North Carolina State University

ECONOMICS AND AGRICULTURAL & RESOURCE ECONOMICS

My name is Hernan A. Tejeda and I'm an Economics Ph.D. and Research Assistant,
working with Professor Barry K. Goodwin

Contact information:

Office: 3313 Nelson Hall
Telephone: (919) 448-8871 (cell)
Email: hatejeda@ncsu.edu
Webpage: http://www4.ncsu.edu/~hatejeda

Curriculum Vitae

Fields of Interest:

Risk analysis in commodity markets, Agricultural Price Analysis, Agribusiness, Crop Insurance, Financial Economics,
Applied Econometrics and Statistics, Time Series and Applied Microeconomics.

Research in Progress:

"Multiproduct Optimal Hedging by Time-Varying Correlations in a State Dependent model of Regime-Switching." with Barry K. Goodwin .

"Identifying Volatility Spillover Effects from Ethanol on Corn, Soybean and Cattle Markets through a State Dependent Regime Switching Model of Dynamic Correlations." with Barry K. Goodwin and Denis Pelletier. - JOB Market Paper

"A State Dependent Regime Switching Model of Dynamic Correlations." with Barry K. Goodwin and Denis Pelletier.

"Price Volatility, Nonlinearity, and Asymmetric Adjustments in Corn, Soybean, and Cattle Markets: Implications of Ethanol-Driven (Market) Shocks."
with Barry K. Goodwin.

"Modeling Crop prices through a Burr distribution and Analysis of Correlation between Crop Prices and Yields using a Copula method."
with Barry K. Goodwin.

Some Links of Interest:

Commodity Products.
USDA Economic Research Service.
Farm Futures.
Wall Street Journal.
The Economist.
CNN.