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Evaluating Procedures For Computing Objective Risk From Historical Time Series

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  • Young, Douglas L.

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  • Young, Douglas L., 1980. "Evaluating Procedures For Computing Objective Risk From Historical Time Series," Risk Analysis in Agriculture: Research and Educational Developments, January 16-18, 1980, Tucson, Arizona 271471, Regional Research Projects > W-149: An Economic Evaluation of Managing Market Risks in Agriculture.
    • Handle: RePEc:ags:rrwr80:271471
    DOI: 10.22004/ag.econ.271471
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    References listed on IDEAS

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    1. Lars Brink & Bruce McCarl, 1978. "The Tradeoff between Expected Return and Risk Among Cornbelt Farmers," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 60(2), pages 259-263.
    2. Jerome M. Wolgin, 1975. "Resource Allocation and Risk: A Case Study of Smallholder Agriculture in Kenya," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 57(4), pages 622-630.
    3. Anderson, Jock R. & Dillon, John L. & Hardaker, Brian, 1977. "Agricultural Decision Analysis," Monographs: Applied Economics, AgEcon Search, number 288652, July.
    4. William Lin & G. W. Dean & C. V. Moore, 1974. "An Empirical Test of Utility vs. Profit Maximization in Agricultural Production," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 56(3), pages 497-508.
    5. Persaud, Tillak & Mapp, Harry P. Jr., 1979. "Effects Of Alternative Measures Of Dispersion On Risk Efficient Farm Plans In A Motad Framework," 1979 Annual Meeting, July 29-August 1, Pullman, Washington 278200, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    6. Klein, Benjamin, 1978. "The Measurement of Long- and Short-Term Price Uncertainty: A Moving Regression Time Series Analysis," Economic Inquiry, Western Economic Association International, vol. 16(3), pages 438-452, July.
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    Citations

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    Cited by:

    1. Musser, Wesley N., 1992. "A Historical Overview of Estimation of Historical Risk Coefficients," 1992 Quantifying Long Run Agricultural Risks and Evaluating Farmer Responses to Risk Meeting, March 22-25, 1992, Orlando, Florida 307862, Regional Research Projects > S-232: Quantifying Long Run Agricultural Risks and Evaluating Farmer Responses to Risk.
    2. Ford, Beth Pride & Musser, Wesley N. & Yonkers, Robert D., 1992. "Inflation and Measurement of Historical Risk," Staff Paper Series 256844, Pennsylvania State University, Department of Agricultural Economics and Rural Sociology.
    3. William T. McSweeny & David E. Kenyon & Randall A. Kramer, 1987. "Toward an Appropriate Measure of Uncertainty in a Risk Programming Model," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 69(1), pages 87-96.
    4. Atwood, Joseph A., 1987. "The Evaluation Of Probability Distributions With Special Emphasis On Price Distribution Derived From Option Premiums: A Discussion," Regional Research Projects > 1987: S-180 Annual Meeting, March 22-25, 1987, San Antonio, Texas 272344, Regional Research Projects > S-180: An Economic Analysis of Risk Management Strategies for Agricultural Production Firms.
    5. Ford, Beth Pride & Musser, Wesley N. & Yonkers, Robert D., 1993. "Measuring Historical Risk in Quarterly Milk Prices," Agricultural and Resource Economics Review, Cambridge University Press, vol. 22(1), pages 20-26, April.
    6. Groover, Gordon E., 1989. "An Evaluation Of Production And Marketing Strategies: A Portfolio Approach," 1989 Annual Meeting, July 30-August 2, Baton Rouge, Louisiana 270694, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    7. Helmers, Glenn A. & Atwood, Joseph & Watts, Myles J. & Held, Larry J., 1986. "Fixity and Capital Costing Assumptions in Agricultural Risk Research With Implications to Livestock," Regional Research Projects > 1986: S-180 Annual Meeting, March 23-26, 1986, Tampa, Florida 271999, Regional Research Projects > S-180: An Economic Analysis of Risk Management Strategies for Agricultural Production Firms.
    8. Ford, Beth Pride & Musser, Wesley N., 1995. "A Comparison of Nominal and Real Historical Risk Measures," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 27(2), pages 669-685, December.
    9. Thraen, Cameron S. & Hammond, Jerome W., 1983. "Price Supports, Risk Aversion And U.S. Dairy Policy: An Alternative Perspective Of The Long-Term Impacts," Economic Reports 13034, University of Minnesota, Department of Applied Economics.
    10. Skees, Jerry R., 1984. "Basic Probability Concepts and the Relationships to Agricultural Data," 1984 Annual Meeting, August 5-8, Ithaca, New York 337379, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    11. Hauser, Robert J. & Eales, James S., 1985. "On the Measurement of Risks and Returns of Hedging with Options," 1985 Annual Meeting, August 4-7, Ames, Iowa 278561, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).

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