PROCAD

Link para a página do projeto

1. Versão final do projeto

1. Slides primeira Reunião (São Pedro, 29/07/2008)

1. UFMG
2. USP
3. ESALQ
4. UFLA
5. LEG

• Apresentação Ramiro
• Ações
  1. lista de emails procad_l@leg.ufpr.br – todos inscritos no WIKI, grupo PROCAD, são membros desta lista

Previsão sazonal de variáveis climáticas e/ou produtividade agrícola

Modelagem espaço-temporal da produtividade agrícola

• Paper 1

• Ozaki, V.A. (2008) Pricing farm-level agricultural insurance: a Bayesian approach. Empirical Economics.

• Ozaki, V.A., Ghosh, S.K., Goodwin, B.K. and Shirota, R. (2008) Spatio-Temporal Modeling of Agricultural Yield Data with an Application to Pricing Crop Insurance Contracts. American Journal of Agricultural Economics.

• Goodwin, B.K. and Piggott, N.E. (2006) Spatio-Temporal Modeling of Asian Citrus Canker Risks: Implications for Insurance and Indemnification Fund Models.

• Chen, S.L. and Miranda, M.J. (2007) Modeling Texas dryland cotton yields, with application to crop insurance actuarial rating.

Detecção de conglomerados de risco espaciais e/ou temporais

• Popp, M., Rudstrom, M. and Manning, P. (2005) Spatial Yield Risk Across Region, Crop, and Aggregation Method. Canadian Journal of Agricultural Economics, 53, 103–115.

• Rudstrom, M., Popp, M., Manning, P. and Gbur, E. (2002) Data Aggregation Issues for Crop Yield Risk Analysis. Canadian Journal of Agricultural Economics, 50, 185–200.

Teoria de valores extremos aplicada à construção de mapas de risco extremo

• Casson, E. and Coles, S. (1999). Spatial regression models for extremes. Extremes, 1:4, 449–468.

• Gilleland, E., Nychka, D. and Schneider, U. (2004) Spatial models for the distribution of extremes. In Uncertainty and Variability in Ecological Inference, Forecasting and Decision Making. An Introduction to Modern Statistical Computation, Summer Institute at the Center of Global Change, Duke University, Durham.

• Cooley, D., Nychka, D. and Naveau, P. (2007) Bayesian Spatial Modeling of Extreme Precipitation Return Levels. Journal of the American Statistical Association.

Integração entre geotecnologias e seguro agrícola

Modelos para Volatilidade na Precificação de Seguros no Mercado Agrícola

Estratégias de seguro para o setor de biocombustíveis (produção de etanol)

• Paulson, N.D., Babcock, B.A., Hart, C.E. and Hayes, D.J. (2004) Insuring Uncertainty in Value-Added Agriculture: Ethanol Production. Working paper 04-WP 360 Center for Agricultural and Rural Development. Iowa State University.

Modelagem e precificação de derivativos climáticos

• Odening, M, Musshoff, O. and Xu, W. (2007) Analysis of Rainfall Derivatives Using Daily Precipitation Models: Opportunities and Pitfalls. Agricultural Finance Review, 67, 135–156.

• Cao, M., Li, A. and Wei, J. (2004) Precipitation Modeling and Contract Valuation: A Frontier in Weather Derivatives. The Journal of Alternative Investments.

• Martin, S.W., Barnett, B.J. and Coble, K.H. (2001) Developing and Pricing Precipitation Insurance. Journal of Agricultural and Resource Economics, 26, 261–274.

Linque externo