Details about Dmitry Vedenov

Access statistics for papers by Dmitry Vedenov.

Last updated 2025-04-27. Update your information in the RePEc Author Service.

Short-id: pve403

Working Papers

2017

1. Multi-Commodity Hedging in the Live Cattle Futures Market
   2017 Annual Meeting, July 30-August 1, Chicago, Illinois, Agricultural and Applied Economics Association View citations (1)

2016

2. 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)
   See also Journal Article The order of variables, simulation noise, and accuracy of mixed logit estimates, Empirical Economics, Springer (2020) View citations (4) (2020)

2015

3. 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

4. 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
5. Effects of climate change on U.S. grain transport
   MPRA Paper, University Library of Munich, Germany View citations (12)
   See also Journal Article Effects of climate change on US grain transport, Nature Climate Change, Nature (2013) View citations (12) (2013)
6. Semiparametric Copula-Based Stochastic Weather Generator
   Working Papers, Banco de México

2012

7. 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)
   See also Journal Article Weather Derivatives and Water Management in Developing Countries: An Application for an Irrigation District in Central Mexico, Journal of Agricultural and Resource Economics, Western Agricultural Economics Association (2017) (2017)

2011

8. Application of Weather Derivatives in Multi-Period Risk Management
   2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania, Agricultural and Applied Economics Association
9. 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
10. 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)
11. 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)
12. 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

13. Climate Change Impacts on Crop Insurance
    USDA Miscellaneous, United States Department of Agriculture
14. 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)
15. 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
16. Multi-Period Asset Allocation: An Application of Discrete Stochastic Programming
    2010 Annual Meeting, July 25-27, 2010, Denver, Colorado, Agricultural and Applied Economics Association
17. 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

18. 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
19. 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
20. 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
21. 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)
22. 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

23. 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)
24. 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
25. 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

26. 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
27. 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)
28. 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)
29. 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)
30. 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

31. 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)
32. 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

33. 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)
    See also Journal Article Economic analysis of the standard reinsurance agreement, Agricultural Finance Review, Emerald Group Publishing Limited (2004) View citations (1) (2004)
34. 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)
35. 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)
36. 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

37. "IRRATIONAL" PLANTING BEHAVIOR AS RATIONAL EXPECTATIONS OF GOVERNMENT SUPPORT
    2003 Annual Meeting, February 1-5, 2003, Mobile, Alabama, Southern Agricultural Economics Association

2002

38. 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

39. 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

2023

1. Who's afraid of a Texas hedge?
   Energy Economics, 2023, 127, (PB)

2021

2. Fair-weather Friends? Sector-specific volatility connectedness and transmission
   International Review of Economics & Finance, 2021, 76, (C), 712-736 View citations (2)
3. Single-Commodity vs. Joint Hedging in Cattle Feeding Cycle: Is Joint Hedging Always Essential?
   Journal of Agricultural and Resource Economics, 2021, 46, (3) View citations (3)

2020

4. Commodity financialization and sector ETFs: Evidence from crude oil futures
   Research in International Business and Finance, 2020, 51, (C) View citations (8)
5. The order of variables, simulation noise, and accuracy of mixed logit estimates
   Empirical Economics, 2020, 58, (5), 2049-2083 View citations (4)
   See also Working Paper The Order of Variables, Simulation Noise and Accuracy of Mixed Logit Estimates, 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts (2016) View citations (1) (2016)

2017

6. Catching the curl: Wavelet thresholding improves forward curve modelling
   Economic Modelling, 2017, 64, (C), 312-321 View citations (8)
7. Factors Affecting Changes in Managerial Decisions
   Agribusiness, 2017, 33, (3), 443-465 View citations (1)
8. Is hedging the crack spread no longer all it's cracked up to be?
   Energy Economics, 2017, 63, (C), 31-40 View citations (9)
9. Weather Derivatives and Water Management in Developing Countries: An Application for an Irrigation District in Central Mexico
   Journal of Agricultural and Resource Economics, 2017, 42, (2)
   See also Working Paper 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 (2012) View citations (1) (2012)

2016

10. Valuation of strategic options in public–private partnerships
    Transportation Research Part A: Policy and Practice, 2016, 90, (C), 50-68 View citations (6)

2013

11. Effects of climate change on US grain transport
    Nature Climate Change, 2013, 3, (7), 638-643 View citations (12)
    See also Working Paper Effects of climate change on U.S. grain transport, MPRA Paper (2013) View citations (12) (2013)
12. 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)
13. Market volatility and the dynamic hedging of multi-commodity price risk
    Applied Economics, 2013, 45, (27), 3891-3903 View citations (6)

2011

14. Impact of copula choice on the modeling of crop yield basis risk
    Agricultural Economics, 2011, 42, 101-112 View citations (6)

2010

15. 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

16. 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)
17. 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

18. 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)
19. 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)
20. Toward an optimal U.S. ethanol fuel subsidy
    Energy Economics, 2008, 30, (5), 2073-2090 View citations (30)

2007

21. Hedging dairy production losses using weather‐based index insurance
    Agricultural Economics, 2007, 36, (2), 271-280 View citations (23)
22. Is There a Viable Market for Area-Based Crop Insurance?
    American Journal of Agricultural Economics, 2007, 89, (2), 508-519 View citations (46)
23. Production Efficiency and Diversification in Mexican Coffee-Producing Districts
    Journal of Agricultural and Applied Economics, 2007, 39, (3), 15 View citations (5)
    Also in Journal of Agricultural and Applied Economics, 2007, 39, (3), 749-763 (2007) View citations (5)

2006

24. 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)
25. 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)
26. 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

27. Economic analysis of the standard reinsurance agreement
    Agricultural Finance Review, 2004, 64, (2), 119-134 View citations (1)
    See also Working Paper Economic Analysis of the Standard Reinsurance Agreement, 2004 Annual meeting, August 1-4, Denver, CO (2004) View citations (4) (2004)
28. Efficiency of Weather Derivatives as Primary Crop Insurance Instruments
    Journal of Agricultural and Resource Economics, 2004, 29, (3), 17 View citations (109)

2001

29. Innovations in Agricultural and Natural Disaster Insurance
    American Journal of Agricultural Economics, 2001, 83, (3), 650-655 View citations (54)
30. Numerical solution of dynamic oligopoly games with capital investment
    Economic Theory, 2001, 18, (1), 237-261 View citations (24)