Details about Bruce J. Sherrick

Access statistics for papers by Bruce J. Sherrick.

Last updated 2018-11-15. Update your information in the RePEc Author Service.

Short-id: psh994

Working Papers

2017

1. Evaluation of Returns and Delivery Costs of Private Crop Insurance Companies
   SCC-76 Meeting, 2017, March 30-April 1, Pensacola, Florida, SCC-76: Economics and Management of Risk in Agriculture and Natural Resources

2016

2. Crop Insurance Ratings: Evolution and Mutations (Keynote)
   SCC-76 Meeting, 2016, March 17-19, Pensacola, Florida, SCC-76: Economics and Management of Risk in Agriculture and Natural Resources

2010

3. Evaluating Yield Models for Crop Insurance Rating
   2010 Annual Meeting, July 25-27, 2010, Denver, Colorado, Agricultural and Applied Economics Association View citations (2)

2009

4. Revenue Risk Reduction Impacts of Crop Insurance in a Multi-Crop Framework
   2009 Conference, April 20-21, 2009, St. Louis, Missouri, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management
   See also Journal Article in Applied Economic Perspectives and Policy (2010)

2008

5. The Structure Model Based Determinants of Capital Structure: A Seemingly Unrelated Regression Model
   2008 Annual Meeting, July 27-29, 2008, Orlando, Florida, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)

2007

6. Measuring the Credit Risk of AgriBank Loans under the New Basel Capital Accord: A Logit Regression Approach
   2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)

2006

7. Farmers' Subjective Perceptions of Yield and Yield Risk
   2006 Conference, April 17-18, 2006, St. Louis, Missouri, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management View citations (1)
8. Producers' Yield and Yield Risk: Perceptions versus Reality and Crop Insurance Use
   2006 Annual meeting, July 23-26, Long Beach, CA, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) View citations (2)

2005

9. Farmers' Subjective Yield Distributions: Calibration and Implications for Crop Insurance Valuation
   2005 Annual meeting, July 24-27, Providence, RI, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) View citations (1)
10. PORTFOLIO DIVERSIFICATION USING FARMLAND INVESTMENTS
    2005 Annual meeting, July 24-27, Providence, RI, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) View citations (3)

2004

11. Testing for Yield Persistency: Is It Skill or is It Luck?
    2004 Annual meeting, August 1-4, Denver, CO, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) View citations (1)

2003

12. New Generation Grain Marketing Contracts
    AgMAS Project Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics View citations (3)
13. THE IMPACT OF SWINE PRODUCTION ON LAND VALUES IN ILLINOIS
    2003 Annual meeting, July 27-30, Montreal, Canada, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)
14. THE TERM STRUCTURE OF IMPLIED FORWARD VOLATILITY: RECOVERY AND INFORMATIONAL CONTENT IN THE CORN OPTIONS MARKET
    2003 Conference, April 21-22, 2003, St. Louis, Missouri, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management
    See also Journal Article in American Journal of Agricultural Economics (2007)

2002

15. EVALUATION OF RISK REDUCTIONS ASSOCIATED WITH MULTI-PERIOL CROP INSURANCE PRODUCTS
    2002 Annual meeting, July 28-31, Long Beach, CA, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) View citations (11)
    Also in 2002 Regional Committee NC-221, October 7-8, 2002, Denver, Colorado, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition (2002) View citations (1)
16. THE EFFECTS OF RISK ON FARMLAND VALUES AND RETURNS
    2002 Annual meeting, July 28-31, Long Beach, CA, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) View citations (2)

2001

17. CROP INSURANCE VALUATION UNDER ALTERNATIVE YIELD DISTRIBUTIONS
    2001 Conference, April 23-24, 2001, St. Louis, Missouri, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management View citations (20)
    See also Journal Article in American Journal of Agricultural Economics (2004)
18. THE ACCURACY OF PRODUCER EXPECTATIONS: EVIDENCE AND IMPLICATIONS FOR INSURANCE VALUATION
    2001 Regional Committee NC-221, October 1-2, 2001, McLean, Virginia, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition

2000

19. ESTIMATING FARM-LEVEL YIELD DISTRIBUTIONS FOR CORN AND SOYBEANS IN ILLINOIS
    2000 Annual meeting, July 30-August 2, Tampa, FL, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)

1999

20. VALUATION AND MANAGEMENT OF EXPORT CREDIT GUARANTEES
    1999 Regional Committee NC-221, 1999, Mississauga, Ontario, Canada, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition

1998

21. RECENT TRENDS AFFECTING FARM AND RURAL BUSINESS FINANCE
    Agricultural Outlook Forum 1998, United States Department of Agriculture, Agricultural Outlook Forum View citations (1)

1997

22. APPENDIX: NEW PROJECT PROPOSAL
    1997 Regional Committee NCT-173, October 6-7, 1997, Denver, Colorado, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition
23. VALUATION OF AGRICULTURAL LOAN GUARANTEES
    1997 Regional Committee NCT-173, October 6-7, 1997, Denver, Colorado, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition

1994

24. Cover Matter 1994
    1994 Regional Committee NC-207, October 1994, Washington, DC, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition

1993

25. Economic Motivations for Vendor Financing: Theory and Evidence
    1993 Regional Committee NC-207, October 4-5, 1993, Chicago, Illinois, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition View citations (1)

1992

26. A Simple Valuation Model for Loan Guarantees and a Comparison of A State and Federal Program
    1992 Regional Committee NC-207, September 26-29, 1992, Minneapolis/St. Paul, Minnesota, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition
27. An Examination of the Installment Land Contract
    1992 Regional Committee NC-207, September 26-29, 1992, Minneapolis/St. Paul, Minnesota, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition
28. Sustainable Competitive Advantages of Nontraditional Agricultural Credit Suppliers
    1992 Regional Committee NC-207, September 26-29, 1992, Minneapolis/St. Paul, Minnesota, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition

1991

29. AN EXAMINATION OF FARM REAL ESTATE RETURN DEFINITIONS. INFLATIONARY EFFECTS, AND THE RISKINESS OF NONLAND FARM EQUITY
    Illinois Agricultural Economics Staff Paper, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics
30. PROFIT-STRUCTURE RELATIONSHIPS IN U.S. FOOD INDUSTRIES
    1991 Annual Meeting, August 4-7, Manhattan, Kansas, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)

1990

31. NONSTATIONARITY OF SOYBEAN FUTURES PRICE DISTRIBUTIONS: OPTION-BASED EVIDENCE
    1990 Annual meeting, August 5-8, Vancouver, Canada, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)
    Also in Illinois Agricultural Economics Staff Paper, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics (1990)
32. THE CALIBRATION OF EXPECTED SOYBEAN PRICE DISTRIBUTIONS: AN OPTION BASED APPROACH
    1990 Annual meeting, August 5-8, Vancouver, Canada, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)

1986

33. Returns to Capital in Agriculture: A Historical View Using Portfolio Theory
    1986 Annual Meeting, July 27-30, Reno, Nevada, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) View citations (2)
34. Tntra-Enterprise Diversification: An Evaluation of ' Variety Diversification as a Risk Management Tool
    1986 Annual Meeting, July 27-30, Reno, Nevada, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)

Journal Articles

2018

1. The Changing Roles of Urban Influence and Agricultural Productivity in Farmland Price Determination
   Land Economics, 2018, 94, (2), 199-205 View citations (3)
2. Understanding Farmland Values in a Changing Interest Rate Environment
   Choices: The Magazine of Food, Farm, and Resource Issues, 2018, 33, (1) View citations (1)

2016

3. Components of Cropland Value in the Cornbelt
   farmdoc daily, 2016, 6
4. Crop Insurance Decisions for 2016
   farmdoc daily, 2016, 6
5. Release of iFarm Premium Calculator and iFarm Payment Evaluator
   farmdoc daily, 2016, 6

2015

6. 2016 Farmland Price Outlook
   farmdoc daily, 2015, 5 View citations (2)
7. Crop Insurance Decisions for 2015
   farmdoc daily, 2015, 5
8. Understanding the Implied Volatility (IV) Factor in Crop Insurance
   farmdoc daily, 2015, 5
9. Yield Exclusion: Description and Guidance
   farmdoc daily, 2015, 5

2014

10. A Closer Look at the Impacts of Olympic Averaging of Prices and Yields
    farmdoc daily, 2014, 4, 7
11. Crop insurance loss experience, ratings changes, and impacts on participants
    Agricultural Finance Review, 2014, 74, (4), 443-463
12. Crop yield distributions: fit, efficiency, and performance
    Agricultural Finance Review, 2014, 74, (3), 348-363 View citations (2)
13. Evaluating the Actual Production History Yield Exclusion Provision of the 2014 Farm Bill
    farmdoc daily, 2014, 4, 7
14. Farmland Price Outlook in 2014 and Beyond
    farmdoc daily, 2014, 4, 5
15. Updated Expected Price Distributions for Corn and Soybeans in 2014
    farmdoc daily, 2014, 4, 7
16. Updated Farmland Values and Returns Tools - 2014
    farmdoc daily, 2014, 4, 4

2013

17. What's the ticker symbol for farmland?
    Agricultural Finance Review, 2013, 73, (1), 6-31 View citations (3)

2012

18. A Spatial Econometric Analysis of Loss Experience in the U.S. Crop Insurance Program
    Journal of Risk & Insurance, 2012, 79, (1), 261-286 View citations (12)

2011

19. Actuarial Impacts of Loss Cost Ratio Ratemaking in U.S. Crop Insurance Programs
    Journal of Agricultural and Resource Economics, 2011, 36, (1), 18 View citations (7)
20. Estimation of Mixture Models using Cross-Validation Optimization: Implications for Crop Yield Distribution Modeling
    American Journal of Agricultural Economics, 2011, 93, (4), 968-982 View citations (6)
21. INCOME AND CAPITALIZATION RATE RISK IN AGRICULTURAL REAL ESTATE MARKETS
    Choices: The Magazine of Food, Farm, and Resource Issues, 2011, 26, (2), 7 View citations (4)
22. The impact of recruiting on NCAA basketball success
    Applied Economics Letters, 2011, 18, (9), 795-798 View citations (1)

2010

23. Rental arrangements and risk mitigation of crop insurance and marketing: Impacts in the Corn Belt
    Agricultural Finance Review, 2010, 70, (3), 399-413 View citations (3)
24. Revenue Risk-Reduction Impacts of Crop Insurance in a Multicrop Framework
    Applied Economic Perspectives and Policy, 2010, 32, (3), 472-488 View citations (3)
    Also in Applied Economic Perspectives and Policy, 2010, 32, (3), 472-488 (2010) View citations (4)
    See also Working Paper (2009)

2009

25. Factors Affecting Farmers' Utilization of Agricultural Risk Management Tools: The Case of Crop Insurance, Forward Contracting, and Spreading Sales
    Journal of Agricultural and Applied Economics, 2009, 41, (1), 107-123 View citations (40)
    Also in Journal of Agricultural and Applied Economics, 2009, 41, (1), 17 (2009) View citations (40)
26. Factors influencing producers' perceptions about the importance of government support programmes in agriculture: application of a semi-parametric ordered response model
    Applied Economics, 2009, 41, (24), 3081-3092 View citations (1)
27. Impacts of the Financial Crisis on Risk Capacity and Exposure in Agriculture
    American Journal of Agricultural Economics, 2009, 91, (5), 1414-1421 View citations (2)
28. Integration of VaR and expected utility under departures from normality
    Agricultural Economics, 2009, 40, (6), 691-699 View citations (1)

2008

29. Empirically Evaluating the Flexibility of the Johnson Family of Distributions: A Crop Insurance Application
    Agricultural and Resource Economics Review, 2008, 37, (1), 79-91 View citations (3)
    Also in Agricultural and Resource Economics Review, 2008, 37, (1), 13 (2008) View citations (3)

2007

30. Options-based forecasts of futures prices in the presence of limit moves
    Applied Economics, 2007, 39, (2), 145-152 View citations (2)
31. The Term Structure of Implied Forward Volatility: Recovery and Informational Content in the Corn Options Market
    American Journal of Agricultural Economics, 2007, 89, (1), 1-11 View citations (19)
    See also Working Paper (2003)

2006

32. Factors Influencing Illinois Farmland Values
    American Journal of Agricultural Economics, 2006, 88, (2), 458-470 View citations (63)

2005

33. Valuation and Efficient Allocation of GSM Export Credit Guarantees
    Journal of Agricultural and Resource Economics, 2005, 30, (1), 16

2004

34. Crop Insurance Valuation under Alternative Yield Distributions
    American Journal of Agricultural Economics, 2004, 86, (2), 406-419 View citations (51)
    See also Working Paper (2001)
35. Factors Influencing Farmers' Crop Insurance Decisions
    American Journal of Agricultural Economics, 2004, 86, (1), 103-114 View citations (80)

2003

36. Farmers' Preferences for Crop Insurance Attributes
    Review of Agricultural Economics, 2003, 25, (2), 415-429 View citations (4)

2002

37. THE ACCURACY OF PRODUCERS' PROBABILITY BELIEFS: EVIDENCE AND IMPLICATIONS FOR INSURANCE VALUATION
    Journal of Agricultural and Resource Economics, 2002, 27, (1), 17 View citations (5)

2000

38. Valuation of Credit Risk in Agricultural Mortgages
    American Journal of Agricultural Economics, 2000, 82, (1), 71-81 View citations (1)

1996

39. An Examination of Option-Implied S&P 500 Futures Price Distributions
    The Financial Review, 1996, 31, (3), 667-94
40. Effects of Government Program Payments on Farm Portfolio Diversification
    Review of Agricultural Economics, 1996, 18, (2), 281-291
41. Recovering probabilistic information from option markets: Tests of distributional assumptions
    Journal of Futures Markets, 1996, 16, (5), 545-560 View citations (12)

1994

42. An Examination of Farm Asset Returns
    Journal of Agribusiness, 1994, 12, (1), 21
43. Nontraditional Lenders in Agricultural Credit Markets
    Agribusiness, 1994, 10, (4), 341-357 View citations (2)

1992

44. Financing Vertically Coordinated Agricultural Firms
    American Journal of Agricultural Economics, 1992, 74, (5), 1232-1237 View citations (8)
45. Institutional Portfolios: Diversification through Farmland Investment
    Real Estate Economics, 1992, 20, (4), 549-571 View citations (11)
46. Option‐based evidence of the nonstationarity of expected S&P 500 futures price distributions
    Journal of Futures Markets, 1992, 12, (3), 275-290 View citations (5)

1988

47. Returns to Farm Real Estate Revisited
    American Journal of Agricultural Economics, 1988, 70, (3), 580-587 View citations (15)