Details about Jeffrey Stokes

Access statistics for papers by Jeffrey Stokes.

Last updated 2026-05-10. Update your information in the RePEc Author Service.

Short-id: pst1034

Working Papers

2006

1. Mortgage Termination at AgChoice Farm Credit
   2006 Agricultural and Rural Finance Markets in Transition, October 2-3, 2006, Washington, DC, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition
2. Optimal Feed Mill Blending
   2006 Conference (50th), February 8-10, 2006, Sydney, Australia, Australian Agricultural and Resource Economics Society
   See also Journal Article Optimal Feed Mill Blending, Review of Agricultural Economics, Agricultural and Applied Economics Association (2006) (2006)

2004

3. AN ANALYSIS OF BANK CONSOLIDATION TRENDS IN RURAL PENNSYLVANIA
   2004 Annual meeting, August 1-4, Denver, CO, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) View citations (1)

2002

4. The Dynamics of Efficiency Improving Input Allocation and Reorganization Costs
   Efficiency Series Papers, University of Oviedo, Department of Economics, Oviedo Efficiency Group (OEG)

2001

5. Information Technology and Credit Scoring at Agricultural Banks in the Northeast and Eastern Corn Belt
   Research Bulletins, Cornell University, Department of Applied Economics and Management View citations (1)

2000

6. ECONOMIC EVALUATION OF INCOME PROTECTION CHOICES FOR WEST TENNESSEE CORN PRODUCERS
   2000 Annual meeting, July 30-August 2, Tampa, FL, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) View citations (1)

1999

7. FINANCIAL PERFORMANCE AND ‘NEW’ RISK MANAGEMENT: AN APPLICATION TO PENNSYLVANIA DAIRY FARMS
   1999 Regional Committee NC-221, 1999, Mississauga, Ontario, Canada, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition

Undated

8. Historic Analysis of Flooding and Excessive Moisture Across Nebraska and Implications for Agricultural Lease Arrangements in 2020
   Cornhusker Economics, University of Nebraska-Lincoln, Department of Agricultural Economics

Journal Articles

2024

1. A Markov chain model of crop conditions and intrayear crop yield forecasting
   Journal of Forecasting, 2024, 43, (3), 583-592

2023

2. A nonlinear inversion procedure for modeling the effects of economic factors on credit risk migration
   Review of Quantitative Finance and Accounting, 2023, 61, (3), 855-878

2021

3. Commercial real estate finance and the lending cap rate
   Journal of Property Investment & Finance, 2021, 41, (1), 2-10

2015

4. Is Farm Real Estate The Next Bubble?
   The Journal of Real Estate Finance and Economics, 2015, 50, (3), 355-376 View citations (12)

2014

5. The Speculative Value of Farm Real Estate
   Journal of Real Estate Research, 2014, 36, (2), 169-186 View citations (4)
   Also in Journal of Real Estate Research, 2014, 36, (2), 169-186 (2014) View citations (1)

2013

6. What is the (Real Option) Value of a College Degree?
   Quarterly Journal of Finance (QJF), 2013, 03, (03n04), 1-27

2012

7. An entropy approach to size and variance heterogeneity in U.S. commercial banks
   Journal of Economics and Finance, 2012, 36, (3), 728-749 View citations (4)
8. The value of the option to preserve farm real estate
   Journal of Economics and Finance, 2012, 36, (1), 162-175

2010

9. Declining cost efficiency as a signal of increasing bank vulnerability: an entropy-based approach
   Applied Economics Letters, 2010, 17, (18), 1769-1781 View citations (1)
10. Information theoretic generator estimation with an application to ratings process migration
    Journal of Risk Management in Financial Institutions, 2010, 4, (1), 29-45
11. Survival analysis and mortgage termination at AgChoice ACA
    Agricultural Finance Review, 2010, 70, (1), 21-36 View citations (1)

2009

12. Investing in Perennial Pasture Improvement: A Real Options Analysis
    Review of Agricultural Economics, 2009, 31, (1), 88-102 View citations (2)
    Also in Review of Agricultural Economics, 2009, 31, (1), 88-102 (2009) View citations (1)

2008

13. An Excel‐based decision aid for evaluating financing alternatives and the marginal cost of capital
    Agricultural Finance Review, 2008, 68, (2), 339-348
14. Credit risk rating migration and unobserved borrower heterogeneity
    Agricultural Finance Review, 2008, 68, (2), 237-253
15. Investment in a Methane Digester: An Application of Capital Budgeting and Real Options
    Review of Agricultural Economics, 2008, 30, (4), 664-676 View citations (9)
    Also in Review of Agricultural Economics, 2008, 30, (4), 664-676 (2008) View citations (14)
16. Market Structure and the Value of Agricultural Contingent Claims
    Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, 2008, 56, (1), 79-94 View citations (2)

2007

17. Efficiency differences of U.S. agricultural banks
    Agricultural Finance Review, 2007, 67, (1), 55-73 View citations (1)
18. Estimating delinquency migration and the probability of default from aggregate data
    Agricultural Finance Review, 2007, 67, (1), 75-85 View citations (3)
19. Mortgage Delinquency Migration:An Application of Maximum Entropy Econometrics
    Journal of Real Estate Portfolio Management, 2007, 13, (2), 153-160

2006

20. Entry, Exit, and Structural Change in Pennsylvania's Dairy Sector
    Agricultural and Resource Economics Review, 2006, 35, (2), 17 View citations (27)
    Also in Agricultural and Resource Economics Review, 2006, 35, (2), 357-373 (2006) View citations (25)
21. Optimal Feed Mill Blending
    Review of Agricultural Economics, 2006, 28, (4), 543-552
    Also in Review of Agricultural Economics, 2006, 28, (4), 543-552 (2006)
    See also Working Paper Optimal Feed Mill Blending, 2006 Conference (50th), February 8-10, 2006, Sydney, Australia (2006) (2006)
22. The Dynamics of Efficiency Improving Input Allocation
    Journal of Productivity Analysis, 2006, 25, (1), 159-171 View citations (6)

2005

23. Dynamic cash discounts when sales volume is stochastic
    The Quarterly Review of Economics and Finance, 2005, 45, (1), 144-160 View citations (9)

2004

24. The efficacy of controlling phosphorus loading: the case of management-intensive grazing
    Agricultural Systems, 2004, 79, (3), 283-303

2003

25. Farmer Mac's mission in 2003
    American Bankers Association, 2003, 16, (3)
26. Optimal Agricultural Credit Association Branch Office Locations
    Journal of Agricultural and Applied Economics, 2003, 35, (1), 127-141 View citations (1)
    Also in Journal of Agricultural and Applied Economics, 2003, 35, (01), 18 (2003) View citations (1)
27. The Pricing of Revenue Assurance: Reply
    American Journal of Agricultural Economics, 2003, 85, (4), 1066-1069 View citations (5)

2002

28. Cost Minimization and Managing Soil Nutrient Loading: Conflict or Compromise?
    Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, 2002, 50, (2), 151-169 View citations (3)
29. Optimal investment in an automatic milking system: an application of real options
    Agricultural Finance Review, 2002, 63, (1), 75-92
30. Sire selection with multiple objectives
    Agricultural Systems, 2002, 73, (2), 147-164 View citations (2)

2001

31. A multi-objective programming approach to feed ration balancing and nutrient management
    Agricultural Systems, 2001, 67, (3), 201-215 View citations (12)
32. Quantifying the impact of farmer mac prepayment penalties
    Agricultural Finance Review, 2001, 61, (2), 141-159
33. VALUING AGRICULTURAL MORTGAGE-BACKED SECURITIES
    Journal of Agricultural and Applied Economics, 2001, 33, (3), 19 View citations (5)
    Also in Journal of Agricultural and Applied Economics, 2001, 33, (3), 493-511 (2001) View citations (2)

2000

34. A DERIVATIVE SECURITY APPROACH TO SETTING CROP REVENUE COVERAGE INSURANCE PREMIUMS
    Journal of Agricultural and Resource Economics, 2000, 25, (01), 18 View citations (21)
35. Producer behavior in the presence of an income stabilization program
    Agricultural Finance Review, 2000, 60, (1), 34-59

1998

36. Meat packing plant production planning: Application of mixed integer goal programming
    Agribusiness, 1998, 14, (3), 171-181

1997

37. The Pricing of Revenue Assurance
    American Journal of Agricultural Economics, 1997, 79, (2), 439-451 View citations (29)

1996

38. Improving Shadow Price Information: Obtaining Relevant Shadow Prices from Problems with Decomposable Objectives
    American Journal of Agricultural Economics, 1996, 78, (3), 699-705