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Registros recuperados: 12
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Live and Feeder Cattle Options Markets: Returns, Risk, and Volatility Forecasting AgEcon
Brittain, Lee; Garcia, Philip; Irwin, Scott H..
The paper examines empirical returns from holding thirty- and ninety-day call and put positions, and the forecasting performance of implied volatility in the live and feeder cattle options markets. In both markets, implied volatility is an upwardly biased and inefficient predictor of realized volatility, with bias most prominent in live cattle. While significant returns exist holding several market positions, most strategies are strongly affected by a drift in futures market prices. However, the returns from selling live cattle puts are persistent, and evidence from straddle returns identifies that the market overprices volatility. This overpricing is consistent with a short-term risk premium whose effect is magnified by extreme changes in market conditions.
Tipo: Conference Paper or Presentation Palavras-chave: Live cattle; Feeder cattle; Options; Returns; Risk; Volatility forecasting; Agribusiness; Agricultural and Food Policy; Agricultural Finance; Community/Rural/Urban Development; Farm Management; Financial Economics; Livestock Production/Industries; Marketing; Research Methods/ Statistical Methods.
Ano: 2009 URL: http://purl.umn.edu/53038
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Analysis of Costs and Returns to Maize-Cowpea Intercrop Production in Oyo state, Nigeria AgEcon
Segun-Olasanmi, A.O.; Bamire, A.S..
Net gains on agricultural investments promote sustainable farm production. The costs and returns analysis to maize-cowpea intercrop was analysed in selected communities of Oyo state, Nigeria, to determine the profitability of the enterprise. A multi-stage stratified sampling technique was used to select a sample size of one hundred and sixty maize-cowpea intercrop farmers in eighteen farming communities in the study area. Data were obtained from the farmers on their socio-economic characteristics, resource ownership, input and output used as well as costs incurred and revenue obtained for the 2006 production season using a structured questionnaire. Data were collected on a gender-disaggregated basis and analysed with the budgetary technique using the gross...
Tipo: Conference Paper or Presentation Palavras-chave: Costs; Maize-cowpea intercrop; Returns; Crop Production/Industries.
Ano: 2010 URL: http://purl.umn.edu/96800
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Assessment of participatory management of irrigation schemes in Sri Lanka: Partial reforms, partial benefits AgEcon
Samad, Madar; Vermillion, Douglas Lynn.
Describes the application of a standard methodology developed by IWMI to assess the impact of irrigation management transfer on the performance of irrigation schemes. Includes detailed analysis of the effects of participatory management on the performance of irrigation schemes in Sri Lanka.
Tipo: Report Palavras-chave: Privatization; Policy; Performance evaluation; Indicators; Operating costs; Irrigation management; Economic aspects; Returns; Participatory management; Farmer participation; Government managed irrigation systems; Small scale systems; Large-scale systems; Regression analysis; Models; Agribusiness; Agricultural Finance; Community/Rural/Urban Development; Farm Management; Research and Development/Tech Change/Emerging Technologies.
Ano: 1999 URL: http://purl.umn.edu/44577
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Contract Grazing on Winter Annuals: Risks and Returns for Cattle Owners AgEcon
Anand, Manik; Duffy, Patricia A.; Bergtold, Jason S.; Bransby, David; Shoemaker, Carla.
Critical factors affecting risk and profitability for cattle owners under contract grazing include cattle weight at purchase and time spent on pasture and feedlot. Buying lighter animals and placing them in pastures before sending them to feedlot is the most profitable as well as least risky option. Even in the least risky scenario, the cattle owner would still incur losses 28% of the times. The results also show a possibility that at contract-grazing rates of $0.41 per pound of gain or more, the cattle owner would place cattle directly on the feedlot, bypassing the pasture.
Tipo: Conference Paper or Presentation Palavras-chave: Contract grazing; Risks; Returns; Farm Management; Livestock Production/Industries; Q12.
Ano: 2011 URL: http://purl.umn.edu/98752
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Certainty Equivalent Farm Returns from Bt and Non-Bt Cotton AgEcon
Banerjee, Swagata (Ban); Martin, Steven W..
Replaced with revised version of paper 02/14/06.
Tipo: Conference Paper or Presentation Palavras-chave: Bt cotton; Certainty equivalent; Insecticide; Refuge; Returns; Risk; Simulated yield; Spray; Farm Management.
Ano: 2006 URL: http://purl.umn.edu/35383
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ALTERNATIVE COTTON PRODUCTION SYSTEMS AgEcon
Parvin, David W., Jr.; Cooke, Fred T., Jr.; Martin, Steven W..
Mississippi cotton farmers are adjusting to the current problem of low cotton price and high cotton production cost by modifying the way(s) they have traditionally grown cotton. This paper compares seven alternative production systems to the costs and returns associated with the conventional or traditional system labeled "solid cotton, 8-row equipment." Systems that combine wider equipment (less labor and machinery time per acre) with reduced tillage technology appear to offer opportunities to increase returns. Specific adjustments on individual farms will probably be dominated by the distribution of soil types.
Tipo: Working or Discussion Paper Palavras-chave: Conservation tillage; Ultra-narrow; No-till; Skip-row; Costs; Returns; Production Economics.
Ano: 2000 URL: http://purl.umn.edu/15796
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Human Capital, Schooling and Health Returns AgEcon
Schultz, T. Paul.
A consensus has been forged in the last decade that recent periods of sustained growth in total factor productivity and reduced poverty are closely associated with improvements in a population’s child nutrition, adult health, and schooling, particularly in low-income countries. Estimates of the productive returns from these three forms of human capital investment are nonetheless qualified by a number of limitations in our data and analytical methods. This paper reviews the problems that occupy researchers in this field and summarizes accumulating evidence of empirical regularities. Social experiments must be designed to assess how randomized policy interventions motivate families and individuals to invest in human capital, and then measure the changed wage...
Tipo: Working or Discussion Paper Palavras-chave: Health; Productivity; Human capital; Schooling; Returns; Labor and Human Capital; J24; I12; I21.
Ano: 2003 URL: http://purl.umn.edu/28475
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Farm Profits from Stochastic and On-Farm Yields of Bt and Non-Bt Cotton in the Mississippi Delta AgEcon
Banerjee, Swagata (Ban); Martin, Steven W.; Wetzstein, Michael E..
Copy on AgEcon Search replaced with a revised copy 2/14/06.
Tipo: Conference Paper or Presentation Palavras-chave: Bt cotton; Refuge; Returns; Risk; Simulated yield; Spray; Crop Production/Industries.
Ano: 2005 URL: http://purl.umn.edu/35653
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Live and Feeder Cattle Options Markets: Returns, Risk, and Volatility Forecasting AgEcon
Brittain, Lee; Garcia, Philip; Irwin, Scott H..
This paper examines returns from holding 30- and 90-day call and put positions, and the forecasting performance of implied volatility in the live and feeder cattle options markets. Implied volatility is an upwardly biased and inefficient predictor of realized volatility, with bias most pronounced in live cattle. While significant returns exist from several positions, strategies are strongly affected by drifts in futures prices. However, returns from live cattle puts are persistent, and evidence from 30-day straddle returns indicates the live cattle market overprices volatility. Overpricing is consistent with volatility risk, the effect of which is magnified by extreme market conditions.
Tipo: Journal Article Palavras-chave: Feeder cattle; Live cattle; Options; Returns; Risk; Volatility forecasting; Livestock Production/Industries; Risk and Uncertainty.
Ano: 2011 URL: http://purl.umn.edu/105515
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THE IMPACT OF CURRENT COTTON PRICE AND PRODUCTION COSTS ON SKIP-ROW COTTON AgEcon
Parvin, David W., Jr.; Cooke, Fred T., Jr.; McCarty, Will.
According to conventional wisdom, low prices favor skip-row planting patterns while high prices favor solid planted cotton. Production costs have been trending upward for many years. Current high production costs have redefined the point at which a low price becomes a high price relative to skip-row versus solid planting pattern decisions. Growers considering a shift from solid to skip-row cotton must be able to produce high yields, more than 90% of the solid yield on a land acre basis.
Tipo: Working or Discussion Paper Palavras-chave: Cotton; No-till yields; Returns; Production Economics.
Ano: 1999 URL: http://purl.umn.edu/15793
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Mama Lus Frut scheme: an assessment of poverty reduction AgEcon
Warner, Robert; Bauer, Marcia.
The Mama Lus Frut scheme was established to increase the productivity of smallholder palm-oil plantations in Papua New Guinea. ACIAR project ASEM/1999/084, ‘Improving Productivity of the Smallholder Oil Palm Sector in Papua New Guinea: a Study of Biophysical and Socioeconomic Interactions’, included an assessment of the impact of the Mama Lus Frut scheme. The ACIAR project was also involved in refining and extending the scheme both geographically and demographically, including extending it from women family members to the community at large. This report describes the effect of the scheme (and therefore indirectly the effect of the ACIAR project) on reducing poverty for smallholder oil-palm producers. It draws upon information from a socioeconomic study of...
Tipo: Book Palavras-chave: Papua New Guinea; PNG; Australia; Oilpalm; Palm-oil; Smallholder; Productivity; Impact; Returns; Agribusiness; Community/Rural/Urban Development; Crop Production/Industries; Farm Management; International Development; Labor and Human Capital; Marketing; Productivity Analysis.
Ano: 2002 URL: http://purl.umn.edu/47698
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Study of the sweet chili pepper (Capsicum chinense) production system in the Caribbean region of Colombia: a technological and socio-economic perspective Acta Agron. (Palmira)
Martínez-Reina,Antonio María; Todececilla,Lilibet; Rodríguez-Pinto,María del Valle; Cordero,Carina Cecilia; Grandett-Martínez,Liliana María.
Abstract The objective of this work was to characterize technologically and economically the sweet chili pepper production system in the Caribbean region of Colombia. A survey was applied to 60 farmers using the simple random sampling technique. The economic returns were analyzed in the producing areas of San Juan del Cesar, in the department of La Guajira, and Ponedera, in the department of Atlántico, with an average of 0.6 hectares of the areas used for planting the sweet chili pepper. The average age of the farmers is 51 years old, with more than 11 years of experience in this crop. The results present differences in terms of production efficiency; for example, it was found that it is higher for the town of San Juan del Cesar, which is explained because...
Tipo: Info:eu-repo/semantics/article Palavras-chave: Agriculture; Costs; Income; Investment; Returns.
Ano: 2021 URL: http://www.scielo.org.co/scielo.php?script=sci_arttext&pid=S0120-28122021000100042
Registros recuperados: 12
Primeira ... 1 ... Última
 

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