Dmitry Vedenov

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Affiliations

• Texas A&M University / Department of Agricultural Economics
  • EDIRC entry
  • location:

Research profile

author of:

• Rainfall Insurance For Midwest Crop Production (RePEc:ags:aaea01:20458)
  by Vedenov, Dmitry V. & Miranda, Mario J.
• Estimating Returns Under Standard Reinsurance Agreement (RePEc:ags:aaea02:19720)
  by Vedenov, Dmitry V.
• Portfolio Allocation and Alternative Structures of the Standard Reinsurance Agreement (RePEc:ags:aaea04:20222)
  by Vedenov, Dmitry V. & Miranda, Mario J. & Dismukes, Robert & Glauber, Joseph W.
• Economic Analysis of the Standard Reinsurance Agreement (RePEc:ags:aaea04:20345)
  by Vedenov, Dmitry V. & Miranda, Mario J. & Dismukes, Robert & Glauber, Joseph W.
• Entry of Alternative Fuels in a Volatile U.S. Gasoline Market (RePEc:ags:aaea05:19182)
  by Vedenov, Dmitry V. & Duffield, James A. & Wetzstein, Michael E.
• Analysis of Production Efficiency of Mexican Coffee-Producing Districts (RePEc:ags:aaea05:19470)
  by Cardenas, Gabriela & Vedenov, Dmitry V. & Houston, Jack E.
• Estimation and Analysis of Rational Expectations Model of International Cotton Market (RePEc:ags:aaea07:9760)
  by Tokovenko, Oleksiy & Gunter, Lewell F. & Vedenov, Dmitry V.
• Hedging Downside Risk to Farm Income with Futures and Options: Effects of Government Payment Programs and Federal Crop Insurance Plans (RePEc:ags:aaea07:9911)
  by Zhang, Rui (Carolyn) & Houston, Jack E. & Vedenov, Dmitry V. & Barnett, Barry J.
• Application of Copulas to Estimation of Joint Crop Yield Distributions (RePEc:ags:aaea08:6264)
  by Vedenov, Dmitry V.
• The Price Shock Transmission during the 2007-2008 Commodity Bull Cycle: A Structural Vector Auto-Regression Approach to the "Chicken-or-Egg" Problem (RePEc:ags:aaea09:49538)
  by Power, Gabriel J. & Vedenov, Dmitry V.
• A Spatial Equilibrium Model of the Impact of Bio-Fuels Energy Policy on Grain Transportation Flows (RePEc:ags:aaea09:49837)
  by Ahmedov, Zafarbek & Power, Gabriel J. & Vedenov, Dmitry V. & Fuller, Stephen W. & McCarl, Bruce A. & Vadali, Sharada
• Multi-Period Asset Allocation: An Application of Discrete Stochastic Programming (RePEc:ags:aaea10:61509)
  by Larsen, Ryan A. & Leatham, David J. & Vedenov, Dmitry V.
• The Value of Long-Term Climate Forecast Information in Weather Index Insurance (RePEc:ags:aaea10:61755)
  by Nadolnyak, Denis A. & Vedenov, Dmitry V.
• Do Elevators Need a Bigger Umbrella? The Economic Value to Agribusiness Firms of Improved Multi-Commodity Risk Management (RePEc:ags:aaea10:62006)
  by Vedenov, Dmitry V. & Power, Gabriel J.
• Efficient Estimation of Copula Mixture Model: An Application to the Rating of Crop Revenue Insurance (RePEc:ags:aaea11:103738)
  by Ghosh, Somali & Woodard, Joshua D. & Vedenov, Dmitry V.
• Application of Weather Derivatives in Multi-Period Risk Management (RePEc:ags:aaea11:103740)
  by Vedenov, Dmitry V. & Sanchez, Leonardo
• Applications of copulas to Analysis of Efficiency of Weather Derivatives as Primary Crop Insurance Instruments (RePEc:ags:aaea11:103972)
  by Filonov, Vitaly & Vedenov, Dmitry V.
• The Effect of Climate Change on Transportation Flows and Inland Waterways Due to Climate-Induced Shifts in Crop Production Patterns (RePEc:ags:aaea11:109241)
  by Attavanich, Witsanu & McCarl, Bruce A. & Fuller, Stephen W. & Vedenov, Dmitry V. & Ahmedov, Zafarbek
• Effectiveness of Weather Derivatives as Cross-Hedging Instrument against Climate Change: The Cases of Reservoir Water Allocation Management in Guanajuato, Mexico (RePEc:ags:aaea12:124813)
  by Juarez-Torres, Miriam & Sanchez, Leonardo & Vedenov, Dmitry V.
• Can Farmers Savings Accounts be Secured for Extreme Weather Events? (RePEc:ags:aaea13:150566)
  by Sanchez, Leonardo & Vedenov, Dmitry
• Reoptimization or Bias? Factors Affecting Changes in Production Decisions of Farmers (RePEc:ags:aaea15:205735)
  by Woodard, Joshua & Verteramo Chiu, Leslie & Vedenov, Dmitry & Klose, Steven & Power, Gabriel
• The Order of Variables, Simulation Noise and Accuracy of Mixed Logit Estimates (RePEc:ags:aaea16:235990)
  by Palma, Marco & Li, Yajuan & Vedenov, Dmitry & Bessler, David
• Multi-Commodity Hedging in the Live Cattle Futures Market (RePEc:ags:aaea17:258560)
  by Anderson, David P. & Fei, Chengcheng & Stevens, Reid & Vedenov, Dmitry
• Entry of Alternative Fuels in a Volatile U.S. Gasoline Market (RePEc:ags:jlaare:10144)
  by Vedenov, Dmitry V. & Duffield, James A. & Wetzstein, Michael E.
• Portfolio Allocation and Alternative Structures of the Standard Reinsurance Agreement (RePEc:ags:jlaare:10145)
  by Vedenov, Dmitry V. & Miranda, Mario J. & Dismukes, Robert & Glauber, Joseph W.
• Weather Derivatives and Water Management in Developing Countries: An Application for an Irrigation District in Central Mexico (RePEc:ags:jlaare:257995)
  by Juárez-Torres, Miriam & Sánchez-Aragón, Leonardo & Vedenov, Dmitry
• Single-Commodity vs. Joint Hedging in Cattle Feeding Cycle: Is Joint Hedging Always Essential? (RePEc:ags:jlaare:304776)
  by Fei, Chengcheng & Vedenov, Dmitry & Stevens, Reid B. & Anderson, David
• Efficiency of Weather Derivatives as Primary Crop Insurance Instruments (RePEc:ags:jlaare:30916)
  by Vedenov, Dmitry V. & Barnett, Barry J.
• Designing Catastrophe Bonds to Securitize Systemic Risks in Agriculture: The Case of Georgia Cotton (RePEc:ags:jlaare:8610)
  by Vedenov, Dmitry V. & Epperson, James E. & Barnett, Barry J.
• Information Value of Climate Forecasts for Rainfall Index Insurance for Pasture, Rangeland,and Forage in the Southeast United States (RePEc:ags:joaaec:143638)
  by Nadolnyak, Denis A. & Vedenov, Dmitry V.
• Production Efficiency and Diversification in Mexican Coffee-Producing Districts (RePEc:ags:joaaec:37063)
  by Vedenov, Dmitry V. & Houston, Jack E. & Cardenas, Gabriela
• Risk-Reducing Effectiveness of Revenue versus Yield Insurance in the Presence of Government Payments (RePEc:ags:joaaec:46982)
  by Vedenov, Dmitry V. & Power, Gabriel J.
• Farming Exit Decision by Age Group: Analysis of Tobacco Buyout Impact in Kentucky (RePEc:ags:joaaec:56653)
  by Pushkarskaya, Helen N. & Vedenov, Dmitry V.
• The Shape of the Optimal Hedge Ratio: Modeling Joint Spot-Futures Prices using an Empirical Copula-GARCH Model (RePEc:ags:nccest:37609)
  by Power, Gabriel J. & Vedenov, Dmitry V.
• Impacts of government risk management policies on hedging in futures and options:LPM2 hedge model vs. EU hedge model (RePEc:ags:nccest:37610)
  by Zhang, Rui (Carolyn) & Houston, Jack E. & Vedenov, Dmitry V. & Barnett, Barry J.
• Designing Rainfall Insurance Contracts for Pasture, Rangeland, and Forage (RePEc:ags:saea10:56511)
  by Nadolnyak, Denis A. & Vedenov, Dmitry V.
• Weather Derivatives as Risk Management Tool in Ecuador: A Case Study of Rice Production (RePEc:ags:saea11:98747)
  by Vedenov, Dmitry V. & Sanchez, Leonardo
• Testing The Viability Of Area Yield Insurance For Cotton And Soybeans In The Southeast (RePEc:ags:saeaft:34718)
  by Deng, Xiaohui & Barnett, Barry J. & Vedenov, Dmitry V.
• Thi Application To Insuring Against Heat Stress In Dairy Cows (RePEc:ags:saeaft:34800)
  by Deng, Xiaohui & Barnett, Barry J. & Vedenov, Dmitry V. & West, Joe W.
• The Impact of the Average Crop Revenue Election (ACRE) Program on the Effectiveness of Crop Insurance (RePEc:ags:saeana:46755)
  by Hong, Sung Wook & Power, Gabriel J. & Vedenov, Dmitry V.
• Enterprise-level risk assessment of geographically diversified commercial farms: a copula approach (RePEc:ags:saeana:46763)
  by Larsen, Ryan A. & Vedenov, Dmitry V. & Leatham, David J.
• Non-Parametric Analysis of ENSO Impacts on Yield Distributions: Implications for GRP Contract Design (RePEc:ags:saeasm:34858)
  by Nadolnyak, Denis A. & Novak, James L. & Vedenov, Dmitry V. & Paz, Joel O. & Fraisse, Clyde W. & Hoogenboom, Gerrit
• Can the U.S. Ethanol Industry Compete in the Alternative Fuels' Market? (RePEc:ags:saeasm:34867)
  by Zhang, Zibin & Vedenov, Dmitry V. & Wetzstein, Michael E.
• "Irrational" Planting Behavior As Rational Expectations Of Government Support (RePEc:ags:saeatm:35237)
  by Vedenov, Dmitry V.
• The Effect of Food Scares on Risk Aversion: Implied Estimates from BSE Shocks on Cattle Futures Options (PowerPoint) (RePEc:ags:scc009:48905)
  by Power, Gabriel J. & Thomsen, Michael R. & McKenzie, Andrew M. & Vedenov, Dmitry V.
• Application of Copulas to Analysis of Index Insurance Contracts (PowerPoint Presentation) (RePEc:ags:sccsgs:9379)
  by Vedenov, Dmitry V.
• Climate Change Impacts on Crop Insurance (RePEc:ags:usdami:338292)
  by Beach, Robert H. & Zhen, Chen & Thomson, Allison & Rejesus, Roderick M. & Sinha, Paramita & Lentz, Anthony W. & Vedenov, Dmitry V. & McCarl, Bruce A.
• Semiparametric Copula-Based Stochastic Weather Generator (RePEc:bdm:wpaper:2013-09)
  by Juárez-Torres Miriam & Richardson James W. & Vedenov Dmitry
• Hedging dairy production losses using weather‐based index insurance (RePEc:bla:agecon:v:36:y:2007:i:2:p:271-280)
  by Xiaohui Deng & Barry J. Barnett & Dmitry V. Vedenov & Joe W. West
• Impact of copula choice on the modeling of crop yield basis risk (RePEc:bla:agecon:v:42:y:2011:i::p:101-112)
  by Joshua D. Woodard & Nicholas D. Paulson & Dmitry Vedenov & Gabriel J. Power
• Production Efficiency and Diversification in Mexican Coffee-Producing Districts (RePEc:cup:jagaec:v:39:y:2007:i:03:p:749-763_02)
  by Vedenov, Dmitry & Houston, Jack & Cardenas, Gabriela
• Risk-Reducing Effectiveness of Revenue versus Yield Insurance in the Presence of Government Payments (RePEc:cup:jagaec:v:40:y:2008:i:02:p:443-459_02)
  by Vedenov, Dmitry V. & Power, Gabriel J.
• Farming Exit Decision by Age Group: Analysis of Tobacco Buyout Impact in Kentucky (RePEc:cup:jagaec:v:41:y:2009:i:03:p:653-662_00)
  by Pushkarskaya, Helen & Vedenov, Dmitry
• Information Value of Climate Forecasts for Rainfall Index Insurance for Pasture, Rangeland, and Forage in the Southeast United States (RePEc:cup:jagaec:v:45:y:2013:i:01:p:109-124_00)
  by Nadolnyak, Denis & Vedenov, Dmitry
• Catching the curl: Wavelet thresholding improves forward curve modelling (RePEc:eee:ecmode:v:64:y:2017:i:c:p:312-321)
  by Power, Gabriel J. & Eaves, James & Turvey, Calum & Vedenov, Dmitry
• Who's afraid of a Texas hedge? (RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323005674)
  by Power, Gabriel J. & Vedenov, Dmitry
• Toward an optimal U.S. ethanol fuel subsidy (RePEc:eee:eneeco:v:30:y:2008:i:5:p:2073-2090)
  by Vedenov, Dmitry & Wetzstein, Michael
• Is hedging the crack spread no longer all it's cracked up to be? (RePEc:eee:eneeco:v:63:y:2017:i:c:p:31-40)
  by Liu, Pan & Vedenov, Dmitry & Power, Gabriel J.
• Fair-weather Friends? Sector-specific volatility connectedness and transmission (RePEc:eee:reveco:v:76:y:2021:i:c:p:712-736)
  by Liu, Pan & Power, Gabriel J. & Vedenov, Dmitry
• Commodity financialization and sector ETFs: Evidence from crude oil futures (RePEc:eee:riibaf:v:51:y:2020:i:c:s027553191930323x)
  by Liu, Pan & Vedenov, Dmitry & Power, Gabriel J.
• Valuation of strategic options in public–private partnerships (RePEc:eee:transa:v:90:y:2016:i:c:p:50-68)
  by Power, Gabriel J. & Burris, Mark & Vadali, Sharada & Vedenov, Dmitry
• Economic analysis of the standard reinsurance agreement (RePEc:eme:afrpps:00214660480001158)
  by Dmitry V. Vedenov & Mario J. Miranda & Robert Dismukes & Joseph W. Glauber
• The impact of the average crop revenue election (ACRE) program on the effectiveness of crop insurance (RePEc:eme:afrpps:v:69:y:2009:i:3:p:330-345)
  by Gabriel J. Power & Dmitry V. Vedenov & Sung‐wook Hong
• Effects of climate change on US grain transport (RePEc:nat:natcli:v:3:y:2013:i:7:d:10.1038_nclimate1892)
  by Witsanu Attavanich & Bruce A. McCarl & Zafarbek Ahmedov & Stephen W. Fuller & Dmitry V. Vedenov
• Innovations in Agricultural and Natural Disaster Insurance (RePEc:oup:ajagec:v:83:y:2001:i:3:p:650-655)
  by Mario Miranda & Dmitry V. Vedenov
• Is There a Viable Market for Area-Based Crop Insurance? (RePEc:oup:ajagec:v:89:y:2007:i:2:p:508-519)
  by Barry J. Barnett & Dmitry V. Vedenov
• Information Value of Climate-Based Yield Forecasts in Selecting Optimal Crop Insurance Coverage (RePEc:oup:ajagec:v:90:y:2008:i:5:p:1248-1255)
  by Denis Nadolnyak & Dmitry Vedenov & James Novak
• Effects of climate change on U.S. grain transport (RePEc:pra:mprapa:84037)
  by Attavanich, Witsanu & McCarl, Bruce A. & Ahmedov, Zafarbek & Fuller, Stephen W. & Vedenov, Dmitry V.
• The order of variables, simulation noise, and accuracy of mixed logit estimates (RePEc:spr:empeco:v:58:y:2020:i:5:d:10.1007_s00181-018-1609-2)
  by Marco A. Palma & Dmitry V. Vedenov & David Bessler
• Numerical solution of dynamic oligopoly games with capital investment (RePEc:spr:joecth:v:18:y:2001:i:1:p:237-261)
  by Dmitry V. Vedenov & Mario J. Miranda
• Market volatility and the dynamic hedging of multi-commodity price risk (RePEc:taf:applec:v:45:y:2013:i:27:p:3891-3903)
  by Gabriel J. Power & Dmitry V. Vedenov & David P. Anderson & Steven Klose
• Factors Affecting Changes in Managerial Decisions (RePEc:wly:agribz:v:33:y:2017:i:3:p:443-465)
  by Joshua D. Woodard & Leslie Verteramo Chiu & Gabriel Power & Dmitry Vedenov & Steven Klose
• Dealing with downside risk in a multi‐commodity setting: A case for a “Texas hedge”? (RePEc:wly:jfutmk:v:30:y:2010:i:3:p:290-304)
  by Gabriel J. Power & Dmitry Vedenov