Home Itens selecionados Provedores de dados OAI Créditos Sobre Ajuda

			Busca avançada
	Provedor de dados AgEcon (1) Autor Hennessy, David A. (1) Palavra-chave Crop Production/Industries (1) Crop abandonment (1) Crop insurance (1) Derivative analysis (1) Growing degree days (1) Pólya’s urn (1) Stochastic process (1) Mais... Tipo do documento Journal Article (1) Ano 2011 (1) País United States (1) Idioma Inglês (1)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 1 Primeira ... 1 ... Última Modeling Stochastic Crop Yield Expectations with a Limiting Beta Distribution AgEcon Hennessy, David A.. The use of plausible stochastic price processes in price risk analysis has allowed advances not seen in crop yield risk analysis. This study develops a stochastic process for yield modeling and risk management. The Pólya urn process is an internally consistent dynamic representation of yield expectations over a growing season that accommodates agronomic events such as growing degree days. The limiting distribution is the commonly used beta distribution. Binomial tree analysis of the process allows us to explore hedging decisions and crop valuation. The method is empirically flexible to accommodate alternative assumptions on the growing environment, such as intra-season input decisions. Tipo: Journal Article Palavras-chave: Crop abandonment; Crop insurance; Derivative analysis; Growing degree days; Pólya’s urn; Stochastic process; Crop Production/Industries. Ano: 2011 URL: http://purl.umn.edu/105548 Registros recuperados: 1 Primeira ... 1 ... Última

Empresa Brasileira de Pesquisa Agropecuária - Embrapa Todos os direitos reservados, conforme Lei n° 9.610 Política de Privacidade Área restrita		Embrapa Parque Estação Biológica - PqEB s/n° Brasília, DF - Brasil - CEP 70770-901 Fone: (61) 3448-4433 - Fax: (61) 3448-4890 / 3448-4891 SAC: https://www.embrapa.br/fale-conosco