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Valuing Counter-Cyclical Payments: Implications For Producer Risk Management And Program Administration

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Author Info
Plato, Gerald E.
Skully, David W.
Johnsons, D. Demcey
Abstract

USDA’s current method for estimating expected counter-cyclical payment rates produces unintentionally biased estimates because it does not consider the variability of marketing year prices. Estimates with positive bias increase the risk of overpayment to producers who accept advance payments. According to statute, producers must reimburse the Government for any overpayments, which can lead to cash-flow problems. A model developed for this analysis improved upon the USDA method of estimating counter-cyclical payment rates by accounting for the variability in market price forecast errors. This enhanced method produced unbiased estimates. Forecasters and producers can also use the model to calculate the probabilities of repayment. Producers can use call options on commodity futures contracts to hedge against losses in expected counter-cyclical payments. Hedging, however, is only moderately effective and varies by commodity.

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Publisher Info
Paper provided by United States Department of Agriculture, Economic Research Service in its series Economic Research Report with number 7184.

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Date of creation: 2007
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Handle: RePEc:ags:uersrr:7184

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Related research
Keywords: 2002 Farm Act; farm and commodity policy; counter-cyclical payments; risk management; price uncertainty; Agricultural and Food Policy; Risk and Uncertainty;

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  1. Kemna, A. G. Z. & Vorst, A. C. F., 1990. "A pricing method for options based on average asset values," Journal of Banking & Finance, Elsevier, vol. 14(1), pages 113-129, March. [Downloadable!] (restricted)
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