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You searched for subject:(Prequential Analysis). Showing records 1 – 2 of 2 total matches.

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Texas A&M University

1. Liu, Chia-Lan. Price-Quantity Dynamics, Prequential Analysis, and Yield Insurance Premium Estimation of Dungeness Crab.

Degree: 2015, Texas A&M University

This dissertation analyzes the Dungeness crab prices and quantities, which is conducted within three essays. The first essay studies the relationships among the West Coast Dungeness crab landing prices and quantities using cointegration analysis and directed acyclic graphs. The forecast tests are added to determine the number of cointegrating rank. Directed acyclic graphs are estimated using different algorithms for comparison and are used to discover the causality of the crab markets. The four states? crab prices are strongly connected contemporaneously. The price-quantity relationships exist among the California, Oregon and Washington markets because of their tri-state Dungeness crab project. The Alaska quantity does not affect and is not affected by the other prices and quantities possibly due to stock collapse in some areas of Alaska. The second essay uses the three models to explore the prequential relationships among the West Coast states? Dungeness crab fisheries. A random walk and the 1-lag VAR outperform the 2-lag VAR. Most series in the random walk and the l-lag VAR are well-calibrated. For the Dungeness crab quantities, the random walk does slightly better than the 1-lag VAR; the 1-lag VAR dominates the random walk for the crab prices. The results are consistent with the literature on the Dungeness crab movement patterns. Information about the crab fishery management decision making are provided in this essay. The third essay estimates the Dungeness crab yield insurance premiums and the probabilities of the indemnities being paid to the crab fishermen in each western coastal state using cointegration analysis, goodness-of-fit tests, and Monte Carlo simulation. The lognormal distribution provides the best-fit for the Alaska crab yield and the logistic for the Oregon, Washington, and California yields, respectively. The log-logistic is found to be the best-fit for each state?s prices. At 50%, 60%, 70%, and 80% yield coverage levels, Alaska has the highest insurance premiums and the highest probability of paying the indemnities, followed by California, and then Washington or Oregon. Advisors/Committee Members: Leatham, David J. (advisor), Penson Jr, John B. (committee member), Richardson, James W. (committee member), Bessler, David (committee member).

Subjects/Keywords: Dungeness Crab; Cointegration Analysis; Directed Acyclic Graphs; Prequential Analysis; Insurance Premiums

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Liu, C. (2015). Price-Quantity Dynamics, Prequential Analysis, and Yield Insurance Premium Estimation of Dungeness Crab. (Thesis). Texas A&M University. Retrieved from http://hdl.handle.net/1969.1/155001

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Liu, Chia-Lan. “Price-Quantity Dynamics, Prequential Analysis, and Yield Insurance Premium Estimation of Dungeness Crab.” 2015. Thesis, Texas A&M University. Accessed August 07, 2020. http://hdl.handle.net/1969.1/155001.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Liu, Chia-Lan. “Price-Quantity Dynamics, Prequential Analysis, and Yield Insurance Premium Estimation of Dungeness Crab.” 2015. Web. 07 Aug 2020.

Vancouver:

Liu C. Price-Quantity Dynamics, Prequential Analysis, and Yield Insurance Premium Estimation of Dungeness Crab. [Internet] [Thesis]. Texas A&M University; 2015. [cited 2020 Aug 07]. Available from: http://hdl.handle.net/1969.1/155001.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Liu C. Price-Quantity Dynamics, Prequential Analysis, and Yield Insurance Premium Estimation of Dungeness Crab. [Thesis]. Texas A&M University; 2015. Available from: http://hdl.handle.net/1969.1/155001

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Texas A&M University

2. Mendez Ramos, Fabian. Three Essays on Prequential Analysis, Climate Change, and Mexican Agriculture.

Degree: 2013, Texas A&M University

This dissertation addresses: 1) the reliability of El Ni?o Southern Oscillation (ENSO) forecasts generated by the International Research Institute for Climate and Society (IRI) of Columbia University; 2) estimation of parameters of Mexican crop demand; and 3) the potential impacts of climate change on Mexican agriculture. The IRI ENSO forecasts were evaluated using prequential analysis, with calibration and scoring rules. Calibration tests and the Yates? decomposition measures of the Brier score suggest that the IRI ENSO forecasts are improving in reliability and skill, showing a learning by doing behavior, i.e., these IRI ENSO forecasts show improved ability to predict the ENSO phases that really happen. In terms of estimation of the parameters of Mexican crop demand, an LA/AIDS model was used but the results were not very satisfactory with statistical tests rejecting homogeneity and symmetry. Furthermore, the estimated uncompensated price and income elasticities were found to be located in the tail regions of the Monte Carlo simulated density functions, showing poor validation of the initial estimates under similar economic (price and consumption) circumstances. Finally, in terms of the potential impacts that climate change has on Mexican agriculture, two 2050 climate change scenarios were examined. The central result indicates that Mexico benefits from climate change under the IPCC ensemble results for the B1 scenario and would experience welfare losses under the ensemble results for the A2 scenario. Moreover, dryland hectareage would decrease and would be replaced by irrigated areas. Finally, producer?s net income was found to decrease at the national level under both climate change scenarios. The results were generated using a mathematical programming sector model that was updated for the study. Advisors/Committee Members: McCarl, Bruce A. (advisor), Bessler, David A. (advisor), Wu, Ximing (committee member), North, Gerald R. (committee member), Mjelde, James W. (committee member).

Subjects/Keywords: Prequential Analysis; Climate Change; Mexican Agriculture; Agriculture Sector Model; Almost Ideal Demand System; Brier Score; Yates Decomposition

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Mendez Ramos, F. (2013). Three Essays on Prequential Analysis, Climate Change, and Mexican Agriculture. (Thesis). Texas A&M University. Retrieved from http://hdl.handle.net/1969.1/149609

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Mendez Ramos, Fabian. “Three Essays on Prequential Analysis, Climate Change, and Mexican Agriculture.” 2013. Thesis, Texas A&M University. Accessed August 07, 2020. http://hdl.handle.net/1969.1/149609.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Mendez Ramos, Fabian. “Three Essays on Prequential Analysis, Climate Change, and Mexican Agriculture.” 2013. Web. 07 Aug 2020.

Vancouver:

Mendez Ramos F. Three Essays on Prequential Analysis, Climate Change, and Mexican Agriculture. [Internet] [Thesis]. Texas A&M University; 2013. [cited 2020 Aug 07]. Available from: http://hdl.handle.net/1969.1/149609.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Mendez Ramos F. Three Essays on Prequential Analysis, Climate Change, and Mexican Agriculture. [Thesis]. Texas A&M University; 2013. Available from: http://hdl.handle.net/1969.1/149609

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

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