Details about Dmitry Vedenov
Access statistics for papers by Dmitry Vedenov.
Last updated 2018-04-22. Update your information in the RePEc Author Service.
Short-id: pve403
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Working Papers
2016
- The Order of Variables, Simulation Noise and Accuracy of Mixed Logit Estimates
2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association View citations (1)
2015
- Reoptimization or Bias? Factors Affecting Changes in Production Decisions of Farmers
2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California, Agricultural and Applied Economics Association
2013
- Can Farmers Savings Accounts be Secured for Extreme Weather Events?
2013 Annual Meeting, August 4-6, 2013, Washington, D.C., Agricultural and Applied Economics Association
- Effects of climate change on U.S. grain transport
MPRA Paper, University Library of Munich, Germany View citations (12)
- Semiparametric Copula-Based Stochastic Weather Generator
Working Papers, Banco de México
2012
- Effectiveness of Weather Derivatives as Cross-Hedging Instrument against Climate Change: The Cases of Reservoir Water Allocation Management in Guanajuato, Mexico
2012 Annual Meeting, August 12-14, 2012, Seattle, Washington, Agricultural and Applied Economics Association View citations (1)
2011
- Application of Weather Derivatives in Multi-Period Risk Management
2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania, Agricultural and Applied Economics Association
- Applications of copulas to Analysis of Efficiency of Weather Derivatives as Primary Crop Insurance Instruments
2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania, Agricultural and Applied Economics Association
- Efficient Estimation of Copula Mixture Model: An Application to the Rating of Crop Revenue Insurance
2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania, Agricultural and Applied Economics Association View citations (1)
- The Effect of Climate Change on Transportation Flows and Inland Waterways Due to Climate-Induced Shifts in Crop Production Patterns
2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania, Agricultural and Applied Economics Association View citations (2)
- Weather Derivatives as Risk Management Tool in Ecuador: A Case Study of Rice Production
2011 Annual Meeting, February 5-8, 2011, Corpus Christi, Texas, Southern Agricultural Economics Association View citations (1)
2010
- Designing Rainfall Insurance Contracts for Pasture, Rangeland, and Forage
2010 Annual Meeting, February 6-9, 2010, Orlando, Florida, Southern Agricultural Economics Association View citations (1)
- Do Elevators Need a Bigger Umbrella? The Economic Value to Agribusiness Firms of Improved Multi-Commodity Risk Management
2010 Annual Meeting, July 25-27, 2010, Denver, Colorado, Agricultural and Applied Economics Association
- Multi-Period Asset Allocation: An Application of Discrete Stochastic Programming
2010 Annual Meeting, July 25-27, 2010, Denver, Colorado, Agricultural and Applied Economics Association
- The Value of Long-Term Climate Forecast Information in Weather Index Insurance
2010 Annual Meeting, July 25-27, 2010, Denver, Colorado, Agricultural and Applied Economics Association
2009
- A Spatial Equilibrium Model of the Impact of Bio-Fuels Energy Policy on Grain Transportation Flows
2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin, Agricultural and Applied Economics Association
- Enterprise-level risk assessment of geographically diversified commercial farms: a copula approach
2009 Annual Meeting, January 31-February 3, 2009, Atlanta, Georgia, Southern Agricultural Economics Association
- The Effect of Food Scares on Risk Aversion: Implied Estimates from BSE Shocks on Cattle Futures Options (PowerPoint)
SCC-76 Meeting, 2009, March 19-21, Galveston, Texas, SCC-76: Economics and Management of Risk in Agriculture and Natural Resources
- The Impact of the Average Crop Revenue Election (ACRE) Program on the Effectiveness of Crop Insurance
2009 Annual Meeting, January 31-February 3, 2009, Atlanta, Georgia, Southern Agricultural Economics Association View citations (1)
See also Journal Article The impact of the average crop revenue election (ACRE) program on the effectiveness of crop insurance, Agricultural Finance Review, Emerald Group Publishing Limited (2009) (2009)
- The Price Shock Transmission during the 2007-2008 Commodity Bull Cycle: A Structural Vector Auto-Regression Approach to the "Chicken-or-Egg" Problem
2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin, Agricultural and Applied Economics Association View citations (1)
2008
- Application of Copulas to Estimation of Joint Crop Yield Distributions
2008 Annual Meeting, July 27-29, 2008, Orlando, Florida, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) View citations (23)
- Impacts of government risk management policies on hedging in futures and options:LPM2 hedge model vs. EU hedge model
2008 Conference, April 21-22, 2008, St. Louis, Missouri, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management
- The Shape of the Optimal Hedge Ratio: Modeling Joint Spot-Futures Prices using an Empirical Copula-GARCH Model
2008 Conference, April 21-22, 2008, St. Louis, Missouri, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management View citations (3)
2007
- Application of Copulas to Analysis of Index Insurance Contracts (PowerPoint Presentation)
SCC-76 Meeting, 2007, March 15-17, Gulf Shores, Alabama, SCC-76: Economics and Management of Risk in Agriculture and Natural Resources
- Can the U.S. Ethanol Industry Compete in the Alternative Fuels' Market?
2007 Annual Meeting, February 4-7, 2007, Mobile, Alabama, Southern Agricultural Economics Association View citations (16)
- Estimation and Analysis of Rational Expectations Model of International Cotton Market
2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)
- Hedging Downside Risk to Farm Income with Futures and Options: Effects of Government Payment Programs and Federal Crop Insurance Plans
2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) View citations (3)
- Non-Parametric Analysis of ENSO Impacts on Yield Distributions: Implications for GRP Contract Design
2007 Annual Meeting, February 4-7, 2007, Mobile, Alabama, Southern Agricultural Economics Association
2005
- Analysis of Production Efficiency of Mexican Coffee-Producing Districts
2005 Annual meeting, July 24-27, Providence, RI, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) View citations (3)
- Entry of Alternative Fuels in a Volatile U.S. Gasoline Market
2005 Annual meeting, July 24-27, Providence, RI, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) 
See also Journal Article Entry of Alternative Fuels in a Volatile U.S. Gasoline Market, Journal of Agricultural and Resource Economics, Western Agricultural Economics Association (2006) View citations (18) (2006)
2004
- Economic Analysis of the Standard Reinsurance Agreement
2004 Annual meeting, August 1-4, Denver, CO, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) View citations (4)
- Portfolio Allocation and Alternative Structures of the Standard Reinsurance Agreement
2004 Annual meeting, August 1-4, Denver, CO, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) View citations (2)
See also Journal Article Portfolio Allocation and Alternative Structures of the Standard Reinsurance Agreement, Journal of Agricultural and Resource Economics, Western Agricultural Economics Association (2006) View citations (1) (2006)
- TESTING THE VIABILITY OF AREA YIELD INSURANCE FOR COTTON AND SOYBEANS IN THE SOUTHEAST
2004 Annual Meeting, February 14-18, 2004, Tulsa, Oklahoma, Southern Agricultural Economics Association View citations (1)
- THI APPLICATION TO INSURING AGAINST HEAT STRESS IN DAIRY COWS
2004 Annual Meeting, February 14-18, 2004, Tulsa, Oklahoma, Southern Agricultural Economics Association View citations (1)
2003
- "IRRATIONAL" PLANTING BEHAVIOR AS RATIONAL EXPECTATIONS OF GOVERNMENT SUPPORT
2003 Annual Meeting, February 1-5, 2003, Mobile, Alabama, Southern Agricultural Economics Association
2002
- ESTIMATING RETURNS UNDER STANDARD REINSURANCE AGREEMENT
2002 Annual meeting, July 28-31, Long Beach, CA, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)
2001
- RAINFALL INSURANCE FOR MIDWEST CROP PRODUCTION
2001 Annual meeting, August 5-8, Chicago, IL, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) View citations (1)
Journal Articles
2017
- Catching the curl: Wavelet thresholding improves forward curve modelling
Economic Modelling, 2017, 64, (C), 312-321 View citations (8)
- Factors Affecting Changes in Managerial Decisions
Agribusiness, 2017, 33, (3), 443-465 View citations (1)
- Is hedging the crack spread no longer all it's cracked up to be?
Energy Economics, 2017, 63, (C), 31-40 View citations (9)
2016
- Valuation of strategic options in public–private partnerships
Transportation Research Part A: Policy and Practice, 2016, 90, (C), 50-68 View citations (6)
2013
- Information Value of Climate Forecasts for Rainfall Index Insurance for Pasture, Rangeland, and Forage in the Southeast United States
Journal of Agricultural and Applied Economics, 2013, 45, (1), 109-124 View citations (3)
Also in Journal of Agricultural and Applied Economics, 2013, 45, (01), 16 (2013) View citations (1)
- Market volatility and the dynamic hedging of multi-commodity price risk
Applied Economics, 2013, 45, (27), 3891-3903 View citations (6)
2011
- Impact of copula choice on the modeling of crop yield basis risk
Agricultural Economics, 2011, 42, 101-112 View citations (6)
2010
- Dealing with downside risk in a multi‐commodity setting: A case for a “Texas hedge”?
Journal of Futures Markets, 2010, 30, (3), 290-304 View citations (10)
2009
- Farming Exit Decision by Age Group: Analysis of Tobacco Buyout Impact in Kentucky
Journal of Agricultural and Applied Economics, 2009, 41, (3), 10 View citations (9)
Also in Journal of Agricultural and Applied Economics, 2009, 41, (3), 653-662 (2009) View citations (10)
- The impact of the average crop revenue election (ACRE) program on the effectiveness of crop insurance
Agricultural Finance Review, 2009, 69, (3), 330-345 
See also Working Paper The Impact of the Average Crop Revenue Election (ACRE) Program on the Effectiveness of Crop Insurance, 2009 Annual Meeting, January 31-February 3, 2009, Atlanta, Georgia (2009) View citations (1) (2009)
2008
- Information Value of Climate-Based Yield Forecasts in Selecting Optimal Crop Insurance Coverage
American Journal of Agricultural Economics, 2008, 90, (5), 1248-1255 View citations (10)
- Risk-Reducing Effectiveness of Revenue versus Yield Insurance in the Presence of Government Payments
Journal of Agricultural and Applied Economics, 2008, 40, (2), 17 View citations (8)
Also in Journal of Agricultural and Applied Economics, 2008, 40, (2), 443-459 (2008) View citations (8)
- Toward an optimal U.S. ethanol fuel subsidy
Energy Economics, 2008, 30, (5), 2073-2090 View citations (30)
2007
- Hedging dairy production losses using weather‐based index insurance
Agricultural Economics, 2007, 36, (2), 271-280 View citations (23)
- Is There a Viable Market for Area-Based Crop Insurance?
American Journal of Agricultural Economics, 2007, 89, (2), 508-519 View citations (46)
- Production Efficiency and Diversification in Mexican Coffee-Producing Districts
Journal of Agricultural and Applied Economics, 2007, 39, (3), 749-763 View citations (5)
Also in Journal of Agricultural and Applied Economics, 2007, 39, (3), 15 (2007) View citations (5)
2006
- Designing Catastrophe Bonds to Securitize Systemic Risks in Agriculture: The Case of Georgia Cotton
Journal of Agricultural and Resource Economics, 2006, 31, (2), 21 View citations (15)
- Entry of Alternative Fuels in a Volatile U.S. Gasoline Market
Journal of Agricultural and Resource Economics, 2006, 31, (01), 13 View citations (18)
See also Working Paper Entry of Alternative Fuels in a Volatile U.S. Gasoline Market, 2005 Annual meeting, July 24-27, Providence, RI (2005) (2005)
- Portfolio Allocation and Alternative Structures of the Standard Reinsurance Agreement
Journal of Agricultural and Resource Economics, 2006, 31, (01), 17 View citations (1)
See also Working Paper Portfolio Allocation and Alternative Structures of the Standard Reinsurance Agreement, 2004 Annual meeting, August 1-4, Denver, CO (2004) View citations (2) (2004)
2004
- Efficiency of Weather Derivatives as Primary Crop Insurance Instruments
Journal of Agricultural and Resource Economics, 2004, 29, (3), 17 View citations (109)
2001
- Innovations in Agricultural and Natural Disaster Insurance
American Journal of Agricultural Economics, 2001, 83, (3), 650-655 View citations (54)
- Numerical solution of dynamic oligopoly games with capital investment
Economic Theory, 2001, 18, (1), 237-261 View citations (24)
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