Showing 1 - 10 of 22
Grain/fertilizer volumes are major risks for grain/supply cooperatives followed by fertilizer and fuel margins. Operating losses force stock write downs (22% probability) and negative cashflow (15% probability). Decisions on cash and stock patronage, infrastructure investment, and equity...
Persistent link: https://www.econbiz.de/10010915002
During the financial downturn of 2008, asset classes that investors traditionally found to have low correlation with U.S. stocks became more highly correlated at the most inopportune time. Post-downturn, investors increasingly looked for alternative assets that offer diversification benefits,...
Persistent link: https://www.econbiz.de/10010915036
, Tennessee, and Virginia, taking into account the effect of wealth, revenue risk, and farm program provisions. Estimated …
Persistent link: https://www.econbiz.de/10005311012
management strategies under various risk preferences and utility-weighted certainty equivalent risk premiums. Yields, input rates …, risk analysis indicates CRP would be the preferred strategy for some risk-averse managers. …
Persistent link: https://www.econbiz.de/10005311020
This paper measures the impact of bilateral exchange rates, the world agricultural GDP and third-country exchange rate volatilities (Yen/USD and Euro/USD) on the BRICS agricultural exports using a vector autoregressive (VAR) model. Two measures of volatility are used: the standard deviation and...
Persistent link: https://www.econbiz.de/10009421067
Selecting the best wheat varieties affects producers’ profit and financial risk. This study identifies the optimal … wheat variety selection using the portfolio approach at various risk aversion levels. Results showed that the optimal wheat … variety selection was significantly affected by changes in levels of risk aversion of decision makers …
Persistent link: https://www.econbiz.de/10009421096
Replaced with revised version of paper 02/14/06.
Persistent link: https://www.econbiz.de/10005806519
Replaced with revised version of paper 02/15/06.
Persistent link: https://www.econbiz.de/10005500202
Producer revenue is simultaneously simulated for several hundred county-specific representative farms. The effects of current and alternative commodity programs are analyzed. In particular, two variations of revenue-triggered programs similar to plans proposed by the National Corn Growers...
Persistent link: https://www.econbiz.de/10005525704
The probability of a severe infestation ranges from 2% to 98% depending on investment in monitoring, prevention, and response technology. Given the estimated potential for economic damages, preliminary results indicate that prudent investment in prevention and early response net a present value...
Persistent link: https://www.econbiz.de/10005525709