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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., "undated". "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. repec:ags:agsaem:288652 is not listed on IDEAS
    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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    Cited by:

    1. repec:ags:rrsr94:307862 is not listed on IDEAS
    2. 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.
    3. 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.
    4. Ford, Beth Pride & Musser, Wesley N. & Yonkers, Robert D., 1993. "Measuring Historical Risk In Quarterly Milk Prices," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 22(01), pages 1-7, April.
    5. Ford, Beth Pride & Musser, Wesley N. & Yonkers, Robert D., "undated". "Inflation and Measurement of Historical Risk," Staff Paper Series 256844, Pennsylvania State University, Department of Agricultural Economics and Rural Sociology.
    6. 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).
    7. 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.
    8. 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.
    9. Groover, Gordon E., "undated". "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).
    10. 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).
    11. 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.

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