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What benefits are to be derived from improved farm program planning approaches? - The role of time series models and stochastic optimization

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  • Musshoff, Oliver
  • Hirschauer, Norbert

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  • Musshoff, Oliver & Hirschauer, Norbert, 2007. "What benefits are to be derived from improved farm program planning approaches? - The role of time series models and stochastic optimization," Agricultural Systems, Elsevier, vol. 95(1-3), pages 11-27, December.
  • Handle: RePEc:eee:agisys:v:95:y:2007:i:1-3:p:11-27
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    2. Lars Brink & Bruce McCari, 1979. "The Adequacy of a Crop Planning Model for Determining Income, Income Change, and Crop Mix," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 27(3), pages 13-25, November.
    3. Berger, Thomas, 2001. "Agent-based spatial models applied to agriculture: a simulation tool for technology diffusion, resource use changes and policy analysis," Agricultural Economics, Blackwell, vol. 25(2-3), pages 245-260, September.
    4. Rulon D. Pope, 2003. "Agricultural Risk Analysis: Adequacy of Models, Data, and Issues," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 85(5), pages 1249-1256.
    5. Okunev, John & Dillon, John L., 1988. "A linear programming algorithm for determining mean-Gini efficient farm plans," Agricultural Economics, Blackwell, vol. 2(3), pages 273-285, November.
    6. Kingwell, R. S., 1994. "Risk attitude and dryland farm management," Agricultural Systems, Elsevier, vol. 45(2), pages 191-202.
    7. A. Charnes & W. W. Cooper, 1959. "Chance-Constrained Programming," Management Science, INFORMS, vol. 6(1), pages 73-79, October.
    8. D. Sornette & P. Simonetti & J. V. Andersen, 1999. ""Nonlinear" covariance matrix and portfolio theory for non-Gaussian multivariate distributions," Papers cond-mat/9903203, arXiv.org.
    9. D. Sornette & P. Simonetti & J.V. Andersen, 1999. ""Nonlinear" covariance matrix and portfolio theory for non-Gaussian multivariate distributions," Finance 9902004, EconWPA.
    10. Adams, Richard M. & Menkhaus, Dale J. & Woolery, Bruce A., 1980. "Alternative Parameter Specification In E, V Analysis: Implications For Farm Level Decision Making," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 5(01), July.
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    12. Brekke, Kjell Arne & Moxnes, Erling, 2003. "Do numerical simulation and optimization results improve management?: Experimental evidence," Journal of Economic Behavior & Organization, Elsevier, vol. 50(1), pages 117-131, January.
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    14. Bollerslev, Tim, 1986. "Generalized autoregressive conditional heteroskedasticity," Journal of Econometrics, Elsevier, vol. 31(3), pages 307-327, April.
    15. Paul V. Preckel & David Harrington & Robert Dubman, 2002. "Primal/Dual Positive Math Programming: Illustrated Through an Evaluation of the Impacts of Market Resistance to Genetically Modified Grains," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 84(3), pages 679-690.
    16. Pannell, David J. & Nordblom, Thomas L., 1998. "Impacts of risk aversion on whole-farm management in Syria," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 42(3), September.
    17. Jolly, Robert W., 1983. "Risk Management in Agricultural Production," Staff General Research Papers Archive 11459, Iowa State University, Department of Economics.
    18. Joyce T. Chen & C. B. Baker, 1974. "Marginal Risk Constraint Linear Program for Activity Analysis," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 56(3), pages 622-627.
    19. Okunev, John & Dillon, John L., 1988. "A Linear Programming Algorithm for Determining Mean-Gini Efficient Farm Plans," Agricultural Economics of Agricultural Economists, International Association of Agricultural Economists, vol. 2(3), November.
    20. Darren Hudson & Keith Coble & Jayson Lusk, 2005. "Consistency of risk premium measures," Agricultural Economics, International Association of Agricultural Economists, vol. 33(1), pages 41-49, July.
    21. Steen Koekebakker & Gudbrand Lien, 2004. "Volatility and Price Jumps in Agricultural Futures Prices—Evidence from Wheat Options," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 86(4), pages 1018-1031.
    22. Balmann, Alfons, 1997. "Farm-Based Modelling of Regional Structural Change: A Cellular Automata Approach," European Review of Agricultural Economics, Foundation for the European Review of Agricultural Economics, vol. 24(1), pages 85-108.
    23. Musshoff, Oliver & Hirschauer, Norbert, 2004. "Optimierung unter Unsicherheit mit Hilfe stochastischer Simulation und Genetischer Algorithmen – dargestellt anhand der Optimierung des Produktionsprogramms eines Brandenburger Marktfruchtbetriebes," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, vol. 53(7).
    24. Berger, Thomas, 2001. "Agent-based spatial models applied to agriculture: a simulation tool for technology diffusion, resource use changes and policy analysis," Agricultural Economics of Agricultural Economists, International Association of Agricultural Economists, vol. 25(2-3), September.
    25. Hardaker, J. Brian & Pandey, Sushil & Patten, Louise H., 1991. "Farm Planning under Uncertainty: A Review of Alternative Programming Models," Review of Marketing and Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 59(01), April.
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    Cited by:

    1. Soraya Tanure & Carlos Nabinger & João Luiz Becker, 2015. "Bioeconomic Model of Decision Support System for Farm Management: Proposal of a Mathematical Model," Systems Research and Behavioral Science, Wiley Blackwell, vol. 32(6), pages 658-671, November.
    2. Musshoff, Oliver & Hirschauer, Norbert, 2008. "Hedging von Mengenrisiken in der Landwirtschaft – Wie teuer dürfen „ineffektive“ Wetterderivate sein?," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, vol. 57(5).
    3. Kellner, Ulla & Musshoff, Oliver, 2011. "Precipitation or water capacity indices? An analysis of the benefits of alternative underlyings for index insurance," Agricultural Systems, Elsevier, vol. 104(8), pages 645-653, October.
    4. Hardaker, J. Brian & Lien, Gudbrand, 2010. "Probabilities for decision analysis in agriculture and rural resource economics: The need for a paradigm change," Agricultural Systems, Elsevier, vol. 103(6), pages 345-350, July.
    5. Tanure, Soraya & Nabinger, Carlos & Becker, João Luiz, 2013. "Bioeconomic model of decision support system for farm management. Part I: Systemic conceptual modeling," Agricultural Systems, Elsevier, vol. 115(C), pages 104-116.
    6. Le Gal, P.-Y. & Dugué, P. & Faure, G. & Novak, S., 2011. "How does research address the design of innovative agricultural production systems at the farm level? A review," Agricultural Systems, Elsevier, vol. 104(9), pages 714-728.
    7. Ge, Houtian & Nolan, James & Gray, Richard & Goetz, Stephan & Han, Yicheol, 2016. "Supply chain complexity and risk mitigation – A hybrid optimization–simulation model," International Journal of Production Economics, Elsevier, vol. 179(C), pages 228-238.

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