Can crop yield risk be globally diversified?

Citations

Cited by:

1. Santiago Moreno-Bromberg & Luca Taschini, 2011. "Pollution permits, Strategic Trading and Dynamic Technology Adoption," Papers 1103.2914, arXiv.org.
   • Santiago Moreno-Bromberg & Luca Taschini, 2011. "Pollution Permits, Strategic Trading and Dynamic Technology Adoption," CESifo Working Paper Series 3399, CESifo.
   • Santiago Moreno-Bromberg & Luca Taschini, 2011. "Pollution permits, strategic trading and dynamic technology adoption," GRI Working Papers 45, Grantham Research Institute on Climate Change and the Environment.
   • Moreno-Bromberg, Santiago & Taschini, Luca, 2011. "Pollution permits, strategic trading and dynamic technology adoption," LSE Research Online Documents on Economics 37581, London School of Economics and Political Science, LSE Library.
   • Santiago Moreno-Bromberg & Luca Taschini, 2011. "Pollution permits, Strategic Trading and Dynamic Technology Adoption," SFB 649 Discussion Papers SFB649DP2011-042, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
2. Sven Tischer & Lutz Hildebrandt, 2011. "Linking corporate reputation and shareholder value using the publication of reputation rankings," SFB 649 Discussion Papers SFB649DP2011-065, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
3. Gökhan Cebiro˜glu & Ulrich Horst, 2011. "We develop a sequential trade model of Iceberg order execution in a limit order book. The Iceberg-trader has the freedom to expose his trading intentions or (partially) shield the true order size agai," SFB 649 Discussion Papers SFB649DP2011-057, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
4. Luc Bauwens & Christian M. Hafner & Diane Pierret, 2013. "Multivariate Volatility Modeling Of Electricity Futures," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(5), pages 743-761, August.
   • BAUWENS, Luc & HAFNER, Christian & pierret, Diane, 2011. "Multivariate volatility modeling of electricity futures," LIDAM Discussion Papers CORE 2011011, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
   • BAUWENS, Luc & HAFNER, Christian M. & PIERRET, Diane, 2013. "Multivariate volatility modeling of electricity futures," LIDAM Reprints CORE 2526, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
   • Luc Bauwens & Christian M. Hafner & Diane Pierret, 2011. "Multivariate Volatility Modeling of Electricity Futures," SFB 649 Discussion Papers SFB649DP2011-063, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
   • Bauwens, L. & Hafner, C. & Pierret, D., 2011. "Multivariate volatility modeling of electricity futures," LIDAM Discussion Papers ISBA 2011013, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
5. Ulrich Bindseil & Philipp Johann König, 2011. "The economics of TARGET2 balances," SFB 649 Discussion Papers SFB649DP2011-035, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
6. Fiocco, Raffaele & Scarpa, Carlo, 2014. "The regulation of markets with interdependent demands," Information Economics and Policy, Elsevier, vol. 27(C), pages 1-12.
   • Raffaele Fiocco & Carlo Scarpa, 2011. "The Regulation of Interdependent Markets," SFB 649 Discussion Papers SFB649DP2011-046, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
7. Raffaele Fiocco, 2012. "Competition and regulation with product differentiation," Journal of Regulatory Economics, Springer, vol. 42(3), pages 287-307, December.
   • Raffaele Fiocco, 2011. "Competition and regulation in a differentiated good market," SFB 649 Discussion Papers SFB649DP2011-084, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
8. Bocart, Fabian Y.R.P. & Hafner, Christian M., 2012. "Econometric analysis of volatile art markets," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3091-3104.
   • BOCART, Fabian Y. R. P. & HAFNER, Christian, 2011. "Econometric analysis of volatile art markets," LIDAM Discussion Papers CORE 2011052, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
   • Bocart, Fabian & Hafner, Christian, 2012. "Econometric analysis of volatile art markets," LIDAM Reprints ISBA 2012020, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
   • Fabian Y. R. P. Bocart & Christian M. Hafner, 2011. "Econometric analysis of volatile art markets," SFB 649 Discussion Papers SFB649DP2011-071, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
   • BOCART, F. & HAFNER, Christian, 2011. "Econometric analysis of volatile art markets," LIDAM Discussion Papers ISBA 2011029, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
9. Raffaele Fiocco & Mario Gilli, 2012. "Bargaining and Collusion in a Regulatory Model," Chapters, in: Joseph E. Harrington Jr & Yannis Katsoulacos (ed.), Recent Advances in the Analysis of Competition Policy and Regulation, chapter 12, Edward Elgar Publishing.
   • Raffaele Fiocco & Mario Gilli, 2011. "Bargaining and Collusion in a Regulatory Model," SFB 649 Discussion Papers SFB649DP2011-047, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
   • Raffaele Fiocco & Mario Gilli, 2011. "Bargaining and Collusion in a Regulatory Model," Working Papers 207, University of Milano-Bicocca, Department of Economics, revised Mar 2011.
10. Mammen, Enno & Rothe, Christoph & Schienle, Melanie, 2016. "Semiparametric Estimation With Generated Covariates," Econometric Theory, Cambridge University Press, vol. 32(5), pages 1140-1177, October.
    • Mammen, Enno & Rothe, Christoph & Schienle, Melanie, 2011. "Semiparametric Estimation with Generated Covariates," IZA Discussion Papers 6084, Institute of Labor Economics (IZA).
    • Enno Mammen & Christoph Rothe & Melanie Schienle, 2014. "Semiparametric Estimation with Generated Covariates," SFB 649 Discussion Papers SFB649DP2014-043, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    • Enno Mammen & Christoph Rothe & Melanie Schienle, 2011. "Semiparametric Estimation with Generated Covariates," SFB 649 Discussion Papers SFB649DP2011-064, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    • Mammen, Enno & Rothe, Christoph & Schienle, Melanie, 2016. "Semiparametric estimation with generated covariates," Working Paper Series in Economics 81, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
11. Gökhan Cebiro˜glu & Ulrich Horst, 2011. "Optimal liquidation in dark pools," SFB 649 Discussion Papers SFB649DP2011-058, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
12. Santiago Moreno-Bromberg & Traian A. Pirvu & Anthony Réveillac, 2011. "CRRA Utility Maximization under Risk Constraints," SFB 649 Discussion Papers SFB649DP2011-043, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
13. Nikolaus Hautsch & Julia Schaumburg & Melanie Schienle, 2015. "Financial Network Systemic Risk Contributions," Review of Finance, European Finance Association, vol. 19(2), pages 685-738.
    • Nikolaus Hautsch & Julia Schaumburg & Melanie Schienle, 2011. "Financial Network Systemic Risk Contributions," SFB 649 Discussion Papers SFB649DP2011-072, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    • Nikolaus Hautsch & Julia Schaumburg & Melanie Schienle, 2012. "Financial Network Systemic Risk Contributions," SFB 649 Discussion Papers SFB649DP2012-053, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    • Hautsch, Nikolaus & Schaumburg, Julia & Schienle, Melanie, 2013. "Financial network systemic risk contributions," CFS Working Paper Series 2013/20, Center for Financial Studies (CFS).
14. Patrick Cheridito & Ulrich Horst & Michael Kupper & Traian A. Pirvu, 2011. "Equilibrium Pricing in Incomplete Markets under Translation Invariant Preferences," SFB 649 Discussion Papers SFB649DP2011-083, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
15. Wolfgang Härdle & Maria Osipenko, 2011. "Pricing Chinese rain: a multi-site multi-period equilibrium pricing model for rainfall derivatives," SFB 649 Discussion Papers SFB649DP2011-055, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
16. Aurélie Bertrand & Christian Hafner, 2014. "On heterogeneous latent class models with applications to the analysis of rating scores," Computational Statistics, Springer, vol. 29(1), pages 307-330, February.
    • Aurélie Bertrand & Christian M. Hafner, 2011. "On heterogeneous latent class models with applications to the analysis of rating scores," SFB 649 Discussion Papers SFB649DP2011-062, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    • Bertrand, Aurelie & Hafner, Christian, 2014. "On heterogeneous latent class models with applications to the analysis of rating scores," LIDAM Reprints ISBA 2014027, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    • Bertrand, Aurelie & Hafner, Christian, 2011. "On heterogeneous latent class models with applications to the analysis of rating scores," LIDAM Discussion Papers ISBA 2011028, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
17. Felix Naujokat & Ulrich Horst, 2011. "When to Cross the Spread: Curve Following with Singular Control," SFB 649 Discussion Papers SFB649DP2011-053, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
18. Markus Reiß & Yves Rozenholc & Charles A. Cuenod, 2011. "Pointwise adaptive estimation for quantile regression," SFB 649 Discussion Papers SFB649DP2011-029, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
19. Markus Bibinger, 2011. "An estimator for the quadratic covariation of asynchronously observed Itô processes with noise: Asymptotic distribution theory," SFB 649 Discussion Papers SFB649DP2011-034, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
20. Xiaoliang Liu & Guenther Filler & Martin Odening, 2013. "Testing for speculative bubbles in agricultural commodity prices: a regime switching approach," Agricultural Finance Review, Emerald Group Publishing Limited, vol. 73(1), pages 179-200, May.
    • Liu, Xiaoliang & Filler, Gunther & Odening, Martin, 2012. "Testing for Speculative Bubbles in Agricultural Commodity Prices: A Regime Switching Approach," 123rd Seminar, February 23-24, 2012, Dublin, Ireland 122554, European Association of Agricultural Economists.
21. Alena MyÅ¡iÄ ková & Song Song & Piotr Majer & Peter N.C. Mohr & Hauke R. Heekeren & Wolfgang K. Härdle, 2011. "Risk Patterns and Correlated Brain Activities. Multidimensional statistical analysis of fMRI data with application to risk patterns," SFB 649 Discussion Papers SFB649DP2011-085, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
22. Ray-Bing Chen & Ying Chen & Wolfgang Härdle, 2011. "TVICA - Time Varying Independent Component Analysis and Its Application to Financial Data," SFB 649 Discussion Papers SFB649DP2011-054, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
23. Dorothee Schneider, 2011. "The Labor Share: A Review of Theory and Evidence," SFB 649 Discussion Papers SFB649DP2011-069, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
24. Nikolaus Hautsch & Ruihong Huang, 2011. "Limit Order Flow, Market Impact and Optimal Order Sizes: Evidence from NASDAQ TotalView-ITCH Data," SFB 649 Discussion Papers SFB649DP2011-056, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
25. Johanna Kappus & Markus Reiß, 2010. "Estimation of the characteristics of a Lévy process observed at arbitrary frequency," SFB 649 Discussion Papers SFB649DP2010-015, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    • Johanna Kappus & Markus Reiß, 2011. "Estimation of the characteristics of a Lévy process observed at arbitrary frequency," SFB 649 Discussion Papers SFB649DP2011-027, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
26. James E. Gentle & Wolfgang Karl Härdle & Yuichi Mori, 2011. "How Computational Statistics Became the Backbone of Modern Data Science," SFB 649 Discussion Papers SFB649DP2011-020, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
27. Markus Bibinger, 2011. "Asymptotics of Asynchronicity," SFB 649 Discussion Papers SFB649DP2011-033, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
28. Juliane Scheffel, 2011. "Compensation of Unusual Working Schedules," SFB 649 Discussion Papers SFB649DP2011-026, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
29. Anand, Kartik & Gai, Prasanna & Marsili, Matteo, 2012. "Rollover risk, network structure and systemic financial crises," Journal of Economic Dynamics and Control, Elsevier, vol. 36(8), pages 1088-1100.
    • Kartik Anand & Prasanna Gai & Matteo Marsili, 2011. "Rollover risk, network structure and systemic financial crises," SFB 649 Discussion Papers SFB649DP2011-052, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
30. Alexander Meyer-Gohde, 2011. "Monetary Policy, Determinacy, and the Natural Rate Hypothesis," SFB 649 Discussion Papers SFB649DP2011-049, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
31. Franziska Gaupp & Georg Pflug & Stefan Hochrainer‐Stigler & Jim Hall & Simon Dadson, 2017. "Dependency of Crop Production between Global Breadbaskets: A Copula Approach for the Assessment of Global and Regional Risk Pools," Risk Analysis, John Wiley & Sons, vol. 37(11), pages 2212-2228, November.
32. Stephan Stahlschmidt & Helmut Tausendteufel & Wolfgang K. Härdle, 2011. "Bayesian Networks and Sex-related Homicides," SFB 649 Discussion Papers SFB649DP2011-045, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
33. Gregor Heyne & Michael Kupper & Christoph Mainberger, 2011. "Minimal Supersolutions of BSDEs with Lower Semicontinuous Generators," SFB 649 Discussion Papers SFB649DP2011-067, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
34. Ulrich Horst & Michael Kupper & Andrea Macrina & Christoph Mainberger, 2011. "Continuous Equilibrium under Base Preferences and Attainable Initial Endowments," SFB 649 Discussion Papers SFB649DP2011-082, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.