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	Provedor de dados AgEcon (2) Autor Gan, Li (2) Wu, Ximing (2) Bessler, David A. (1) Leatham, David J. (1) McCarl, Bruce A. (1) Mu, Jianhong H. (1) Qin, Xiaoyan (1) Mais... Palavra-chave Avian Influenza outbreaks (1) Climate change (1) Environmental Economics and Policy (1) GARCH (1) GDP loss (1) Markov-switching model (1) Research Methods/ Statistical Methods (1) Resource /Energy Economics and Policy (1) US natural gas price behaviors (1) Mais... Tipo do documento Conference Paper or Presentation (2) Ano 2011 (1) 2010 (1) País United States (2) Idioma Inglês (2)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 2 Primeira ... 1 ... Última CLIMATE CHANGE INFLUENCES ON THE RISK OF AVIAN INFLUENZA OUTBREAKS AND ASSOCIATED ECONOMIC LOSS AgEcon Mu, Jianhong H.; McCarl, Bruce A.; Wu, Ximing; Gan, Li. This paper examines the effect that climate has on Avian Influenza outbreak probability. The statistical analysis shows across a broad region the probability of an outbreak declines by 0.22% when the temperature rises 1 Celsius degree and increases by 0.34% when precipitation increases by 1millimeter. These results indicate that the realized climate change of the last 20 years not only has been a factor behind recent HPAI outbreaks, but that climate change is likely to play an even greater role in the future. The statistical results indicate that overall, the risk of an AI outbreak has been increased by 51% under past climate change and 3-4% under future climate change. An economic evaluation shows the increased probability of outbreaks has caused... Tipo: Conference Paper or Presentation Palavras-chave: Climate change; Avian Influenza outbreaks; GDP loss; Environmental Economics and Policy; Research Methods/ Statistical Methods. Ano: 2011 URL: http://purl.umn.edu/103637 Fundamentals and US natural gas price dynamics AgEcon Qin, Xiaoyan; Bessler, David A.; Leatham, David J.; Wu, Ximing; Gan, Li. Investigation into the relations between market fundamentals and US natural gas prices is carried out in the regime-switching framework. To test the hypothesis that US natural gas market may switch between two states of market: bullish market and bearish market, a 2-state regime-switching model with Markov transition chain is carried out. GARCH effects are also built into the model to account for the conditional heteroskedasticity. Short-term forecasts based on the regime-switching model are also provided. Empirical results suggest that real world natural gas price behavior is far more complicated than that predicted by fundamental models. Volatility which cannot be explained by fundamentals plays an essential role in natural gas price behavior. The major... Tipo: Conference Paper or Presentation Palavras-chave: US natural gas price behaviors; Markov-switching model; GARCH; Resource /Energy Economics and Policy. Ano: 2010 URL: http://purl.umn.edu/56501 Registros recuperados: 2 Primeira ... 1 ... Última

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