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Technological and financial approaches to risk management in agriculture: an integrated approach *

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Author Info
Robert G. Chambers
John Quiggin

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Abstract

In the present paper, risk-management problems where farmers manage risk both through production decisions and through the use of market-based and informal risk-management mechanisms are considered. It is shown that many of these problems share a common structure, and that a unified and informative treatment of a broad spectrum of risk-management tools is possible within a cost-minimisation framework, under minimal conditions on their objective functions. Fundamental results are derived that apply regardless of the producer's preference towards risks, using only the no-arbitrage condition that agricultural producers never forego any opportunity to lower costs without lowering returns. Copyright 2004 Australian Agricultural and Resource Economics Society Inc. and Blackwell Publishing Asia Pty Ltd..

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Article provided by Australian Agricultural and Resource Economics Society and Blackwell Publishing Asia Pty Ltd. in its journal Australian Journal of Agricultural & Resource Economics.

Volume (Year): 48 (2004)
Issue (Month): 2 (06)
Pages: 199-223
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Handle: RePEc:bla:ajarec:v:48:y:2004:i:2:p:199-223

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  1. Abedullah & Mubaraik Ali, 2006. "Quantifying the Extent and Nature of Risk in Alternative Cropping Patterns in Claveria, Philippines," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 45(2), pages 261-280. [Downloadable!]
  2. C.J. O'Donnell & W.E. Griffiths, 2004. "Estimating State-Contingent Production Frontiers," Department of Economics - Working Papers Series 911, The University of Melbourne. [Downloadable!]
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  3. Best, Peter & Stone, Roger & Sosenko, Olena, 2007. "Climate risk management based on climate modes and indices –- the potential in Australian agribusinesses," 101st Seminar, July 5-6, 2007, Berlin Germany 9257, European Association of Agricultural Economists. [Downloadable!]
  4. MacNicol, R. & Ortmann, G.F. & Ferrer, S.R.D., 2008. "Management decisions on commercial sugarcane farms in KwaZulu-Natal: a focus on choice bracketing behaviour for risk management," Agrekon, Agricultural Economics Association of South Africa (AEASA), vol. 47(1), March. [Downloadable!]
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