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Faculty Member Information

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Dmitry V. Vedenov
Associate Professor
Agribusiness Economics
Ph.D. (Agricultural Economics) The Ohio State University (2001)
M.A. (Economics) The Ohio State University (1998)
M.S. (Applied Economics and Computers) Moscow Inst. Phys. Tech. (1993)


Office Address:
364 AGLS Building
2124 TAMU
College Station, TX 77843-2124

Contact Information:
(979) 845-8493 (Office)
(979) 862-3019 (Fax)

Email Address:
vedenov@tamu.edu

Dr. Dmitry Vedenov

About Dr. Vedenov:
Dr. Dmitry Vedenov is an Assistant Professor in the Department of Agricultural Economics at Texas A&M University. His research interests are in agribusiness, finance, decision-making under uncertainty, risk management, crop insurance and dynamic models in economics.

Dr. Vedenov received his Ph.D. in Agricultural Economics from The Ohio State University. Prior to his appointment with Texas A&M he worked as an assistant professor at the Department of Agricultural and Applied Economics, University of Georgia.

Selected Publications:
Deng, X., Barnett, B.J., Vedenov, D.V., and West, J.W. "Hedging Dairy Production Losses Using Weather-Based Index Insurance." Agricultural Economics, 36, 271-280 (2007).

Vedenov, D.V. and Wetzstein, M.E. "Toward an Optimal Ethanol Fuel Subsidy." Energy Economics, 30, 2073-2090 (2008).

Vedenov, D.V. and Power, G.J. "Risk-Reducing Effectiveness of Revenue vs. Yield Insurance in the Presence of Government Payments." Journal of Agricultural and Applied Economics, 40, 443-459 (August 2008).

Nadolnyak, D.A., Vedenov, D.V., and Novak, J.L. "Information Value of Climate-Based Yield Forecasts in Selecting Optimal Crop Insurance Coverage." American Journal of Agricultural Economics, 90, 1248-1255 (December 2008).

Pushkarskaya, H., and D. Vedenov. "Farming Exit Decision by Age Group: Analysis of Tobacco Buyout Impact in Kentucky." Journal of agricultural and applied economics 41(3):653-662 (2009).

Power, G.J. and Vedenov, D.V. "Dealing with Downside Risk in a Multi-Commodity Setting: A Case for a "Texas Hedge"? Journal of Futures Markets 30(3):290-304 (2010).