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The Role Of Research In Producer Risk Management

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Author Info
Coble, Keith H.
Barnett, Barry J.

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Abstract

Agricultural economists have for many decades concerned ourselves with gaining an understanding of individual behavior when confronted with risk, and developing tools to address decision-making under risk. This area of research has recently gained renewed attention for a variety of reasons. This paper attempts to provide a review of the current status of risk related research, to assess areas where we have made significant progress, and also areas where expected benefits of future work are greatest. Theoretical advancements have contributed to our understanding of portfolio trade-offs, optimal input and output decisions, and the use of instruments such as futures and insurance. Advances in the ability to quantify risk with more robust methodologies also contribute to the information available for producers. Research has also contributed to the development of new instruments and provided evaluation of alternatives which confront producers. There are, however, areas in need of further research. We identify five general areas which we believe merit further attention. Progress in these areas should contribute significantly to our understanding of risk management and the information that agricultural economics may provide to producers.

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Paper provided by Mississippi State University, Department of Agricultural Economics in its series Professional Papers with number 15803.

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Date of creation: 1999
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Handle: RePEc:ags:misppa:15803

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Postal: Box 9755, Mississippi State, MS 39762-9755
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Web page: http://www.agecon.msstate.edu/
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Related research
Keywords: Risk; Insurance; Research; Risk and Uncertainty;

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Innes, Robert, 1990. "Government Target Price Intervention in Economies with Incomplete Markets," The Quarterly Journal of Economics, MIT Press, vol. 105(4), pages 1035-52, November. [Downloadable!] (restricted)
  2. Buschena, David E. & Zilberman, David, 1994. "What Do We Know About Decision Making Under Risk And Where Do We Go From Here?," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 19(02), December. [Downloadable!]
  3. Moschini, Giancarlo & Lapan, Harvey, 1995. "The Hedging Role of Options and Futures under Joint Price, Basis, and Production Risk," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 36(4), pages 1025-49, November. [Downloadable!] (restricted)
  4. Lapan, Harvey E. & Moschini, Giancarlo, 2002. "Futures Hedging Under Price, Basis and Production Risk," Staff General Research Papers 10041, Iowa State University, Department of Economics.
  5. Robert C. Merton, 1973. "Theory of Rational Option Pricing," Bell Journal of Economics, The RAND Corporation, vol. 4(1), pages 141-183, Spring. [Downloadable!] (restricted)
  6. Sakong, Yong & Hayes, Dermot J. & Hallam, Arne, 1993. "Hedging Production Risk with Options," Staff General Research Papers 559, Iowa State University, Department of Economics.
  7. Sandmo, Agnar, 1971. "On the Theory of the Competitive Firm under Price Uncertainty," American Economic Review, American Economic Association, vol. 61(1), pages 65-73, March. [Downloadable!] (restricted)
  8. Babcock, Bruce A. & Hennessy, David, 1994. "Input Demand Under Yield and Revenue Insurance," Staff General Research Papers 794, Iowa State University, Department of Economics. [Downloadable!]
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  9. Black, Fischer & Scholes, Myron S, 1972. "The Valuation of Option Contracts and a Test of Market Efficiency," Journal of Finance, American Finance Association, vol. 27(2), pages 399-417, May. [Downloadable!] (restricted)
  10. Bessler, David A. & Brandt, Jon A., 1992. "An analysis of forecasts of livestock prices," Journal of Economic Behavior & Organization, Elsevier, vol. 18(2), pages 249-263, July. [Downloadable!] (restricted)
  11. Schroeder, Ted C. & Parcell, Joseph L. & Kastens, Terry L. & Dhuyvetter, Kevin C., 1998. "Perceptions Of Marketing Strategies: Producers Versus Extension Economists," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 23(01), July. [Downloadable!]
  12. David A. Hennessy & Bruce A. Babcock & Dermot J. Hayes, 1995. "Budgetary and Resource Allocation Effects of Revenue Assurance," Center for Agricultural and Rural Development (CARD) Publications 95-wp130, Center for Agricultural and Rural Development (CARD) at Iowa State University. [Downloadable!]
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  1. Jordaan, H. & Grove, B., 2007. "Factors Affecting Maize Producers Adoption of Forward Pricing in Price Risk Management: The Case of Vaalharts," Agrekon, Agricultural Economics Association of South Africa (AEASA), vol. 46(4), December. [Downloadable!]
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