Saeed Yazdani | University of Tehran (original) (raw)
Papers by Saeed Yazdani
Iranian Journal of Agricultural Sciences, Feb 1, 2005
한국수산과학회 양식분과 학술대회, May 1, 2015
Iranian Journal of Agricultural Sciences, 2000
... Abstract In this research, the comparative advantage of cereals including: wheat, barley and ... more ... Abstract In this research, the comparative advantage of cereals including: wheat, barley and corn in cities of Kerman, Bardsir and Baft was investigated by using Domestic Resource Cost (DRC), Social Cost Benefit (SCB) and Effective Protection Coefficient (EPC) index during ...
Journal of Aquaculture Development, Dec 10, 2019
European Journal of Experimental Biology, 2014
Price risk in agricultural products has created main financial problems for agricultural producer... more Price risk in agricultural products has created main financial problems for agricultural producers. There are different ways and instrument to deal with these price risks or price volatility. This paper focuses on futures markets and calculates Hedge Ratio for dates. A Bivariate BEKK GARCH model, is used to determine time varying Hedge Ratios. The results show that BEKK BGARCH hedge ratio for dates is 0.7 which hedging performance is higher than the traditional one. The BEKK BGARCH hedge ratios provide 80% variance reduction, which is inferior to the constant OLS procedures. The results of this paper suggest that futures markets are good instruments for managing Dates producer price risk in Iran.
International Journal of Agriculture: Research and Review, 2013
American-Eurasian Journal of Sustainable Agriculture, 2008
Iranian Journal of Agricultural Sciences, Feb 1, 2005
한국수산과학회 양식분과 학술대회, May 1, 2015
Iranian Journal of Agricultural Sciences, 2000
... Abstract In this research, the comparative advantage of cereals including: wheat, barley and ... more ... Abstract In this research, the comparative advantage of cereals including: wheat, barley and corn in cities of Kerman, Bardsir and Baft was investigated by using Domestic Resource Cost (DRC), Social Cost Benefit (SCB) and Effective Protection Coefficient (EPC) index during ...
Journal of Aquaculture Development, Dec 10, 2019
European Journal of Experimental Biology, 2014
Price risk in agricultural products has created main financial problems for agricultural producer... more Price risk in agricultural products has created main financial problems for agricultural producers. There are different ways and instrument to deal with these price risks or price volatility. This paper focuses on futures markets and calculates Hedge Ratio for dates. A Bivariate BEKK GARCH model, is used to determine time varying Hedge Ratios. The results show that BEKK BGARCH hedge ratio for dates is 0.7 which hedging performance is higher than the traditional one. The BEKK BGARCH hedge ratios provide 80% variance reduction, which is inferior to the constant OLS procedures. The results of this paper suggest that futures markets are good instruments for managing Dates producer price risk in Iran.
International Journal of Agriculture: Research and Review, 2013
American-Eurasian Journal of Sustainable Agriculture, 2008