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Rice World Market Prices

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  • Bryant, Henry L.
  • Outlaw, Joe L.
  • Anderson, David P.
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    Abstract

    The marketing loan program associated with rice features benefits calculated using a USDA-announced World Market Price (WMP) rather than the posted county prices that are used for most other commodities. This results in reduced risk protection for producers relative to other crops, and greater difficulty in making optimal use of program benefits. This research investigates the rice WMP, identifying the relative importance of various foreign prices and other potential influencing factors. The results of this research have important implications for financial planning and optimal risk management strategies for rice producers.

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    File URL: http://purl.umn.edu/19178
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    Bibliographic Info

    Paper provided by American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) in its series 2005 Annual meeting, July 24-27, Providence, RI with number 19178.

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    Date of creation: 2005
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    Handle: RePEc:ags:aaea05:19178

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    Keywords: Agricultural and Food Policy;

    References

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    1. Taylor, Earl L. & Bessler, David A. & Waller, Mark L. & Rister, M. Edward, 1996. "Dynamic relationships between US and Thai rice prices," Agricultural Economics, Blackwell, vol. 14(2), pages 123-133, July.
    2. Cheung, Yin-Wong & Lai, Kon S, 1993. "Finite-Sample Sizes of Johansen's Likelihood Ration Tests for Conintegration," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 55(3), pages 313-28, August.
    3. Phillips, Peter C B, 1996. "Econometric Model Determination," Econometrica, Econometric Society, vol. 64(4), pages 763-812, July.
    4. Haug, Alfred A., 1996. "Tests for cointegration a Monte Carlo comparison," Journal of Econometrics, Elsevier, vol. 71(1-2), pages 89-115.
    5. Gernot Doppelhofer & Ronald I. Miller & Xavier Sala-i-Martin, 2000. "Determinants of Long-Term Growth: A Bayesian Averaging of Classical Estimates (BACE) Approach," NBER Working Papers 7750, National Bureau of Economic Research, Inc.
    6. Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254.
    7. Toda, Hiro Y., 1995. "Finite Sample Performance of Likelihood Ratio Tests for Cointegrating Ranks in Vector Autoregressions," Econometric Theory, Cambridge University Press, vol. 11(05), pages 1015-1032, October.
    8. Aznar, Antonio & Salvador, Manuel, 2002. "Selecting The Rank Of The Cointegration Space And The Form Of The Intercept Using An Information Criterion," Econometric Theory, Cambridge University Press, vol. 18(04), pages 926-947, August.
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