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| Registros recuperados: 1.703 | |
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| Manfredo, Mark R.; Libbin, James D.. |
| The fruit and vegetable industry does not have a risk management instrument or a well-structured price discovery system, such as commodity futures contracts, to aid in the marketing and management of its price risk. Since the 1980s, financial futures contracts based on indexes of stocks, commodities and currencies have been used to hedge these groups of assets. The purpose of this study was to apply the concept of index futures contracts to the produce industry by developing indexes based on prices of fruits and vegetables and to determine the hedging effectiveness of potential futures contracts written on these indexes. Twenty representative fruits and vegetables were chosen to compile indexes for fruits, for vegetables, and for fruits and vegetables... |
| Tipo: Journal Article |
Palavras-chave: Fruits; Vegetables; Futures markets; Index futures contracts; Agribusiness; Agricultural Finance; Marketing. |
| Ano: 1998 |
URL: http://purl.umn.edu/90431 |
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| Tannura, Michael A.; Irwin, Scott H.; Good, Darrel L.. |
| The purpose of this study was to investigate the relationship between weather, technology, and corn and soybean yields in the U.S. Corn Belt. Corn and soybean yields, monthly temperature, and monthly precipitation observations were collected over 1960 through 2006 for Illinois, Indiana, and Iowa. Multiple regression models were developed based on specifications found in studies by Thompson (1962 1963 1969 1970 1985 1986 1988). Estimated models explained at least 94% and 89% of the variation in corn and soybean yields for each state, respectively. Analysis of the regression results showed that corn yields were particularly affected by technology, the magnitude of precipitation during June and July, and the magnitude of temperatures during July and August.... |
| Tipo: Report |
Palavras-chave: Agricultural Finance; Financial Economics; Research Methods/ Statistical Methods. |
| Ano: 2008 |
URL: http://purl.umn.edu/37501 |
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| Mallory, Mindy L.; Lence, Sergio H.. |
| This study highlights some problems with using the Johansen cointegration statistics on data containing a negative moving average (NMA) in the error term of the data generating process. We use a Monte Carlo experiment to demonstrate that the asymptotic distribution of the Johansen cointegration statistics is sensitive to the NMA parameters and that using the stated 5% critical values results in severe size distortion. In our experiment, using the asymptotic critical values resulted in empirical size of 76% in the worst case. To date a NMA in the error term was known to cause poor small sample performance of the Johansen cointegration statistics; however our study demonstrates that problems associated with a NMA in the error term do not improve as sample... |
| Tipo: Conference Paper or Presentation |
Palavras-chave: Cointegration; Johansen cointegration test; Moving average; Agricultural Finance; Financial Economics; C32; C15. |
| Ano: 2010 |
URL: http://purl.umn.edu/61721 |
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| Ligeon, Carel; Gregorowicz, Philip; Jolly, Curtis M.. |
| Alcohol consumption is considered an important social activity but a major health risk in Latin American and Caribbean countries (LAC). Alcohol consumption net benefits are doubtful and the factors influencing alcohol consumption in the LAC countries are not well documented. In this study, we use secondary data and Ordinary Least Squares Regression models to evaluate the factors influencing alcohol consumption in LAC countries. The factors that significantly affect alcohol consumption are: alcohol imports, alcohol exports, alcohol production, consumer price index, real GDP per capita, urban population, number of television sets available to the household, and whether the person is from the Caribbean or not. A closer look at the factors indicates that a 1.0... |
| Tipo: Conference Paper or Presentation |
Palavras-chave: Alcohol consumption; Latin American and Caribbean; Importation; Consumer price index; CAES; Agribusiness; Agricultural Finance; Consumer/Household Economics; Financial Economics; Health Economics and Policy. |
| Ano: 2007 |
URL: http://purl.umn.edu/36956 |
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| Fonsah, Esendugue Greg; Ferrer, Myra Clarisse R.; Riley, David G.; Sparks, Stormy; Langston, David. |
| Recent trend depicts that tomatoes and tomatoes products rank 2nd most important vegetable crop in the United States after potatoes and potatoes products contributing 20 percent of total vegetable production. More-so, tomato is equally ranked 2nd in the United States in terms of production value, generating $1.3 billion after head lettuce that contributed $1.4 billion in the same time period. In 2006, 422,000 acres of tomatoes were planted in the United States. Tomato is equally an important economic crop in the state of Georgia. In 2008, it ranked 14th in the Georgia vegetable acreage as 3,985 acres were planted. It also ranked 6th in terms of farm gate value in the same time period generating $51.2 million. Thrips-vectored tomato spotted wilt virus... |
| Tipo: Conference Paper or Presentation |
Palavras-chave: Tomatoes production; Tomato Spotted Wilt Virus (TSWV); Inputs; Fixed cost; Variable costs; Profitability; Cost and benefit.; Agribusiness; Agricultural and Food Policy; Agricultural Finance; Crop Production/Industries; Environmental Economics and Policy; Farm Management; Financial Economics; Health Economics and Policy; Marketing; Production Economics; Productivity Analysis; Research and Development/Tech Change/Emerging Technologies; Risk and Uncertainty; Teaching/Communication/Extension/Profession. |
| Ano: 2010 |
URL: http://purl.umn.edu/56386 |
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| Schmit, Todd M.; Verteramo, Leslie J.; Tomek, William G.. |
| The relationship between complete-feed prices and commodity feedstock prices are estimated to analyze the effect of higher commodity prices on feed costs, with particular attention towards the price effects and substitutability of corn distillers dried grains with solubles (DDGS). Assuming the historical positive correlation between corn and DDGS prices, each $1/ton increase in the price of corn increases per ton feed costs between $0.45 and $0.67 across livestock sectors. A negative price correlation would offset some of the cost increases, but under most scenarios feed costs are expected to be at or above those experienced in 2007. |
| Tipo: Conference Paper or Presentation |
Palavras-chave: Agricultural Finance. |
| Ano: 2008 |
URL: http://purl.umn.edu/37595 |
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| Kim, Hyun Seok; Brorsen, B. Wade. |
| Previous studies suggest that producers tend to store crops longer than makes economic sense. Since decisions to sell are irreversible, there can be a real option value from waiting to sell grain. This real option value may explain why producers appear to store too long. A seasonal mean reversion model is estimated that allows prices to be a random walk within a season, but mean reverting across crop years. Unless prices are extremely low, it is optimal for producers to sell before the mean reversion begins. Thus, the real option value of waiting cannot explain why producers seem to store at a loss in the latter part of crop years. |
| Tipo: Conference Paper or Presentation |
Palavras-chave: Real option value; Seasonal mean reversion; Agricultural Finance. |
| Ano: 2008 |
URL: http://purl.umn.edu/37602 |
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| Registros recuperados: 1.703 | |
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