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Ent-labdane diterpenoides, tremetone and chromene derivates and flavonoids from Ophryosporus heptanthus. Repositório Alice
FERRACINI, V. L.; ROEWER, I.; GAO, F.; MABRY, T.J..
From aerial parts of Ophryosporus heptanthus, one known and three new ent-labbane diterpenoids, four known tremetone and chromene derivatives and two known flavonoids were isolated. Their structures were estabilished by spectroscopic methods.
Tipo: Artigo em periódico indexado (ALICE) Palavras-chave: Ophryosporus heptanthus; Compositae; Ent-labdane; Dipertenoid; Derivative; Flavonoid; Diterpenoide; Tremetone; Chromene; Derivado; Flavonóide.
Ano: 1989 URL: http://www.alice.cnptia.embrapa.br/handle/doc/10820
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Pricing Weather Derivatives AgEcon
Richards, Timothy J.; Manfredo, Mark R.; Sanders, Dwight R..
This paper presents a general method for pricing weather derivatives. Specification tests find that a temperature series for Fresno, California follows a mean-reverting Brownian motion process with discrete jumps and ARCH errors. Based on this process, we define an equilibrium pricing model for cooling degree day weather options. Comparing option prices estimated with three methods: a traditional burn-rate approach, a Black-Scholes-Merton approximation, and an equilibrium Monte Carlo simulation reveals significant differences. Equilibrium prices are preferred on theoretical grounds, so are used to demonstrate the usefulness of weather derivatives as risk management tools for California specialty crop growers.
Tipo: Working or Discussion Paper Palavras-chave: Derivative; Jump-diffusion process; Mean-reversion; Volatility; Weather; Demand and Price Analysis.
Ano: 2004 URL: http://purl.umn.edu/28536
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PRICING WEATHER DERIVATIVES FOR AGRICULTURAL RISK MANAGEMENT AgEcon
Richards, Timothy J.; Manfredo, Mark R.; Sanders, Dwight R..
Existing derivative pricing methods cannot be used to price weather derivatives due to the absence of a hedgeable commodity underlying weather risk and the complexity of weather processes. This study develops a pricing model that considers weather derivatives to be the same as any other financial asset. In this way, the price of a weather derivative is an equilibrium price consistent with both the potential payout at expiry and the market price of risk. We apply this model to the pricing of weather derivatives in the Central Valley of California and find significant differences in prices obtained under alternative weather process assumptions.
Tipo: Conference Paper or Presentation Palavras-chave: Derivative; Monte Carlo; Pricing; Risk weather; Risk and Uncertainty.
Ano: 2003 URL: http://purl.umn.edu/18979
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SAFEX maize price volatility scrutinised AgEcon
Geyser, Mariette; Cutts, Michela.
Commodity prices in general are known to have a high volatility. This is in fact what attracts speculators. The South African futures exchange (SAFEX) is not immune to this volatility. Volatility increases the risk of paying higher prices for a specific commodity, and it also makes the use of derivative instruments to hedge against price risk more expensive. Given the importance of South Africa as a regional supplier of maize and price discovery mechanism, investigations into the volatility of the maize price are not only important, but also indispensable if all parties involved are to manage this risk. The question therefore is whether the SAFEX maize price volatility can be explained by using fundamental factors or whether this volatility is...
Tipo: Journal Article Palavras-chave: Derivative; Price volatility; Call option; Hedging; Food risk; SAFEX; CBOT; Demand and Price Analysis.
Ano: 2007 URL: http://purl.umn.edu/8009
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