Satheesh V Aradhyula

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Journals/Publications

• Aradhyula, S. V., & Ergün, A. T. (2004). Trading collar, intraday periodicity and stock market volatility. Applied Financial Economics, 14(13), 909-913.
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  Abstract: Using five-minute data, market volatility in the Dow Jones Industrial Average is examined in the presence of trading collars. A polynomial specification is used for capturing intraday seasonality. Results indicate that market volatility is 3.4% higher in declining markets when trading collars are in effect. Results also support a U-shaped intraday periodicity in volatility. © 2004 Taylor and Francis Ltd.
• Holt, M. T., & Aradhyula, S. V. (1998). Endogenous risk in rational-expectations commodity models: A multivariate generalized ARCH-M approach. Journal of Empirical Finance, 5(2), 99-129.
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  Abstract: The feasibility of including endogenous risk in a rational-expectations model is examined by using a multivariate GARCH-M setup. Unlike previous attempts to model risk under the rational-expectations hypothesis (REH), the model's full covariance structure is allowed to be time varying. The application is with a market model of the U.S. broiler industry; results indicate broiler production is responsive to time-varying price volatility, although the estimated effects are not large. The GARCH-M model is compared with one that uses a two-step approach. Evidence indicates the informationally efficient GARCH-M approach is superior.
• Reese, R. A., Aradhyula, S. V., Shogren, J. F., & Tyson, K. S. (1993). Herbaceous biomass feedstock production: the economic potential and impacts on US agriculture. Energy Policy, 21(7), 726-734.
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  Abstract: This paper addresses the economic feasibility and impacts on US agriculture of establishing a biomass crop industry capable of producing 8.4 m GJ of methanol or 9.9 m GJ of ethanol by the year 2030 from grasses grown as biomass feedstocks. The results suggest that such an industry could become commercially viable and that the agricultural economy would benefit. Producers of traditional and biomass crops would benefit most. Consumers and livestock producers would lose from higher crop prices, but these losses would be offset by gains to society from reduced government payments to crop producers. -Authors
• Johnson, S. R., Wolcott, R., & Aradhyula, S. V. (1990). Coordinating agricultural and environmental policies: opportunities and tradeoffs. American Economic Review, 80(2), 203-207.
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  Abstract: The general policy framework for agriculture in the US dates to the New Deal era of the 1930s. Since then, the US government has maintained policies to stabilize domestic markets for major program crops and maintain farm income. The present analysis of tradeoffs and opportunities through coordination of agricultural policy has quite modest objectives. The illustration provides an initial set of results on opportunities and tradeoffs, and perhaps a glimpse of the richness that awaits more detailed consideration of policy structure as an element of policy change. -from Authors
• Aradhyula, S. V. (1987). Rational expectations and policy modeling: The case of wheat in India. Journal of Policy Modeling, 9(4), 667-670.
• Satheesh, A. V., Sharma, B. M., & Sharma, V. K. (1985). Impact of diversification and liberal credit policy on income and employment of non-viable farmers in Pithapuram Block of East Godavari District (A.P.) ( India).. Indian Journal of Agricultural Economics, 40(3), 323-329.
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  Abstract: Shows that the adoption of recommended technology coupled with an adequate credit facility under a crop-dairy-sericulture farming system stimulates the entire income potential and offers an economically viable and practically feasible solution to low incomes of the non-viable farmers. A liberal credit policy is found to be indispensable for pushing up the poorest farmers into high levels of income.-from AuthorsDiv of Agric Econ, Indian Agric Res Inst, New Delhi 12, India.

Others

• Aradhyula, S. V., Rahman, T., Kohli, M., Megdal, S., & Moxley, J. (2010, Fall). Determinants of Environmental Noncompliance by Public Water Systems. Contemporary Economic Policy.
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  Volume 28, Issue 2, pgs 264-274
• Aradhyula, S. V., Thompson, G., Frisvold, G., & Tronstad, R. (2010, Fall). Does Paying Referees Expedite Reviews?: Results of a Natural Experiment. Southern Economic Journal.
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  Volume 76, pgs 678-692
• Aradhyula, S., & Tronstad, R. (2006, Fall). Estimating Seasonality in the Mean and Variance with ARCH Models. Advances in Econometrics: A Tribute to Stan Johnson. Berkeley Electronic Press.
• Aradhyula, S., & Ergun, A. (2004, Fall). Trading Collar, Intraday Periodicity, and Stock Market Volatility. Applied Financial Economics.
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  pgs 909-1013
• Aradhyula, S., & Tronstad, R. (2003, Fall). Does Tourism Promote Cross-Border Trade?. American Journal of Agricultural Economics.
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  Volume 85, pgs 569-579