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Effects of crop acreage and aggregation level on price‐yield correlations

Finger, Robert - In: Agricultural Finance Review 72 (2012) 3, pp. 436-455

Purpose – The purpose of this paper is to analyze the effects of data aggregation and farm‐level crop acreage on the level of natural hedge, i.e. the level of price‐yield correlations, which is an important issue in risk modeling and management. Design/methodology/approach – Swiss FADN...

Persistent link: https://www.econbiz.de/10014667159

Modelling the effect of farming attitudes on farm credit use: a case study from Ireland

Howley, Peter; Dillon, Emma - In: Agricultural Finance Review 72 (2012) 3, pp. 456-470

Purpose – By examining the role of farming attitudes and motivations, the aim of this paper is to provide a framework for better understanding farmers' behaviour in relation to the decision to obtain credit. Design/methodology/approach – Using a nationally representative survey of farm...

Persistent link: https://www.econbiz.de/10014667160

Hedging weather risk on aggregated and individual farm‐level

Erec Heimfarth, Leif; Finger, Robert; Musshoff, Oliver - In: Agricultural Finance Review 72 (2012) 3, pp. 471-487

weather derivatives, as a new instrument to hedge against volumetric risks in agriculture. It particularly differs from other …

Persistent link: https://www.econbiz.de/10014667161

The effects of government sponsored enterprise (GSE) status on the pricing of bonds issued by the Federal Farm Credit Banks Funding Corporation (FFCB)

Turvey, Calum G.; Wang, Yiwo - In: Agricultural Finance Review 72 (2012) 3, pp. 488-506

Purpose – Motivated by recent congressional interest in eradicating government sponsored enterprises (GSE), the purpose of this paper is to develop a framework to price the implicit government guarantee embedded in the bonds issued by the Farm Credit System. Design/methodology/approach – The...

Persistent link: https://www.econbiz.de/10014667162

Agricultural lending and early warning models of bank failures for the late 2000s Great Recession

Li, Xiaofei; Escalante, Cesar L.; Epperson, James E.; … - In: Agricultural Finance Review 73 (2013) 1, pp. 119-135

Purpose – The late 2000s Great Recession led to a surge of bank failures in the USA with nearly 300 banks failing from 2009 to 2010. Recalling the farm crises of the 1980s where the farm sector was pinpointed as one of the major precursors of such crises, this study is an attempt to validate...

Persistent link: https://www.econbiz.de/10014667170

Weather risk management by Saskatchewan agriculture producers

Khan, Saqib; Rennie, Morina; Charlebois, Sylvain - In: Agricultural Finance Review 73 (2013) 1, pp. 161-178

Purpose – The purpose of this research is to study the weather risk management practices of agriculture producers. In …' knowledge this is the first study that quantifies the usage of weather derivatives by agriculture producers and identifies the …

Persistent link: https://www.econbiz.de/10014667172

Testing for speculative bubbles in agricultural commodity prices: a regime switching approach

Liu, Xiaoliang; Filler, Guenther; Odening, Martin - In: Agricultural Finance Review 73 (2013) 1, pp. 179-200

Purpose – The authors' paper aims to deal with the question whether speculative bubbles are present in agricultural commodity prices. Design/methodology/approach – The authors apply a regime switching regression model to test the hypothesis that agricultural prices contain periodically...

Persistent link: https://www.econbiz.de/10014667173

Application of credit risk models to agricultural lending

Zech, Lyubov; Pederson, Glenn - In: Agricultural Finance Review 64 (2004) 2, pp. 91-106

A credit risk model suitable for agricultural lenders is identified. The model incorporates sector correlations and is applied to the loan portfolio of an agricultural credit association to create a distribution of loan losses. The distribution is used to derive the lender’s expected and...

Persistent link: https://www.econbiz.de/10014667179

Agricultural risks and risk management in the current context of Chinese economy

Holly Wang, H. - In: Agricultural Finance Review 73 (2013) 2, pp. 245-254

government policies on agriculture, and the role of agricultural risks and risk management against this background. Design …; next, risks and risk management topics are introduced and controversial issues in agriculture are discussed. Relevant … with the income rise. Increased labor cost may transform Chinese agriculture from the traditional labor intensive field …

Persistent link: https://www.econbiz.de/10014667311

Non-performance of financial contracts in agricultural lending

Savitha, Basri; Kumar K., Naveen - In: Agricultural Finance Review 76 (2016) 3, pp. 362-377

Purpose Evaluating a portfolio of agricultural loans has become an important issue in recent years primarily due to a large number of loan defaults. The purpose of this paper is to investigate the factors influencing credit repayment behavior of farmers in Karnataka. Design/methodology/approach...

Persistent link: https://www.econbiz.de/10014667316