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Fabio Mattos

Personal Details

First Name:Fabio
Middle Name:
Last Name:Mattos
Suffix:
RePEc Short-ID:pma2840
https://agecon.unl.edu/faculty/fabio-mattos

Affiliation

Department of Agricultural Economics
University of Nebraska

Lincoln, Nebraska (United States)
http://agecon.unl.edu/

402/472-3401
402/472-3460
102 H.C. Filley Hall, Lincoln, NE 68583-0922
RePEc:edi:daunlus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Kaus, Taylor T. & Mattos, Fabio L., 2017. "Too much information? How relevant are agricultural reports that provide similar information?," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258367, Agricultural and Applied Economics Association.
  2. Capitani, Daniel H.D. & Mattos, Fabio, 2015. "Feasibility of new agricultural futures contract: a study in the Brazilian rice market," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205565, Agricultural and Applied Economics Association.
  3. da Silveira, Rodrigo Lanna F. & Mattos, Fabio L., 2015. "Price And Volatility Transmission In Livestock And Grain Markets: Examining The Effect Of Increasing Ethanol Production Across Countries," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205684, Agricultural and Applied Economics Association.
  4. Capitani, Daniel Henrique Dario & Mattos, Fabio & Xavier, Carlos E. O., 2014. "Effectiveness marketing strategies and risk measurement in the sugarcane industry," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 170270, Agricultural and Applied Economics Association.
  5. Mattos, Fabio & Fryza, Stefanie, 2014. "Timing in Commodity Marketing: How Do Producers Decide the "Right" Moment to Price Their Crop?," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 169956, Agricultural and Applied Economics Association.
  6. Capitani, Daniel Henrique Dario & Mattos, Fabio, 2013. "Developing new futures contract versus cross-hedging: a study in the Brazilian rice market," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 149998, Agricultural and Applied Economics Association.
  7. Mattos, Fabio & Poirier, Jamie, 2013. "Formation and Adaptation of Reference Prices in Grain Marketing: An Experimental Study," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 149672, Agricultural and Applied Economics Association.
  8. Mattos, Fabio & Wallace, Janelle, 2012. "An Economic Analysis of Removing the Canadian Wheat Board’s Single Desk Authority and Rail Deregulation in Western Canada," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124871, Agricultural and Applied Economics Association.
  9. Mattos, Fabio, 2012. "Do producers exhibit disposition effect? Evidence from grain marketing," Working Papers 125279, Structure and Performance of Agriculture and Agri-products Industry (SPAA).
  10. Capitani, Daniel Henrique Dario & Mattos, Fabio, 2012. "Risk measurement in commodities markets: How much price risk do agricultural producers really face?," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124761, Agricultural and Applied Economics Association.
  11. Mattos, Fabio, 2011. "Do Farmers Exhibit Disposition Effect?: Evidence from Grain Marketing," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania 103878, Agricultural and Applied Economics Association.
  12. Fryza, Stefanie A. & Mattos, Fabio, 2011. "Are Canadian Farmers Overconfident?," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania 103589, Agricultural and Applied Economics Association.
  13. Mattos, Fabio & Garcia, Philip & Urso, Fabiana, 2010. "Evolving Market Performance in Brazilian Futures Contracts Using Relative Efficiency," 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado 61586, Agricultural and Applied Economics Association.
  14. Mattos, Fabio & Garcia, Philip, 2009. "The Effect of Prior Gains and Losses on Current Risk-Taking Using Quantile Regression," 2009 Conference, April 20-21, 2009, St. Louis, Missouri 53035, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
  15. Mattos, Fabio & Garcia, Philip & Pennings, Joost M.E., 2008. "Dynamic Decision Making in Agricultural Futures and Options Markets," 2008 Conference, April 21-22, 2008, St. Louis, Missouri 37605, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
  16. Mattos, Fabio & Garcia, Philip & Pennings, Joost M.E., 2007. "Insights into Trader Behavior: Risk Aversion and Probability Weighting," 2007 Conference, April 16-17, 2007, Chicago, Illinois 37569, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
  17. Mattos, Fabio & Garcia, Philip & Pennings, Joost M.E., 2006. "Probability Distortion and Loss Aversion in Futures Hedging," 2006 Conference, April 17-18, 2006, St. Louis, Missouri 18992, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
  18. Mattos, Fabio & Garcia, Philip & Nelson, Carl H., 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.
  19. Mattos, Fabio & Garcia, Philip, 2004. "Price Discovery In Thinly Traded Markets: Cash And Futures Relationships In Brazilian Agricultural Futures Markets," 2004 Conference, April 19-20, 2004, St. Louis, Missouri 19019, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
  20. Mattos, Fabio & Garcia, Philip & Leuthold, Raymond M. & Hahn, Tony, 2003. "The Feasibility Of A Boxed Beef Futures Contract: Hedging Wholesale Beef Cuts," 2003 Conference, April 21-22, 2003, St. Louis, Missouri 18986, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.

Articles

  1. Fabio L. Mattos & Rodrigo Lanna Franco da Silveira, 2018. "The Expansion of the Brazilian Winter Corn Crop and Its Impact on Price Transmission," International Journal of Financial Studies, MDPI, Open Access Journal, vol. 6(2), pages 1-17, April.
  2. Elisson Andrade & Fabio Mattos & Roberto Arruda de Souza Lima, 2018. "New Insights on Hedge Ratios in the Presence of Stochastic Transaction Costs," Risks, MDPI, Open Access Journal, vol. 6(4), pages 1-15, October.
  3. Rodrigo Lanna F. da Silveira & Fabio L. Mattos & Maria Sylvia M. Saes, 2017. "The Reaction of Coffee Futures Price Volatility to Crop Reports," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 53(10), pages 2361-2376, October.
  4. Fabio L. Mattos & Rodrigo L. F. Silveira, 2016. "Futures Price Response to Crop Reports in Grain Markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 36(10), pages 923-942, October.
  5. Fabio L. Mattos & Jamie Zinn, 2016. "Formation and adaptation of reference prices in grain marketing: an experimental study," Agricultural Economics, International Association of Agricultural Economists, vol. 47(6), pages 621-632, November.
  6. Fabio L. Mattos & Stefanie A. Fryza, 2014. "Do farmers exhibit disposition effect? Evidence from grain markets," Managerial Finance, Emerald Group Publishing, vol. 40(5), pages 487-505, May.
  7. Mattos, Fabio & Fryza, Stefanie A., 2012. "Marketing Contracts, Overconfidence, and Timing in the Canadian Wheat Market," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 37(3), pages 1-16.
  8. Fabio Mattos & Philip Garcia, 2012. "Measuring the degree to which probability weighting affects risk-taking Behavior in financial decisions," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, vol. 1(2), pages 1-1.
  9. Mattos, Fabio & Garcia, Philip & Nelson, Carl, 2008. "Relaxing standard hedging assumptions in the presence of downside risk," The Quarterly Review of Economics and Finance, Elsevier, vol. 48(1), pages 78-93, February.
  10. Mattos, Fabio & Garcia, Philip & Pennings, Joost M.E., 2008. "Probability weighting and loss aversion in futures hedging," Journal of Financial Markets, Elsevier, vol. 11(4), pages 433-452, November.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. da Silveira, Rodrigo Lanna F. & Mattos, Fabio L., 2015. "Price And Volatility Transmission In Livestock And Grain Markets: Examining The Effect Of Increasing Ethanol Production Across Countries," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205684, Agricultural and Applied Economics Association.

    Cited by:

    1. Klimkowski, Cezary, 2016. "Common agriculture policy and price stabilisation – the case of wheat market," Rural Areas and Development, European Rural Development Network (ERDN), vol. 13, pages 1-14.
    2. Cezary Klimkowski, 2015. "Changes in selected polish agricultural price volatility," International Conference on Competitiveness of Agro-food and Environmental Economy Proceedings, The Bucharest University of Economic Studies, vol. 4, pages 86-95.

  2. Mattos, Fabio & Poirier, Jamie, 2013. "Formation and Adaptation of Reference Prices in Grain Marketing: An Experimental Study," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 149672, Agricultural and Applied Economics Association.

    Cited by:

    1. Elisabeth Vollmer & Daniel Hermann & Oliver Musshoff, 2019. "The disposition effect in farmers’ selling behavior: an experimental investigation," Agricultural Economics, International Association of Agricultural Economists, vol. 50(2), pages 177-189, March.
    2. Lee, Yu Na & Bellemare, Marc F. & Just, David R., 2018. "Production Decision Making under Price Ambiguity: An Experimental Evidence," 2018 Annual Meeting, August 5-7, Washington, D.C. 274475, Agricultural and Applied Economics Association.

  3. Mattos, Fabio & Garcia, Philip & Pennings, Joost M.E., 2008. "Dynamic Decision Making in Agricultural Futures and Options Markets," 2008 Conference, April 21-22, 2008, St. Louis, Missouri 37605, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.

    Cited by:

    1. Xiang Li & Yongjian Li, 2016. "On lot-sizing problem in a random yield production system under loss aversion," Annals of Operations Research, Springer, vol. 240(2), pages 415-434, May.

  4. Mattos, Fabio & Garcia, Philip & Pennings, Joost M.E., 2007. "Insights into Trader Behavior: Risk Aversion and Probability Weighting," 2007 Conference, April 16-17, 2007, Chicago, Illinois 37569, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.

    Cited by:

    1. Mattos, Fabio & Garcia, Philip & Pennings, Joost M.E., 2008. "Dynamic Decision Making in Agricultural Futures and Options Markets," 2008 Conference, April 21-22, 2008, St. Louis, Missouri 37605, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    2. Kalayci, Erkan & Basdas, Ulkem, 2010. "Does the prospect theory also hold for power traders? Empirical evidence from a Swiss energy company," Review of Financial Economics, Elsevier, vol. 19(1), pages 38-45, January.

  5. Mattos, Fabio & Garcia, Philip & Nelson, Carl H., 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.

    Cited by:

    1. Liu, Pan & Vedenov, Dmitry & Power, Gabriel J., 2017. "Is hedging the crack spread no longer all it's cracked up to be?," Energy Economics, Elsevier, vol. 63(C), pages 31-40.
    2. Woodard, Joshua D. & Sherrick, Bruce J. & Schnitkey, Gary D., 2009. "Revenue Risk Reduction Impacts of Crop Insurance in a Multi-Crop Framework," 2009 Conference, April 20-21, 2009, St. Louis, Missouri 53043, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    3. 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.
    4. Elisson Andrade & Fabio Mattos & Roberto Arruda de Souza Lima, 2018. "New Insights on Hedge Ratios in the Presence of Stochastic Transaction Costs," Risks, MDPI, Open Access Journal, vol. 6(4), pages 1-15, October.
    5. Ubukata, Masato, 2018. "Dynamic hedging performance and downside risk: Evidence from Nikkei index futures," International Review of Economics & Finance, Elsevier, vol. 58(C), pages 270-281.
    6. Driedger, Jonathon & Porth, Lysa & Boyd, Milton, 2016. "The Potential to Use Futures and Options to Manage Crop Insurance Losses," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235747, Agricultural and Applied Economics Association.

  6. Mattos, Fabio & Garcia, Philip, 2004. "Price Discovery In Thinly Traded Markets: Cash And Futures Relationships In Brazilian Agricultural Futures Markets," 2004 Conference, April 19-20, 2004, St. Louis, Missouri 19019, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.

    Cited by:

    1. Necla Ilter Kucukcolak, 2019. "Evaluation of Commodity Market Experiences: More Than a Design Issue," International Journal of Economics and Financial Issues, Econjournals, vol. 9(1), pages 66-78.
    2. Chang, C-L. & Chen, L.H. & Hammoudeh, S.M. & McAleer, M.J., 2011. "Asymmetric Adjustment in the Ethanol and Grains Markets," Econometric Institute Research Papers EI 2010-78, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    3. Shawkat Hammoudeh & Soodabeh Sarafrazi & Chia-Lin Chang & Michael McAleer, 2011. "The Dynamics of Energy-Grain Prices with Open Interest," Documentos de Trabajo del ICAE 2011-18, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    4. Kushankur Dey & Debasish Maitra, 2012. "Price discovery in Indian commodity futures market: an empirical exercise," International Journal of Trade and Global Markets, Inderscience Enterprises Ltd, vol. 5(1), pages 68-87.
    5. Xu, Xiaojie, 2014. "Price Discovery in U.S. Corn Cash and Futures Markets: The Role of Cash Market Selection," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 169809, Agricultural and Applied Economics Association.
    6. Elumalai, K. & Rangasamy, N. & Sharma, R.K., 2009. "Price Discovery in India’s Agricultural Commodity Futures Markets," Indian Journal of Agricultural Economics, Indian Society of Agricultural Economics, vol. 64(3), pages 1-9.
    7. Sari, R. & Hammoudeh, S.M. & Chang, C-L. & McAleer, M.J., 2011. "Causality Between Market Liquidity and Depth for Energy and Grains," Econometric Institute Research Papers EI 2011-14, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    8. Zhan-Ming Chen & Liyuan Wang & Xiao-Bing Zhang & Xinye Zheng, 2019. "The Co-Movement and Asymmetry between Energy and Grain Prices: Evidence from the Crude Oil and Corn Markets," Energies, MDPI, Open Access Journal, vol. 12(7), pages 1-18, April.
    9. Vollmer, T. & Von Cramon-Taubadel, S., 2018. "Dynamic price discovery in the European wheat market based on the concept of partial cointegration," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 276031, International Association of Agricultural Economists.
    10. P. Srinivasan & P. Ibrahim, 2012. "Price Discovery and Asymmetric Volatility Spillovers in Indian Spot-Futures Gold Markets," International Journal of Business and Economic Sciences Applied Research (IJBESAR), International Hellenic University (IHU), Kavala Campus, Greece (formerly Eastern Macedonia and Thrace Institute of Technology - EMaTTech), vol. 5(3), pages 65-80, December.
    11. Ling-Yun He & Wen-Si Xie, 2012. "Who has the final say?: Market power versus price discovery in China's sugar spot and futures markets," China Agricultural Economic Review, Emerald Group Publishing, vol. 4(3), pages 379-390, August.
    12. Andersson, Camilla & Bezabih, Mintewab & Mannberg, Andrea, 2017. "The Ethiopian Commodity Exchange and spatial price dispersion," Food Policy, Elsevier, vol. 66(C), pages 1-11.
    13. Vollmer, Teresa & von Cramon-Taubadel, Stephan, 2019. "The influence of Brazilian exports on price transmission processes in the coffee sector: A Markov-switching approach," DARE Discussion Papers 1904, Georg-August University of Göttingen, Department of Agricultural Economics and Rural Development (DARE).
    14. Hernandez, Manuel A. & Rashid, Shahidur & Lemma, Solomon & Kuma, Tadesse, 2015. "Institutions and market integration: The case of coffee in the Ethiopian commodity exchange:," IFPRI discussion papers 1464, International Food Policy Research Institute (IFPRI).
    15. Xiaojie Xu, 2018. "Cointegration and price discovery in US corn cash and futures markets," Empirical Economics, Springer, vol. 55(4), pages 1889-1923, December.
    16. Van Winkle, Tyler W. & Schroeder, Ted C., 2008. "Spatial Price Discovery, Dynamics, and Leadership in Evolving Distiller’s Grain Markets," 2008 Annual Meeting, February 2-6, 2008, Dallas, Texas 6933, Southern Agricultural Economics Association.

  7. Mattos, Fabio & Garcia, Philip & Leuthold, Raymond M. & Hahn, Tony, 2003. "The Feasibility Of A Boxed Beef Futures Contract: Hedging Wholesale Beef Cuts," 2003 Conference, April 21-22, 2003, St. Louis, Missouri 18986, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.

    Cited by:

    1. Steiner, Bodo E., 2007. "Formal beef alliances and alignment challenges: issues in contracting, pricing and quality," Project Report Series 7709, University of Alberta, Department of Resource Economics and Environmental Sociology.
    2. Ardian Harri & John Michael Riley & John D. Anderson & Keith H. Coble, 2009. "Managing economic risk in value‐based marketing of fed cattle," Agricultural Economics, International Association of Agricultural Economists, vol. 40(3), pages 295-306, May.

Articles

  1. Fabio L. Mattos & Rodrigo Lanna Franco da Silveira, 2018. "The Expansion of the Brazilian Winter Corn Crop and Its Impact on Price Transmission," International Journal of Financial Studies, MDPI, Open Access Journal, vol. 6(2), pages 1-17, April.

    Cited by:

    1. José César Cruz Junior & Daniel H D Capitani & Rodrigo L F Silveira, 2018. "The effect of Brazilian corn and soybean crop expansion on price and volatility transmission," Economics Bulletin, AccessEcon, vol. 38(4), pages 2273-2283.

  2. Fabio L. Mattos & Rodrigo L. F. Silveira, 2016. "Futures Price Response to Crop Reports in Grain Markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 36(10), pages 923-942, October.

    Cited by:

    1. Costa, Geraldo Jr. & Trujillo-Barrera, Andres & Pennings, Joost M.E., 2018. "Concentration and Liquidity Costs in Emerging Commodity Exchanges," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 43(3), September.
    2. Klomp, Jeroen, 2020. "The impact of Russian sanctions on the return of agricultural commodity futures in the EU," Research in International Business and Finance, Elsevier, vol. 51(C).

  3. Fabio L. Mattos & Jamie Zinn, 2016. "Formation and adaptation of reference prices in grain marketing: an experimental study," Agricultural Economics, International Association of Agricultural Economists, vol. 47(6), pages 621-632, November.
    See citations under working paper version above.
  4. Fabio L. Mattos & Stefanie A. Fryza, 2014. "Do farmers exhibit disposition effect? Evidence from grain markets," Managerial Finance, Emerald Group Publishing, vol. 40(5), pages 487-505, May.

    Cited by:

    1. Elisabeth Vollmer & Daniel Hermann & Oliver Musshoff, 2019. "The disposition effect in farmers’ selling behavior: an experimental investigation," Agricultural Economics, International Association of Agricultural Economists, vol. 50(2), pages 177-189, March.

  5. Mattos, Fabio & Fryza, Stefanie A., 2012. "Marketing Contracts, Overconfidence, and Timing in the Canadian Wheat Market," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 37(3), pages 1-16.

    Cited by:

    1. Carrer, Marcelo José & Silveira, Rodrigo Lanna F. & Meirelles De Souza Filho, Hildo, 2017. "Citrus Producers' Choice of Price Risk Management Tools," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258352, Agricultural and Applied Economics Association.

  6. Fabio Mattos & Philip Garcia, 2012. "Measuring the degree to which probability weighting affects risk-taking Behavior in financial decisions," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, vol. 1(2), pages 1-1.

    Cited by:

    1. Joshua D. Woodard & Leslie Verteramo Chiu & Gabriel Power & Dmitry Vedenov & Steven Klose, 2017. "Factors Affecting Changes in Managerial Decisions," Agribusiness, John Wiley & Sons, Ltd., vol. 33(3), pages 443-465, June.

  7. Mattos, Fabio & Garcia, Philip & Nelson, Carl, 2008. "Relaxing standard hedging assumptions in the presence of downside risk," The Quarterly Review of Economics and Finance, Elsevier, vol. 48(1), pages 78-93, February.
    See citations under working paper version above.
  8. Mattos, Fabio & Garcia, Philip & Pennings, Joost M.E., 2008. "Probability weighting and loss aversion in futures hedging," Journal of Financial Markets, Elsevier, vol. 11(4), pages 433-452, November.

    Cited by:

    1. Aymeric Ricome & Karim Chaïb & Aude Ridier & Charilaos Kephaliacos & Françoise Carpy-Goulard, 2016. "The Role of Marketing Contracts in the Adoption of Low-Input Production Practices in the Presence of Income Supports: An Application in Southwestern France," Post-Print hal-01525411, HAL.
    2. Jacobs, Keri & Li, Ziran & Hayes, Dermot, 2016. "Price responses in forward contracting: do we limit the upside and expose the downside?," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235539, Agricultural and Applied Economics Association.
    3. Golo-Friedrich Bauermeister & Daniel Hermann & Oliver Musshoff, 2018. "Consistency of determined risk attitudes and probability weightings across different elicitation methods," Theory and Decision, Springer, vol. 84(4), pages 627-644, June.
    4. Mattos, Fabio & Garcia, Philip, 2009. "The Effect of Prior Gains and Losses on Current Risk-Taking Using Quantile Regression," 2009 Conference, April 20-21, 2009, St. Louis, Missouri 53035, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    5. Ching-Ping Wang & Hung-Hsi Huang, 2012. "Optimal insurance contract and coverage levels under loss aversion utility preference," Quantitative Finance, Taylor & Francis Journals, vol. 12(10), pages 1615-1628, October.
    6. Su, EnDer, 2017. "Stock index hedging using a trend and volatility regime-switching model involving hedging cost," International Review of Economics & Finance, Elsevier, vol. 47(C), pages 233-254.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-AGR: Agricultural Economics (6) 2012-06-25 2012-07-08 2013-05-24 2014-11-28 2014-12-13 2015-08-07. Author is listed
  2. NEP-MKT: Marketing (3) 2013-05-24 2013-06-24 2014-12-13
  3. NEP-CBE: Cognitive & Behavioural Economics (2) 2013-05-24 2013-06-24
  4. NEP-RMG: Risk Management (2) 2013-06-24 2014-11-28
  5. NEP-EXP: Experimental Economics (1) 2013-05-24
  6. NEP-HME: Heterodox Microeconomics (1) 2012-07-08
  7. NEP-LAM: Central & South America (1) 2015-08-07
  8. NEP-UPT: Utility Models & Prospect Theory (1) 2008-12-14

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