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	Provedor de dados AgEcon (2) Autor Berg, Ernst (2) Schmitz, Bernhard (1) Starp, Michael (1) Palavra-chave Downside risk (2) Risk and Uncertainty (2) Risk management (2) Risk-value models (2) Portfolio optimisation (1) Risk measure (1) Stochastic optimisation (1) Weather derivatives (1) Mais... Tipo do documento Conference Paper or Presentation (2) Ano 2007 (1) 2006 (1) País United States (2) Idioma Inglês (2)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 2 Primeira ... 1 ... Última Farm Level Risk Assessment Using Downside Risk Measures AgEcon Berg, Ernst; Starp, Michael. Recent and presumable future developments tend to increase the risk associated with farming activities. This causes an increasing importance of risk management. Farmers have a wide variety of possibilities to influence the risk exposure of their operations. Among them are the choice of the production program as well as marketing activities including forward pricing and hedging with futures and options. In total all these opportunities comprise a portfolio of activities which must be selected as to match the resources of the farm as well as the farmer's attitudes towards risk. The paper addresses this issue using a whole farm stochastic optimisation approach based on a risk-value framework. The paper starts with a discussion of risk-value models and the... Tipo: Conference Paper or Presentation Palavras-chave: Downside risk; Risk management; Risk measure; Risk-value models; Stochastic optimisation; Risk and Uncertainty. Ano: 2006 URL: http://purl.umn.edu/25400 Weather-based instruments in the context of whole farm risk management AgEcon Berg, Ernst; Schmitz, Bernhard. Recent and presumable future developments tend to increase the risks associated with farming activities. These include climate risks which have always played an important role in farming. Weather based instruments can be valuable tools to reduce the risk associate with unfavourable climatic events. However, a number of factors can limit the hedging effectiveness of these tools. These factors include basis risk, the impacts of remaining price uncertainty and diversification effects. The paper addresses the influence of each of these factors. In its final part an integrated approach for a comprehensive assessment of weather derivatives and other hedging instruments is proposed that is based on the concept of portfolio optimisation. Tipo: Conference Paper or Presentation Palavras-chave: Downside risk; Portfolio optimisation; Risk management; Risk-value models; Weather derivatives; Risk and Uncertainty. Ano: 2007 URL: http://purl.umn.edu/9269 Registros recuperados: 2 Primeira ... 1 ... Última

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