadable!]
- Arfini, F. & Donati, M. & Grossi, L. & Paris, Q., 2008.
"Revenue and Cost Functions in PMP: a Methodological Integration for a Territorial Analysis of CAP,"
107th Seminar, January 30-February 1, 2008, Sevilla, Spain
6636, European Association of Agricultural Economists.
[Downloadable!]
- Howitt, Richard E. & Msangi, Siwa, 2002.
"Reconstructing Disaggregate Production Functions,"
2002 Annual meeting, July 28-31, Long Beach, CA
19585, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
[Downloadable!]
- Groeneveld, Rolf & van Ierland, E. C. & Hejiman, W. J. M., 1999.
"A comparison of approaches to spatially explicit modelling of land use/cover change,"
ERSA conference papers
ersa99pa431, European Regional Science Association.
[Downloadable!]
- Msangi, Siwa & Howitt, Richard E., 2006.
"Estimating Disaggregate Production Functions: An Application to Northern Mexico,"
2006 Annual meeting, July 23-26, Long Beach, CA
21080, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
[Downloadable!]
- Lence, Sergio H., 1996.
"Relaxing The Assumptions Of Minimum-Variance Hedging,"
Journal of Agricultural and Resource Economics,
Western Agricultural Economics Association, vol. 21(01), July.
[Downloadable!]
Cited by:
- Sayle, James & Anderson, John & Coble, Keith & Hudson, Darren, 2006.
"Optimal Hedging Strategies for Early-Planted Soybeans in the South,"
2006 Annual meeting, July 23-26, Long Beach, CA
21200, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
[Downloadable!]
- Woodard, Joshua D. & Garcia, Philip, 2007.
"Basis Risk and Weather Hedging Effectiveness,"
101st Seminar, July 5-6, 2007, Berlin Germany
9254, European Association of Agricultural Economists.
[Downloadable!]
- Townsend, John P. & Brorsen, B. Wade, 1997.
"Cost of Forward Contracting Hard Red Winter Wheat,"
1997 Annual Meeting, July 13-16, 1997, Reno\Sparks, Nevada
35749, Western Agricultural Economics Association.
[Downloadable!]
Other versions: - Urcola, Hernan A. & Irwin, Scott H., 2006.
"Has the Performance of the Hog Options Market Changed?,"
2006 Annual meeting, July 23-26, Long Beach, CA
21479, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
[Downloadable!]
- Tonsor, Glynn T., 2008.
"Hedging in Presence of Market Access Risk,"
2008 Conference, April 21-22, 2008, St. Louis, Missouri
37621, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
[Downloadable!]
- Frechette, Darren L., 2000.
"Hedging With Futures And Options: A Demand Systems Approach,"
2000 Conference, April 17-18 2000, Chicago, Illinois
18941, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
[Downloadable!]
- Haigh, Michael S. & Holt, Matthew T., 1999.
"Volatility Spillovers Between Foreign Exchange, Commodity And Freight Futures Prices: Implications For Hedging Strategies,"
1999 Annual meeting, August 8-11, Nashville, TN
21625, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
[Downloadable!]
Other versions: - Mattos, Fabio & Garcia, Philip & Nelson, Carl, 2005.
"Relaxing Standard Hedging Assumptions in the Presence of Downside Risk,"
2005 Conference, April 18-19, 2005, St. Louis, Missouri
19040, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
[Downloadable!]
Other versions:
- Lence, Sergio H & Hayes, Dermot J, 1995.
"Optimal Hedging under Forward-Looking Behaviour,"
The Economic Record,
The Economic Society of Australia, vol. 71(215), pages 329-42, December.
Other versions: See citations under working paper version above.
- Lence, Sergio H. & Hayes, Dermot J., 1995.
"Land Allocation In The Presence Of Estimation Risk,"
Journal of Agricultural and Resource Economics,
Western Agricultural Economics Association, vol. 20(01), July.
[Downloadable!]
Cited by:
- Wang, Xuecai & Dorfman, Jeffrey H. & McKissick, John & Turner, Steven C., 2001.
"Optimal Marketing Decisions For Feeder Cattle Under Price And Production Risk,"
Journal of Agricultural and Applied Economics,
Southern Agricultural Economics Association, vol. 33(03), December.
[Downloadable!]
- Gregory R. Pautsch & Bruce A. Babcock & F. Jay Breidt, 1998.
"Optimal Sampling Under a Geostatistical Model,"
Center for Agricultural and Rural Development (CARD) Publications
98-wp200, Center for Agricultural and Rural Development (CARD) at Iowa State University.
[Downloadable!]
- Babcock, Bruce A. & Pautsch, Gregory R., 1998.
"Moving From Uniform To Variable Fertilizer Rates On Iowa Corn: Effects On Rates And Returns,"
Journal of Agricultural and Resource Economics,
Western Agricultural Economics Association, vol. 23(02), December.
[Downloadable!]
Other versions:
- Lence, Sergio H., 1995.
"On the optimal hedge under unbiased futures prices,"
Economics Letters,
Elsevier, vol. 47(3-4), pages 385-388, March.
[Downloadable!] (restricted)
Cited by:
- Moschini, GianCarlo & Myers, Robert J., 2001.
"Testing for Constant Hedge Ratios in Commodity Markets: A Multivariate GARCH Approach,"
Staff General Research Papers
1945, Iowa State University, Department of Economics.
Other versions:- GianCarlo Moschini & Robert J. Myers, 2001.
"Testing for Constant Hedge Ratios in Commodity Markets: A Multivariate GARCH Approach,"
Center for Agricultural and Rural Development (CARD) Publications
01-wp268, Center for Agricultural and Rural Development (CARD) at Iowa State University.
[Downloadable!]
- Moschini, GianCarlo & Myers, Robert J., 2002.
"Testing for constant hedge ratios in commodity markets: a multivariate GARCH approach,"
Journal of Empirical Finance,
Elsevier, vol. 9(5), pages 589-603, December.
[Downloadable!] (restricted)
- Axel F. A. Adam-Müller, 2001.
"What to Do if Dollar is Not a Dollar? The Impact of Inflation Risk on Production and Risk Management,"
CoFE Discussion Paper
01-06, Center of Finance and Econometrics, University of Konstanz.
[Downloadable!]
- Vicente Meneu & Hipolit Torro, .
"Asymmetric covariance in sport-future markets,"
Studies on the Spanish Economy
135, FEDEA.
[Downloadable!]
- Lence, Sergio H & Hayes, Dermot J, 1994.
" Parameter-Based Decision Making under Estimation Risk: An Application to Futures Trading,"
Journal of Finance,
American Finance Association, vol. 49(1), pages 345-57, March.
[Downloadable!] (restricted)
Cited by:
- Raphael Markellos & Terence Mills, 2003.
"Asset pricing dynamics,"
European Journal of Finance,
Taylor and Francis Journals, vol. 9(6), pages 533-556, December.
[Downloadable!] (restricted)
- Shi, Wei & Irwin, Scott H., 2005.
"A Bayesian Implementation of the Standard Optimal Hedging Model: Parameter Estimation Risk and Subjective Views,"
2005 Annual meeting, July 24-27, Providence, RI
19155, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
[Downloadable!]
- Pannell, David & Hailu, Getu & Weersink, Alfons & Burt, Amanda, 2007.
"More Reasons Why Farmers Have So Little Interest in Futures Markets,"
Working Papers
9232, University of Western Australia, School of Agricultural and Resource Economics.
[Downloadable!]
Other versions: - Rahman, Shaikh Mahfuzur & Dorfman, Jeffrey H. & Turner, Steven C., 2002.
"A Bayesian Approach To Optimal Cross-Hedging Of Cottonseed Products Using Soybean Complex Futures,"
2002 Annual meeting, July 28-31, Long Beach, CA
19708, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
[Downloadable!]
- Rahman, Shaikh Mahfuzur & Dorfman, Jeffrey H. & Turner, Steven C., 2004.
"A Bayesian Approach to Optimal Cross-Hedging of Cottonseed Products Using Soybean Complex Futures,"
Journal of Agricultural and Resource Economics,
Western Agricultural Economics Association, vol. 29(02), August.
[Downloadable!]
- Power, Gabriel J. & Vedenov, Dmitry V., 2008.
"The Shape of the Optimal Hedge Ratio: Modeling Joint Spot-Futures Prices using an Empirical Copula-GARCH Model,"
2008 Conference, April 21-22, 2008, St. Louis, Missouri
37609, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
[Downloadable!]
- Lence, Sergio H. & Hayes, Dermot J., 1995.
"Land Allocation In The Presence Of Estimation Risk,"
Journal of Agricultural and Resource Economics,
Western Agricultural Economics Association, vol. 20(01), July.
[Downloadable!]