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Optimal Regulation Under Asymmetric Information And Risk Aversion With An Application To Pollution Control

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Author Info
Bontems, Philippe
Thomas, Alban

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Abstract

We consider a general model of regulation for a risk-averse agent who observes her private-information parameter after the contract is signed. The latter specifies a quota for input used in production, whose decomposition among different production stages is unknown to the regulator. We characterize the optimal solution to the regulator problem, under general assumptions on net expected social surplus and the agent utility function. We apply the model to the case of pollution control by an environmental agency, where the agent is a risk-averse farmer facing production risk because of nitrogen leaching, and the private-information parameter measures the soil capacity in retaining nitrogen. The farmer sequential decision model is estimated on French crop production data and the results are then used to calibrate and simulate the optimal contract.

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Paper provided by American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) in its series 2001 Annual meeting, August 5-8, Chicago, IL with number 20727.

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Date of creation: 2001
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Handle: RePEc:ags:aaea01:20727

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Keywords: Environmental Economics and Policy;

References listed on IDEAS
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  1. Chavas, Jean-Paul & Holt, Matthew T, 1996. "Economic Behavior under Uncertainty: A Joint Analysis of Risk Preferences and Technology," The Review of Economics and Statistics, MIT Press, vol. 78(2), pages 329-35, May. [Downloadable!] (restricted)
  2. Guesnerie, Roger & Laffont, Jean-Jacques, 1984. "A complete solution to a class of principal-agent problems with an application to the control of a self-managed firm," Journal of Public Economics, Elsevier, vol. 25(3), pages 329-369, December. [Downloadable!] (restricted)
  3. Feinerman, E. & Choi, E. Kwan & Johnson, Stanley R., 2003. "Uncertainty and Split Nitrogen Application in Corn Production," Staff General Research Papers 10598, Iowa State University, Department of Economics.
  4. Hans P. Binswanger, 1980. "Attitudes Toward Risk: Experimental Measurement in Rural India," Artefactual Field Experiments 0008, The Field Experiments Website. [Downloadable!]
  5. Bruce A. Babcock & Joseph A. Herriges, 1994. "Input Demand Under Yield and Revenue Insurance," Center for Agricultural and Rural Development (CARD) Publications 94-wp127, Center for Agricultural and Rural Development (CARD) at Iowa State University. [Downloadable!]
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  6. Bontems, Philippe & Thomas, Alban, 2000. " Information Value and Risk Premium in Agricultural Production: The Case of Split Nitrogen Application for Corn," American Journal of Agricultural Economics, American Agricultural Economics Association, vol. 82(1), pages 59-70, February. [Downloadable!] (restricted)
  7. Jewitt, Ian, 1988. "Justifying the First-Order Approach to Principal-Agent Problems," Econometrica, Econometric Society, vol. 56(5), pages 1177-90, September. [Downloadable!] (restricted)
  8. Lambert, David K., 1990. "Risk Considerations In The Reduction Of Nitrogen Fertilizer Use In Agricultural Production," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 15(02), December. [Downloadable!]
  9. Babcock, Bruce A., 2003. "Effects of Uncertainty on Optimal Nitrogen Applications (The)," Staff General Research Papers 10588, Iowa State University, Department of Economics.
  10. Laffont, Jean-Jacques & Rochet, Jean-Charles, 1998. "Regulation of a Risk Averse Firm," Games and Economic Behavior, Elsevier, vol. 25(2), pages 149-173, November. [Downloadable!] (restricted)
  11. David P. Baron & David Besanko, 1987. "Monitoring, Moral Hazard, Asymmetric Information, and Risk Sharing in Procurement Contracting," RAND Journal of Economics, The RAND Corporation, vol. 18(4), pages 509-532, Winter. [Downloadable!] (restricted)
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