The planting real option in cash rent valuation

C-Tier
Journal: Applied Economics
Year: 2012
Volume: 44
Issue: 6
Pages: 765-776

Authors (2)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

After entering into a farmland cash rent contract in the fall, a tenant farmer has flexibility over the spring crop choice and the input application level. Failure to account for these options will bias estimates of what farmers should pay to rent land. Applying Monte Carlo simulation methods, this study investigates the option values for these choices. A Multivariate Gaussian Copula (MGC) is employed to account for dependence among yields and prices. Results show that the average cash rent valuation for the real option approach is $33.6 higher than that for the conventional Net Present Value (NPV) method, in which the input intensity option is $0.9. Crop planting sequence is shown to impact the real option value.

Technical Details

RePEc Handle
repec:taf:applec:44:y:2012:i:6:p:765-776
Journal Field
General
Author Count
2
Added to Database
2026-01-25