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Essays: Biofuel feedstock production...

Aravindhakshan, Sijesh C.

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Essays: Biofuel feedstock production economics and identifying jumps and systematic risk in futures.

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Essays: Biofuel feedstock production economics and identifying jumps and systematic risk in futures./
Author:	Aravindhakshan, Sijesh C.
Description:	97 p.
Notes:	Source: Dissertation Abstracts International, Volume: 71-10, Section: A, page: 3735.
Contained By:	Dissertation Abstracts International71-10A.
Subject:	Alternative Energy. -
Online resource:	http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=3422256
ISBN:	9781124210414

Essays: Biofuel feedstock production economics and identifying jumps and systematic risk in futures.
Aravindhakshan, Sijesh C.

Essays: Biofuel feedstock production economics and identifying jumps and systematic risk in futures. - 97 p.

Source: Dissertation Abstracts International, Volume: 71-10, Section: A, page: 3735.

Thesis (Ph.D.)--Oklahoma State University, 2010.

Scope and Method of Study. Three research studies were completed. The first study was conducted to determine biomass yield response to nitrogen (N) for four perennial grass species and to determine the species, N level, and harvest frequency that maximizes expected net returns. The second study was conducted to determine the most economical species, harvest frequency, and carbon tax required for either switchgrass (Panicum virgatum) or miscanthus (Miscanthus x giganteus) to be an economically viable alternative for cofiring with coal. The objective of the third paper was to determine the best jump diffusion process to model wheat futures prices and to estimate the systematic risk associated with the continuous and discontinuous components. For the first two studies, data were obtained from field experiments conducted in Oklahoma. For the third study, Kansas City Board of Trade daily settlement wheat futures prices and Thomson Reuters/Jefferies CRB index values from January 2003 to December 2008 were used. Econometric methods were used for all three studies. Likelihood ratio tests were used to select among nested models.

ISBN: 9781124210414Subjects--Topical Terms:

1035473
Alternative Energy.

Essays: Biofuel feedstock production economics and identifying jumps and systematic risk in futures.
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020 $a 9781124210414
035 $a (UMI)AAI3422256
035 $a AAI3422256
040 $a UMI $c UMI
100 1 $a Aravindhakshan, Sijesh C. $3 1674137
245 1 0 $a Essays: Biofuel feedstock production economics and identifying jumps and systematic risk in futures.
300 $a 97 p.
500 $a Source: Dissertation Abstracts International, Volume: 71-10, Section: A, page: 3735.
500 $a Adviser: Francis M. Epplin.
502 $a Thesis (Ph.D.)--Oklahoma State University, 2010.
520 $a Scope and Method of Study. Three research studies were completed. The first study was conducted to determine biomass yield response to nitrogen (N) for four perennial grass species and to determine the species, N level, and harvest frequency that maximizes expected net returns. The second study was conducted to determine the most economical species, harvest frequency, and carbon tax required for either switchgrass (Panicum virgatum) or miscanthus (Miscanthus x giganteus) to be an economically viable alternative for cofiring with coal. The objective of the third paper was to determine the best jump diffusion process to model wheat futures prices and to estimate the systematic risk associated with the continuous and discontinuous components. For the first two studies, data were obtained from field experiments conducted in Oklahoma. For the third study, Kansas City Board of Trade daily settlement wheat futures prices and Thomson Reuters/Jefferies CRB index values from January 2003 to December 2008 were used. Econometric methods were used for all three studies. Likelihood ratio tests were used to select among nested models.
520 $a Findings and Conclusions. For all combinations of biomass and N prices, the optimal species is switchgrass. For most price situations, it is economically optimal to fertilize switchgrass with 69 kg N ha-1 yr-1 and to harvest once yr-1 after senescence. The switchgrass variety 'Alamo', with a single annual post senescence harvest, produced more biomass (15.87 Mg ha-1 yr-1) and more energy (249.6 million kJ ha-1 yr-1) than miscanthus. The cost to produce and deliver biomass an average distance of 50 km was $4 3.9 Mg-1 for switchgrass. A carbon tax of $7 Mg-1 CO2 would be required for switchgrass to be economically competitive with coal. For the third study, the models detect the presence of downside jumps and systematic risk in wheat futures. A model with a single counter of jumps fits better than other jump diffusion processes considered. The jump components did not have significantly more systematic risk than the continuous component. In terms of wheat prices, one and two standard deviation jumps are 14 cents bushel-1 and 29 cents bushel-1 respectively and occurs once in six days.
590 $a School code: 0664.
650 4 $a Alternative Energy. $3 1035473
650 4 $a Economics, Agricultural. $3 626648
650 4 $a Economics, Finance. $3 626650
690 $a 0363
690 $a 0503
690 $a 0508
710 2 $a Oklahoma State University. $b Agricultural Economics. $3 1266066
773 0 $t Dissertation Abstracts International $g 71-10A.
790 1 0 $a Epplin, Francis M., $e advisor
790 1 0 $a Brorsen, Wade $e committee member
790 1 0 $a Devuyst, Eric $e committee member
790 1 0 $a Wu, Yanqi $e committee member
790 $a 0664
791 $a Ph.D.
792 $a 2010
856 4 0 $u http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=3422256