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Details about Dmitry Vedenov

Workplace:Department of Agricultural Economics, Texas A&M University, (more information at EDIRC)

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

  1. 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 Downloads

2015

  1. 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 Downloads

2013

  1. 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 Downloads
  2. Effects of climate change on U.S. grain transport
    MPRA Paper, University Library of Munich, Germany Downloads View citations (6)
  3. Semiparametric Copula-Based Stochastic Weather Generator
    Working Papers, Banco de México Downloads

2012

  1. 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 Downloads

2011

  1. Application of Weather Derivatives in Multi-Period Risk Management
    2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania, Agricultural and Applied Economics Association Downloads
  2. 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 Downloads
  3. 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 Downloads View citations (1)
  4. 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 Downloads View citations (2)
  5. 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 Downloads View citations (1)

2010

  1. Designing Rainfall Insurance Contracts for Pasture, Rangeland, and Forage
    2010 Annual Meeting, February 6-9, 2010, Orlando, Florida, Southern Agricultural Economics Association Downloads View citations (1)
  2. 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 Downloads
  3. Multi-Period Asset Allocation: An Application of Discrete Stochastic Programming
    2010 Annual Meeting, July 25-27, 2010, Denver, Colorado, Agricultural and Applied Economics Association Downloads
  4. 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 Downloads

2009

  1. 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 Downloads
  2. 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 Downloads
  3. 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
  4. 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 Downloads
    See also Journal Article in Agricultural Finance Review (2009)
  5. 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 Downloads View citations (1)

2008

  1. 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) Downloads View citations (12)
  2. 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 Downloads
  3. 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 Downloads View citations (2)

2007

  1. 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 Downloads
  2. 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 Downloads View citations (13)
  3. 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) Downloads
  4. 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) Downloads View citations (2)
  5. 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 Downloads

2005

  1. 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) Downloads View citations (2)
  2. 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) Downloads
    See also Journal Article in Journal of Agricultural and Resource Economics (2006)

2004

  1. 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) Downloads View citations (3)
  2. 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) Downloads View citations (2)
    See also Journal Article in Journal of Agricultural and Resource Economics (2006)
  3. 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 Downloads View citations (1)
  4. THI APPLICATION TO INSURING AGAINST HEAT STRESS IN DAIRY COWS
    2004 Annual Meeting, February 14-18, 2004, Tulsa, Oklahoma, Southern Agricultural Economics Association Downloads View citations (1)

2003

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

2002

  1. 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) Downloads

2001

  1. 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) Downloads

Journal Articles

2017

  1. Catching the curl: Wavelet thresholding improves forward curve modelling
    Economic Modelling, 2017, 64, (C), 312-321 Downloads View citations (5)
  2. Factors Affecting Changes in Managerial Decisions
    Agribusiness, 2017, 33, (3), 443-465 Downloads
  3. Is hedging the crack spread no longer all it's cracked up to be?
    Energy Economics, 2017, 63, (C), 31-40 Downloads View citations (4)

2016

  1. Valuation of strategic options in public–private partnerships
    Transportation Research Part A: Policy and Practice, 2016, 90, (C), 50-68 Downloads View citations (2)

2013

  1. 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 Downloads View citations (1)
    Also in Journal of Agricultural and Applied Economics, 2013, 45, (1), 16 (2013) Downloads View citations (1)
  2. Market volatility and the dynamic hedging of multi-commodity price risk
    Applied Economics, 2013, 45, (27), 3891-3903 Downloads View citations (2)

2011

  1. Impact of copula choice on the modeling of crop yield basis risk
    Agricultural Economics, 2011, 42, 101-112 Downloads View citations (3)

2010

  1. Dealing with downside risk in a multi‐commodity setting: A case for a “Texas hedge”?
    Journal of Futures Markets, 2010, 30, (3), 290-304 Downloads View citations (3)

2009

  1. Farming Exit Decision by Age Group: Analysis of Tobacco Buyout Impact in Kentucky
    Journal of Agricultural and Applied Economics, 2009, 41, (3), 10 Downloads View citations (6)
    Also in Journal of Agricultural and Applied Economics, 2009, 41, (3), 653-662 (2009) Downloads View citations (6)
  2. The impact of the average crop revenue election (ACRE) program on the effectiveness of crop insurance
    Agricultural Finance Review, 2009, 69, (3), 330-345 Downloads
    See also Working Paper (2009)

2008

  1. Information Value of Climate-Based Yield Forecasts in Selecting Optimal Crop Insurance Coverage
    American Journal of Agricultural Economics, 2008, 90, (5), 1248-1255 Downloads View citations (8)
  2. Risk-Reducing Effectiveness of Revenue versus Yield Insurance in the Presence of Government Payments
    Journal of Agricultural and Applied Economics, 2008, 40, (2), 443-459 Downloads View citations (3)
    Also in Journal of Agricultural and Applied Economics, 2008, 40, (2), 17 (2008) Downloads View citations (5)
  3. Toward an optimal U.S. ethanol fuel subsidy
    Energy Economics, 2008, 30, (5), 2073-2090 Downloads View citations (26)

2007

  1. Hedging dairy production losses using weather‐based index insurance
    Agricultural Economics, 2007, 36, (2), 271-280 Downloads View citations (13)
  2. Is There a Viable Market for Area-Based Crop Insurance?
    American Journal of Agricultural Economics, 2007, 89, (2), 508-519 Downloads View citations (38)
  3. Production Efficiency and Diversification in Mexican Coffee-Producing Districts
    Journal of Agricultural and Applied Economics, 2007, 39, (3), 15 Downloads View citations (2)
    Also in Journal of Agricultural and Applied Economics, 2007, 39, (3), 749-763 (2007) Downloads View citations (2)

2006

  1. Designing Catastrophe Bonds to Securitize Systemic Risks in Agriculture: The Case of Georgia Cotton
    Journal of Agricultural and Resource Economics, 2006, 31, (2), 21 Downloads View citations (11)
  2. Entry of Alternative Fuels in a Volatile U.S. Gasoline Market
    Journal of Agricultural and Resource Economics, 2006, 31, (1), 13 Downloads View citations (15)
    See also Working Paper (2005)
  3. Portfolio Allocation and Alternative Structures of the Standard Reinsurance Agreement
    Journal of Agricultural and Resource Economics, 2006, 31, (1), 17 Downloads View citations (1)
    See also Working Paper (2004)

2004

  1. Efficiency of Weather Derivatives as Primary Crop Insurance Instruments
    Journal of Agricultural and Resource Economics, 2004, 29, (3), 17 Downloads View citations (76)

2001

  1. Innovations in Agricultural and Natural Disaster Insurance
    American Journal of Agricultural Economics, 2001, 83, (3), 650-655 Downloads View citations (36)
  2. Numerical solution of dynamic oligopoly games with capital investment
    Economic Theory, 2001, 18, (1), 237-261 Downloads View citations (19)
 
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