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| Taing, Siv; Worthington, Andrew. |
| This paper examines return interrelationships between numbers of equity sectors across several European markets. The markets comprise six Member States of the European Union (EU): namely, Belgium, Finland, France, Germany, Ireland and Italy. The five sectors include the consumer discretionary, consumer staples, financial, industrials and materials sectors. Generalised Autoregressive Conditional Heteroskedasticity in Mean (GARCHM) models are used to consider the impact of returns in other European markets on the returns in each market across each sector. The results indicate that there are relatively few significant interrelationships between sectors in different markets, with most of these accounted for by the larger markets in France, Germany and Italy.... |
| Tipo: Journal Article |
Palavras-chave: Risk and return; Volatility; Autoregressive conditional heteroskedasticity; C32; F36; G15. |
| Ano: 2005 |
URL: http://purl.umn.edu/37160 |
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| Langemeier, Michael R.; Nelson, Nathan; Parajuli, Prem; Perkins, Seth. |
| This paper determined the optimal crop rotation in South Central Kansas. The model incorporated net return, risk, and water quality. In general, water quality improved as tillage was reduced within a rotation type and by adding an alfalfa rotation. The optimal crop rotation mixes included wheat, grain sorghum, soybeans, and alfalfa. |
| Tipo: Conference Paper or Presentation |
Palavras-chave: Water quality; Optimal crop rotation; Risk and return; Farm Management; D24; D81. |
| Ano: 2010 |
URL: http://purl.umn.edu/56407 |
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| Schoney, Richard A.; Moeller, Christof. |
| Two efficient farms are constructed for the brown soils of Saskatchewan, Canada and for Mecklenburg, Germany based on producer panels. Both farms feature highly integrated cropping systems which take advantage of cropping synergies. However, farm risk is inherently different between the two because differences in 1) climate that gives rise to very different yield risk and cost structure, and 2) EU programs which offer fixed cash payments and stable sugar beet prices. As expected, risk is much higher for the Saskatchewan case farm - it has a chance of a negative cash flow of approximately one year in five. In sharp contrast, the Mecklenburg has very little chance of generating a negative cash flow. Hence, it is easy to understand why crop insurance and... |
| Tipo: Conference Paper or Presentation |
Palavras-chave: Risk and return; EV model; Saskatchewan and German grain farms; Crop Production/Industries. |
| Ano: 2005 |
URL: http://purl.umn.edu/24227 |
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