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Risk management and allocation in dy...

Vorotnikova, Ekaterina.

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Risk management and allocation in dynamic systems.

Record Type:	Electronic resources : Monograph/item
Title/Author:	Risk management and allocation in dynamic systems./
Author:	Vorotnikova, Ekaterina.
Description:	182 p.
Notes:	Source: Dissertation Abstracts International, Volume: 76-08(E), Section: A.
Contained By:	Dissertation Abstracts International76-08A(E).
Subject:	Agricultural economics. -
Online resource:	http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=3691380
ISBN:	9781321644975

Risk management and allocation in dynamic systems.
Vorotnikova, Ekaterina.

Risk management and allocation in dynamic systems. - 182 p.

Source: Dissertation Abstracts International, Volume: 76-08(E), Section: A.

Thesis (Ph.D.)--University of Florida, 2014.

This item must not be sold to any third party vendors.

This dissertation includes three essays on risk management and allocation in dynamic systems. I find that dynamic systems need a dynamic response. Economic and statistical models can help with identifying the optimal timing and the optimal amount of inputs. This is true for systems in different industries, for example, fungicide application in strawberry production, funding schedules in the pension funds, and land allocation. In this dissertation, the first essay evaluates the risk and profitability of a new expert system, Strawberry Advisory System (SAS). SAS, a temporally variable system of fungicide application, allows for precision application of fungicides to control anthracnose and Botrytis fungi diseases. The production and market risks associated with weather and sale price variability is examined using Monte Carlo simulations. Based on stochastic efficiency analysis for risk-adjusted profitability criteria, SASbased method is the best for both anthracnose and Botrytis diseases management. Assuming a Florida strawberry farm of 26 acres, the value of SAS is estimated on average to be $1.76 million for anthracnose and $0.89 million for Botrytis, over a tenyear horizon of use.

ISBN: 9781321644975Subjects--Topical Terms:

3172150
Agricultural economics.

Risk management and allocation in dynamic systems.
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020 $a 9781321644975
035 $a (MiAaPQ)AAI3691380
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100 1 $a Vorotnikova, Ekaterina. $3 3175654
245 1 0 $a Risk management and allocation in dynamic systems.
300 $a 182 p.
500 $a Source: Dissertation Abstracts International, Volume: 76-08(E), Section: A.
500 $a Adviser: John J. Vansickle.
502 $a Thesis (Ph.D.)--University of Florida, 2014.
506 $a This item must not be sold to any third party vendors.
506 $a This item must not be added to any third party search indexes.
520 $a This dissertation includes three essays on risk management and allocation in dynamic systems. I find that dynamic systems need a dynamic response. Economic and statistical models can help with identifying the optimal timing and the optimal amount of inputs. This is true for systems in different industries, for example, fungicide application in strawberry production, funding schedules in the pension funds, and land allocation. In this dissertation, the first essay evaluates the risk and profitability of a new expert system, Strawberry Advisory System (SAS). SAS, a temporally variable system of fungicide application, allows for precision application of fungicides to control anthracnose and Botrytis fungi diseases. The production and market risks associated with weather and sale price variability is examined using Monte Carlo simulations. Based on stochastic efficiency analysis for risk-adjusted profitability criteria, SASbased method is the best for both anthracnose and Botrytis diseases management. Assuming a Florida strawberry farm of 26 acres, the value of SAS is estimated on average to be $1.76 million for anthracnose and $0.89 million for Botrytis, over a tenyear horizon of use.
520 $a Second essay also uses Monte Carlo simulation method and NPV framework. However, the methodology is applied to an evaluation of a novel structure of Defined Benefit (DB) pension plans with contributions tied to the market performance of the fund. The study tests and compares the performances of both proposed and current structures of DB by simulating the plans' performance over the next fifty years. Next, based on this comparison the study identifies the marginal value of the new DB structure as compared to the current one. Finally, the optimal discount rate for liabilities projection is derived based on stochastically simulated NPV results for both current and proposed DB structures.
520 $a The third essay focuses on the effect of relative price changes of the principal crops on U.S. farm land allocation before and after 2005 Energy Policy Act (EPA). The Energy Policy Act was enacted in 2005 (EPA, 2005) mandating specific ratio of ethanol in gasoline. Given that arable land is scarce, there are reasons to believe that following the Act, corn's acreage has expanded at the expense of acreages of other crops. By using differential framework, the study shows that after the enactment of EPA 2005, there are statistically significant structural changes in the allocation dynamics of the U.S. farm land, especially it is the case for corn and soybeans and also for hay and cotton.
590 $a School code: 0070.
650 4 $a Agricultural economics. $3 3172150
650 4 $a Finance. $3 542899
690 $a 0503
690 $a 0508
710 2 $a University of Florida. $3 718949
773 0 $t Dissertation Abstracts International $g 76-08A(E).
790 $a 0070
791 $a Ph.D.
792 $a 2014
793 $a English
856 4 0 $u http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=3691380